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ADC vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADCXLF
YTD Return-8.79%11.83%
1Y Return-11.15%35.74%
3Y Return (Ann)-1.37%8.85%
5Y Return (Ann)-0.02%12.55%
10Y Return (Ann)11.29%13.44%
Sharpe Ratio-0.592.78
Daily Std Dev18.48%12.85%
Max Drawdown-70.25%-82.43%
Current Drawdown-23.90%-0.02%

Correlation

0.32
-1.001.00

The correlation between ADC and XLF is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ADC vs. XLF - Performance Comparison

In the year-to-date period, ADC achieves a -8.79% return, which is significantly lower than XLF's 11.83% return. Over the past 10 years, ADC has underperformed XLF with an annualized return of 11.29%, while XLF has yielded a comparatively higher 13.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,585.20%
386.49%
ADC
XLF

Compare stocks, funds, or ETFs


Agree Realty Corporation

Financial Select Sector SPDR Fund

Risk-Adjusted Performance

ADC vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agree Realty Corporation (ADC) and Financial Select Sector SPDR Fund (XLF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADC
Agree Realty Corporation
-0.59
XLF
Financial Select Sector SPDR Fund
2.78

ADC vs. XLF - Sharpe Ratio Comparison

The current ADC Sharpe Ratio is -0.59, which is lower than the XLF Sharpe Ratio of 2.78. The chart below compares the 12-month rolling Sharpe Ratio of ADC and XLF.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.59
2.78
ADC
XLF

Dividends

ADC vs. XLF - Dividend Comparison

ADC's dividend yield for the trailing twelve months is around 5.61%, more than XLF's 1.53% yield.


TTM20232022202120202019201820172016201520142013
ADC
Agree Realty Corporation
5.61%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%5.65%
XLF
Financial Select Sector SPDR Fund
1.53%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%

Drawdowns

ADC vs. XLF - Drawdown Comparison

The maximum ADC drawdown since its inception was -70.25%, smaller than the maximum XLF drawdown of -82.43%. The drawdown chart below compares losses from any high point along the way for ADC and XLF


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-23.90%
-0.02%
ADC
XLF

Volatility

ADC vs. XLF - Volatility Comparison

Agree Realty Corporation (ADC) has a higher volatility of 6.07% compared to Financial Select Sector SPDR Fund (XLF) at 2.63%. This indicates that ADC's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.07%
2.63%
ADC
XLF