AFG vs. XLF
Compare and contrast key facts about American Financial Group, Inc. (AFG) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFG or XLF.
Key characteristics
| AFG | XLF | |
|---|---|---|
| YTD Return | 13.55% | 11.77% |
| 1Y Return | 17.86% | 32.51% |
| 3Y Return (Ann) | 14.58% | 5.37% |
| 5Y Return (Ann) | 16.35% | 11.39% |
| 10Y Return (Ann) | 16.22% | 13.63% |
| Sharpe Ratio | 0.96 | 2.73 |
| Daily Std Dev | 20.15% | 12.28% |
| Max Drawdown | -76.72% | -82.43% |
| Current Drawdown | -3.90% | -0.59% |
Correlation
The correlation between AFG and XLF is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AFG vs. XLF - Performance Comparison
In the year-to-date period, AFG achieves a 13.55% return, which is significantly higher than XLF's 11.77% return. Over the past 10 years, AFG has outperformed XLF with an annualized return of 16.22%, while XLF has yielded a comparatively lower 13.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
AFG vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) 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.
Dividends
AFG vs. XLF - Dividend Comparison
AFG's dividend yield for the trailing twelve months is around 5.17%, more than XLF's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFG American Financial Group, Inc. | 5.17% | 6.81% | 10.42% | 20.43% | 4.39% | 4.51% | 4.92% | 4.41% | 2.44% | 2.82% | 3.15% | 3.13% |
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
AFG vs. XLF - Drawdown Comparison
The maximum AFG drawdown since its inception was -76.72%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for AFG and XLF. For additional features, visit the drawdowns tool.
Volatility
AFG vs. XLF - Volatility Comparison
American Financial Group, Inc. (AFG) has a higher volatility of 4.34% compared to Financial Select Sector SPDR Fund (XLF) at 2.84%. This indicates that AFG'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.