AMX vs. XLF
AMX (América Móvil, S.A.B. de C.V.) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, AMX returned 10.60%/yr vs 12.38%/yr for XLF. At a 0.43 correlation, their price movements are largely independent.
Performance
AMX vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, AMX achieves a 23.56% return, which is significantly higher than XLF's -6.64% return. Over the past 10 years, AMX has underperformed XLF with an annualized return of 10.60%, while XLF has yielded a comparatively higher 12.38% annualized return.
AMX
- 1D
- -0.66%
- 1M
- -3.66%
- YTD
- 23.56%
- 6M
- 17.86%
- 1Y
- 54.24%
- 3Y*
- 8.36%
- 5Y*
- 14.09%
- 10Y*
- 10.60%
XLF
- 1D
- -1.15%
- 1M
- -1.38%
- YTD
- -6.64%
- 6M
- -4.18%
- 1Y
- 1.13%
- 3Y*
- 17.64%
- 5Y*
- 7.61%
- 10Y*
- 12.38%
AMX vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMX América Móvil, S.A.B. de C.V. | 23.56% | 48.56% | -20.36% | 4.60% | -9.82% | 48.68% | -6.62% | 15.01% | -15.29% | 39.13% |
XLF State Street Financial Select Sector SPDR ETF | -6.64% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between AMX and XLF is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2001 | 0.43 |
Over the past year, the correlation between AMX and XLF has dropped to 0.10 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
AMX vs. XLF — Risk / Return Rank
AMX
XLF
AMX vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for América Móvil, S.A.B. de C.V. (AMX) and State Street Financial Select Sector SPDR ETF (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.
| AMX | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.02 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 0.08 | +3.47 |
| Martin ratioReturn relative to average drawdown | 9.72 | 0.20 | +9.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMX | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.08 | +2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.41 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.56 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.12 |
Drawdowns
AMX vs. XLF - Drawdown Comparison
The maximum AMX drawdown since its inception was -64.34%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for AMX and XLF.
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Drawdown Indicators
| AMX | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.34% | -82.69% | +18.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -14.79% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -36.73% | -15.54% | -21.19% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -25.81% | -12.27% |
Max Drawdown (10Y)Largest decline over 10 years | -44.45% | -42.86% | -1.59% |
Current DrawdownCurrent decline from peak | -6.86% | -9.34% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -24.12% | -20.03% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 5.66% | -0.06% |
Volatility
AMX vs. XLF - Volatility Comparison
América Móvil, S.A.B. de C.V. (AMX) has a higher volatility of 5.52% compared to State Street Financial Select Sector SPDR ETF (XLF) at 3.29%. This indicates that AMX'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.
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Volatility by Period
| AMX | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.29% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 20.24% | 10.94% | +9.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.85% | 14.41% | +11.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.73% | 18.63% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 22.16% | +6.85% |
Dividends
AMX vs. XLF - Dividend Comparison
AMX's dividend yield for the trailing twelve months is around 2.17%, more than XLF's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMX América Móvil, S.A.B. de C.V. | 2.17% | 2.68% | 3.59% | 2.83% | 4.41% | 1.88% | 2.49% | 2.29% | 2.24% | 1.91% | 2.27% | 8.55% |
XLF State Street Financial Select Sector SPDR ETF | 1.56% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
AMX and XLF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMX has higher volatility (5.52%) compared to XLF (3.29%). In terms of maximum drawdown, AMX dropped -64.34% vs XLF's -82.69%.
AMX currently has the higher Sharpe Ratio (2.11 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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