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

Correlation

The correlation between BAC and XLF is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

BAC vs. XLF - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
161.05%
466.41%
BAC
XLF

Key characteristics

Sharpe Ratio

BAC:

0.21

XLF:

0.92

Sortino Ratio

BAC:

0.48

XLF:

1.37

Omega Ratio

BAC:

1.07

XLF:

1.20

Calmar Ratio

BAC:

0.22

XLF:

1.20

Martin Ratio

BAC:

0.69

XLF:

4.72

Ulcer Index

BAC:

8.69%

XLF:

3.94%

Daily Std Dev

BAC:

28.65%

XLF:

20.15%

Max Drawdown

BAC:

-93.45%

XLF:

-82.43%

Current Drawdown

BAC:

-16.34%

XLF:

-7.66%

Returns By Period

In the year-to-date period, BAC achieves a -9.12% return, which is significantly lower than XLF's -0.28% return. Over the past 10 years, BAC has underperformed XLF with an annualized return of 12.13%, while XLF has yielded a comparatively higher 13.86% annualized return.


BAC

YTD

-9.12%

1M

-7.31%

6M

-4.12%

1Y

7.28%

5Y*

15.21%

10Y*

12.13%

XLF

YTD

-0.28%

1M

-4.49%

6M

3.80%

1Y

19.30%

5Y*

19.43%

10Y*

13.86%

*Annualized

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Risk-Adjusted Performance

BAC vs. XLF — Risk-Adjusted Performance Rank

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

BAC
The Risk-Adjusted Performance Rank of BAC is 5858
Overall Rank
The Sharpe Ratio Rank of BAC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6161
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8383
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.

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.


The chart of Sharpe ratio for BAC, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
BAC: 0.21
XLF: 0.92
The chart of Sortino ratio for BAC, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
BAC: 0.48
XLF: 1.37
The chart of Omega ratio for BAC, currently valued at 1.07, compared to the broader market0.501.001.502.00
BAC: 1.07
XLF: 1.20
The chart of Calmar ratio for BAC, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
BAC: 0.22
XLF: 1.20
The chart of Martin ratio for BAC, currently valued at 0.69, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BAC: 0.69
XLF: 4.72

The current BAC Sharpe Ratio is 0.21, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BAC 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.21
0.92
BAC
XLF

Dividends

BAC vs. XLF - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.57%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
BAC
Bank of America Corporation
2.57%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

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%. Use the drawdown chart below to compare losses from any high point for BAC and XLF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.34%
-7.66%
BAC
XLF

Volatility

BAC vs. XLF - Volatility Comparison

Bank of America Corporation (BAC) has a higher volatility of 18.10% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.10%
13.51%
BAC
XLF