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BAP vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


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Performance

BAP vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credicorp Ltd. (BAP) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.57%
9.07%
BAP
XLU

Key characteristics

Sharpe Ratio

BAP:

1.18

XLU:

1.33

Sortino Ratio

BAP:

1.76

XLU:

1.88

Omega Ratio

BAP:

1.21

XLU:

1.23

Calmar Ratio

BAP:

0.86

XLU:

1.06

Martin Ratio

BAP:

5.39

XLU:

5.81

Ulcer Index

BAP:

4.96%

XLU:

3.55%

Daily Std Dev

BAP:

22.65%

XLU:

15.49%

Max Drawdown

BAP:

-73.50%

XLU:

-52.27%

Current Drawdown

BAP:

-12.17%

XLU:

-7.59%

Returns By Period

In the year-to-date period, BAP achieves a 0.25% return, which is significantly lower than XLU's 0.42% return. Over the past 10 years, BAP has underperformed XLU with an annualized return of 4.68%, while XLU has yielded a comparatively higher 8.37% annualized return.


BAP

YTD

0.25%

1M

-3.78%

6M

10.57%

1Y

27.24%

5Y*

0.16%

10Y*

4.68%

XLU

YTD

0.42%

1M

-1.89%

6M

9.07%

1Y

21.66%

5Y*

6.74%

10Y*

8.37%

*Annualized

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Risk-Adjusted Performance

BAP vs. XLU — Risk-Adjusted Performance Rank

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

BAP
The Risk-Adjusted Performance Rank of BAP is 8080
Overall Rank
The Sharpe Ratio Rank of BAP is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BAP is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BAP is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BAP is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BAP is 8383
Martin Ratio Rank

XLU
The Risk-Adjusted Performance Rank of XLU is 5757
Overall Rank
The Sharpe Ratio Rank of XLU is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 6060
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 5858
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 5656
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.

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.


The chart of Sharpe ratio for BAP, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.181.33
The chart of Sortino ratio for BAP, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.88
The chart of Omega ratio for BAP, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.23
The chart of Calmar ratio for BAP, currently valued at 0.86, compared to the broader market0.002.004.006.000.861.06
The chart of Martin ratio for BAP, currently valued at 5.39, compared to the broader market-10.000.0010.0020.005.395.81
BAP
XLU

The current BAP Sharpe Ratio is 1.18, which is comparable to the XLU Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BAP and XLU, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.18
1.33
BAP
XLU

Dividends

BAP vs. XLU - Dividend Comparison

BAP's dividend yield for the trailing twelve months is around 2.09%, less than XLU's 2.95% yield.


TTM20242023202220212020201920182017201620152014
BAP
Credicorp Ltd.
2.09%2.10%0.45%0.29%4.10%5.37%3.94%0.20%4.32%1.47%2.25%1.19%
XLU
Utilities Select Sector SPDR Fund
2.95%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.17%
-7.59%
BAP
XLU

Volatility

BAP vs. XLU - Volatility Comparison

Credicorp Ltd. (BAP) has a higher volatility of 5.79% compared to Utilities Select Sector SPDR Fund (XLU) at 3.94%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.79%
3.94%
BAP
XLU