BOKF vs. XLF
Compare and contrast key facts about BOK Financial Corporation (BOKF) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOKF or XLF.
Performance
BOKF vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, BOKF achieves a 36.99% return, which is significantly higher than XLF's 34.14% return. Over the past 10 years, BOKF has underperformed XLF with an annualized return of 8.18%, while XLF has yielded a comparatively higher 11.94% annualized return.
BOKF
36.99%
1.31%
21.12%
58.97%
9.90%
8.18%
XLF
34.14%
5.03%
18.26%
45.53%
13.12%
11.94%
Key characteristics
| BOKF | XLF | |
|---|---|---|
| Sharpe Ratio | 2.07 | 3.35 |
| Sortino Ratio | 2.97 | 4.71 |
| Omega Ratio | 1.35 | 1.61 |
| Calmar Ratio | 1.63 | 3.56 |
| Martin Ratio | 13.11 | 23.90 |
| Ulcer Index | 4.49% | 1.93% |
| Daily Std Dev | 28.51% | 13.75% |
| Max Drawdown | -85.43% | -82.69% |
| Current Drawdown | -3.05% | -0.04% |
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Correlation
The correlation between BOKF and XLF is 0.60, 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.
Risk-Adjusted Performance
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.
Dividends
BOKF vs. XLF - Dividend Comparison
BOKF's dividend yield for the trailing twelve months is around 1.94%, more than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOKF BOK Financial Corporation | 1.94% | 2.53% | 2.05% | 1.98% | 2.99% | 2.30% | 2.59% | 1.92% | 2.08% | 2.83% | 2.70% | 2.32% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
BOKF vs. XLF - Drawdown Comparison
The maximum BOKF drawdown since its inception was -85.43%, roughly equal to the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for BOKF and XLF. For additional features, visit the drawdowns tool.
Volatility
BOKF vs. XLF - Volatility Comparison
BOK Financial Corporation (BOKF) has a higher volatility of 13.80% compared to Financial Select Sector SPDR Fund (XLF) at 7.04%. This indicates that BOKF'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.