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

Correlation

The correlation between BOKF and XLF is 0.50, 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: 0.5

Performance

BOKF vs. XLF - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
619.89%
466.41%
BOKF
XLF

Key characteristics

Sharpe Ratio

BOKF:

0.11

XLF:

0.92

Sortino Ratio

BOKF:

0.36

XLF:

1.37

Omega Ratio

BOKF:

1.04

XLF:

1.20

Calmar Ratio

BOKF:

0.12

XLF:

1.20

Martin Ratio

BOKF:

0.35

XLF:

4.72

Ulcer Index

BOKF:

9.09%

XLF:

3.94%

Daily Std Dev

BOKF:

28.82%

XLF:

20.15%

Max Drawdown

BOKF:

-85.43%

XLF:

-82.43%

Current Drawdown

BOKF:

-22.73%

XLF:

-7.66%

Returns By Period

In the year-to-date period, BOKF achieves a -13.14% return, which is significantly lower than XLF's -0.28% return. Over the past 10 years, BOKF has underperformed XLF with an annualized return of 6.17%, while XLF has yielded a comparatively higher 13.87% annualized return.


BOKF

YTD

-13.14%

1M

-12.61%

6M

-12.05%

1Y

3.50%

5Y*

16.57%

10Y*

6.17%

XLF

YTD

-0.28%

1M

-4.30%

6M

3.80%

1Y

19.47%

5Y*

18.65%

10Y*

13.87%

*Annualized

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Risk-Adjusted Performance

BOKF vs. XLF — Risk-Adjusted Performance Rank

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

BOKF
The Risk-Adjusted Performance Rank of BOKF is 5353
Overall Rank
The Sharpe Ratio Rank of BOKF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BOKF is 4848
Sortino Ratio Rank
The Omega Ratio Rank of BOKF is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BOKF is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BOKF is 5757
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8080
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.

BOKF vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BOK Financial Corporation (BOKF) 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 BOKF, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.00
BOKF: 0.11
XLF: 0.92
The chart of Sortino ratio for BOKF, currently valued at 0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
BOKF: 0.36
XLF: 1.37
The chart of Omega ratio for BOKF, currently valued at 1.04, compared to the broader market0.501.001.502.00
BOKF: 1.04
XLF: 1.20
The chart of Calmar ratio for BOKF, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
BOKF: 0.12
XLF: 1.20
The chart of Martin ratio for BOKF, currently valued at 0.35, compared to the broader market-5.000.005.0010.0015.0020.00
BOKF: 0.35
XLF: 4.72

The current BOKF Sharpe Ratio is 0.11, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BOKF 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
0.11
0.92
BOKF
XLF

Dividends

BOKF vs. XLF - Dividend Comparison

BOKF's dividend yield for the trailing twelve months is around 2.43%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
BOKF
BOK Financial Corporation
2.43%2.09%2.53%2.05%1.98%2.99%2.30%2.59%1.92%2.08%2.83%2.70%
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

BOKF vs. XLF - Drawdown Comparison

The maximum BOKF drawdown since its inception was -85.43%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for BOKF and XLF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.73%
-7.66%
BOKF
XLF

Volatility

BOKF vs. XLF - Volatility Comparison

BOK Financial Corporation (BOKF) and Financial Select Sector SPDR Fund (XLF) have volatilities of 12.91% and 13.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.91%
13.51%
BOKF
XLF