PortfoliosLab logo
AFL vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFL and XLF is 0.60, 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

AFL vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aflac Incorporated (AFL) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
1,596.78%
483.28%
AFL
XLF

Key characteristics

Sharpe Ratio

AFL:

1.39

XLF:

1.18

Sortino Ratio

AFL:

1.83

XLF:

1.68

Omega Ratio

AFL:

1.28

XLF:

1.25

Calmar Ratio

AFL:

2.49

XLF:

1.53

Martin Ratio

AFL:

5.73

XLF:

5.87

Ulcer Index

AFL:

5.45%

XLF:

4.07%

Daily Std Dev

AFL:

22.36%

XLF:

20.22%

Max Drawdown

AFL:

-82.71%

XLF:

-82.43%

Current Drawdown

AFL:

-6.26%

XLF:

-4.91%

Returns By Period

In the year-to-date period, AFL achieves a 3.98% return, which is significantly higher than XLF's 2.69% return. Over the past 10 years, AFL has outperformed XLF with an annualized return of 15.53%, while XLF has yielded a comparatively lower 13.99% annualized return.


AFL

YTD

3.98%

1M

6.96%

6M

-0.47%

1Y

28.94%

5Y*

27.35%

10Y*

15.53%

XLF

YTD

2.69%

1M

12.16%

6M

0.59%

1Y

21.86%

5Y*

19.57%

10Y*

13.99%

*Annualized

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

AFL vs. XLF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFL
The Risk-Adjusted Performance Rank of AFL is 8989
Overall Rank
The Sharpe Ratio Rank of AFL is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8888
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8686
Overall Rank
The Sharpe Ratio Rank of XLF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8989
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AFL vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) 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.


The current AFL Sharpe Ratio is 1.39, which is comparable to the XLF Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AFL and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.39
1.18
AFL
XLF

Dividends

AFL vs. XLF - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.94%, more than XLF's 1.44% yield.


TTM20242023202220212020201920182017201620152014
AFL
Aflac Incorporated
1.94%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
XLF
Financial Select Sector SPDR Fund
1.44%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%

Drawdowns

AFL vs. XLF - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for AFL and XLF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.26%
-4.91%
AFL
XLF

Volatility

AFL vs. XLF - Volatility Comparison

Aflac Incorporated (AFL) and Financial Select Sector SPDR Fund (XLF) have volatilities of 9.17% and 9.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.17%
9.49%
AFL
XLF