PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BAP vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BAPXLU
YTD Return12.09%3.80%
1Y Return28.49%2.26%
3Y Return (Ann)7.17%4.11%
5Y Return (Ann)-4.57%5.65%
10Y Return (Ann)4.47%8.28%
Sharpe Ratio1.170.15
Daily Std Dev27.06%17.05%
Max Drawdown-73.50%-52.27%
Current Drawdown-24.22%-11.72%

Correlation

0.22
-1.001.00

The correlation between BAP and XLU is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BAP vs. XLU - Performance Comparison

In the year-to-date period, BAP achieves a 12.09% return, which is significantly higher than XLU's 3.80% return. Over the past 10 years, BAP has underperformed XLU with an annualized return of 4.47%, while XLU has yielded a comparatively higher 8.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%OctoberNovemberDecember2024FebruaryMarch
3,448.13%
427.39%
BAP
XLU

Compare stocks, funds, or ETFs


Credicorp Ltd.

Utilities Select Sector SPDR Fund

Risk-Adjusted Performance

BAP vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credicorp Ltd. (BAP) and Utilities Select Sector SPDR Fund (XLU). 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
BAP
Credicorp Ltd.
1.17
XLU
Utilities Select Sector SPDR Fund
0.15

BAP vs. XLU - Sharpe Ratio Comparison

The current BAP Sharpe Ratio is 1.17, which is higher than the XLU Sharpe Ratio of 0.15. The chart below compares the 12-month rolling Sharpe Ratio of BAP and XLU.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.17
0.15
BAP
XLU

Dividends

BAP vs. XLU - Dividend Comparison

BAP's dividend yield for the trailing twelve months is around 0.40%, less than XLU's 3.34% yield.


TTM20232022202120202019201820172016201520142013
BAP
Credicorp Ltd.
0.40%0.45%0.29%0.99%5.37%3.94%0.20%4.13%1.47%2.25%1.19%1.96%
XLU
Utilities Select Sector SPDR Fund
3.34%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%3.19%3.86%

Drawdowns

BAP vs. XLU - Drawdown Comparison

The maximum BAP drawdown since its inception was -73.50%, which is greater than XLU's maximum drawdown of -52.27%. The drawdown chart below compares losses from any high point along the way for BAP and XLU


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-24.22%
-11.72%
BAP
XLU

Volatility

BAP vs. XLU - Volatility Comparison

Credicorp Ltd. (BAP) has a higher volatility of 6.85% compared to Utilities Select Sector SPDR Fund (XLU) at 4.03%. This indicates that BAP's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
6.85%
4.03%
BAP
XLU