AJG vs. XLF
Compare and contrast key facts about Arthur J. Gallagher & Co. (AJG) 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: AJG or XLF.
Key characteristics
| AJG | XLF | |
|---|---|---|
| YTD Return | 5.56% | 9.77% |
| 1Y Return | 15.43% | 28.50% |
| 3Y Return (Ann) | 21.14% | 7.14% |
| 5Y Return (Ann) | 25.07% | 10.47% |
| 10Y Return (Ann) | 20.78% | 13.37% |
| Sharpe Ratio | 0.87 | 2.01 |
| Daily Std Dev | 17.49% | 13.06% |
| Max Drawdown | -57.95% | -82.43% |
| Current Drawdown | -7.45% | -2.37% |
Correlation
The correlation between AJG and XLF is 0.54, 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
AJG vs. XLF - Performance Comparison
In the year-to-date period, AJG achieves a 5.56% return, which is significantly lower than XLF's 9.77% return. Over the past 10 years, AJG has outperformed XLF with an annualized return of 20.78%, while XLF has yielded a comparatively lower 13.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AJG vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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
AJG vs. XLF - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 0.95%, less than XLF's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 0.95% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
XLF Financial Select Sector SPDR Fund | 1.56% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Drawdowns
AJG vs. XLF - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.95%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for AJG and XLF. For additional features, visit the drawdowns tool.
Volatility
AJG vs. XLF - Volatility Comparison
Arthur J. Gallagher & Co. (AJG) has a higher volatility of 4.60% compared to Financial Select Sector SPDR Fund (XLF) at 3.87%. This indicates that AJG'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.