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BAC vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BACXLF
YTD Return13.09%11.83%
1Y Return38.72%35.74%
3Y Return (Ann)1.75%8.85%
5Y Return (Ann)9.19%12.55%
10Y Return (Ann)10.51%13.44%
Sharpe Ratio1.512.78
Daily Std Dev24.41%12.85%
Max Drawdown-93.45%-82.43%
Current Drawdown-18.64%-0.02%

Correlation

0.83
-1.001.00

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.

Performance

BAC vs. XLF - Performance Comparison

In the year-to-date period, BAC achieves a 13.09% return, which is significantly higher than XLF's 11.83% return. Over the past 10 years, BAC has underperformed XLF with an annualized return of 10.51%, while XLF has yielded a comparatively higher 13.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
142.70%
386.49%
BAC
XLF

Compare stocks, funds, or ETFs


Bank of America Corporation

Financial Select Sector SPDR Fund

Risk-Adjusted Performance

BAC vs. XLF - Risk-Adjusted Performance 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BAC
Bank of America Corporation
1.51
XLF
Financial Select Sector SPDR Fund
2.78

BAC vs. XLF - Sharpe Ratio Comparison

The current BAC Sharpe Ratio is 1.51, which is lower than the XLF Sharpe Ratio of 2.78. The chart below compares the 12-month rolling Sharpe Ratio of BAC and XLF.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.51
2.78
BAC
XLF

Dividends

BAC vs. XLF - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.49%, more than XLF's 1.53% yield.


TTM20232022202120202019201820172016201520142013
BAC
Bank of America Corporation
2.49%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
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

BAC vs. XLF - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.45%, which is greater than XLF's maximum drawdown of -82.43%. The drawdown chart below compares losses from any high point along the way for BAC and XLF


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-18.64%
-0.02%
BAC
XLF

Volatility

BAC vs. XLF - Volatility Comparison

Bank of America Corporation (BAC) has a higher volatility of 4.83% compared to Financial Select Sector SPDR Fund (XLF) at 2.63%. 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
4.83%
2.63%
BAC
XLF