COMP <GO>
XLU vs GLD // ALTMAN Z-SCORE & DEBT/EQUITY
Utilities Select Sector SPDR Fund (NYSE) VS. SPDR Gold Shares Trust (NYSE) • 15-METRIC TALLY: XLU 4
— GLD 1
■ METRIC PARITY
LAST: $43.43 (+0.67%) • MKT CAP: $19.00B
balance-sheet
4.80
LAST: $355.78 (-3.47%) • MKT CAP: $82.00B
balance-sheet
4.80
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (XLU VS. GLD)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | XLU | GLD | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 58.00% | 58.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 19.50% | 19.50% | 0.00 | TIE | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | — | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | 4.80% | 3.40% | +1.40 | XLU | /fcf-yield <GO> |
| Operating Margin | 24.00% | 24.00% | 0.00 | TIE | /operating-margins <GO> |
| Net Profit Margin | 18.50% | 18.50% | 0.00 | TIE | /net-margins <GO> |
| Revenue Growth (YoY) | 9.20% | 9.20% | 0.00 | TIE | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 3.60% | 1.30% | +2.30 | XLU | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity ACTIVE | 4.80 | 4.80 | 0.00 | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | 3.20% | 3.20% | 0.00 | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 65.1 | 30.3 | +34.80 | XLU | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.00 | 0.35 | +0.65 | XLU | /macro-sensitivity <GO> |
| Forward P/E Multiple | 19.8x | — | — | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $19.00B | $82.00B | -$63.00B | GLD | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | XLU REV | GLD REV | XLU GROSS % | GLD GROSS % | XLU FCF | GLD FCF |
|---|---|---|---|---|---|---|
| INSPECT INDIVIDUAL XBRL MODELS AT XLU FA <GO> AND GLD FA <GO>. | ||||||
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
XLU // BETA 1.00
GLD // BETA 0.35