BAC vs. XLF
Compare and contrast key facts about Bank of America Corporation (BAC) 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.
Performance
BAC vs. XLF - Performance Comparison
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BAC vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | -10.86% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
XLF Financial Select Sector SPDR Fund | -9.40% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, BAC achieves a -10.86% return, which is significantly lower than XLF's -9.40% return. Over the past 10 years, BAC has outperformed XLF with an annualized return of 16.19%, while XLF has yielded a comparatively lower 12.44% annualized return.
BAC
- 1D
- 3.22%
- 1M
- -1.61%
- YTD
- -10.86%
- 6M
- -4.48%
- 1Y
- 19.45%
- 3Y*
- 22.60%
- 5Y*
- 6.87%
- 10Y*
- 16.19%
XLF
- 1D
- 2.09%
- 1M
- -3.51%
- YTD
- -9.40%
- 6M
- -7.56%
- 1Y
- 0.65%
- 3Y*
- 17.25%
- 5Y*
- 9.34%
- 10Y*
- 12.44%
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Return for Risk
BAC vs. XLF — Risk / Return Rank
BAC
XLF
BAC vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) 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.
| BAC | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.03 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.18 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.02 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.13 | +1.04 |
Martin ratioReturn relative to average drawdown | 3.17 | 0.38 | +2.79 |
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
| BAC | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.03 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.50 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.20 | 0.00 |
Correlation
The correlation between BAC and XLF is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BAC vs. XLF - Dividend Comparison
BAC's dividend yield for the trailing twelve months is around 2.26%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.26% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Drawdowns
BAC vs. XLF - Drawdown Comparison
The maximum BAC drawdown since its inception was -93.10%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for BAC and XLF.
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Drawdown Indicators
| BAC | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.10% | -82.69% | -10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -14.79% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -46.64% | -25.81% | -20.83% |
Max Drawdown (10Y)Largest decline over 10 years | -48.95% | -42.86% | -6.09% |
Current DrawdownCurrent decline from peak | -14.37% | -12.01% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -28.40% | -20.10% | -8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 4.90% | +1.67% |
Volatility
BAC vs. XLF - Volatility Comparison
Bank of America Corporation (BAC) has a higher volatility of 6.67% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that BAC'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
| BAC | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 4.75% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 11.45% | +5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.82% | 19.29% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.84% | 18.69% | +8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.80% | 22.19% | +8.61% |