CFR vs. XLF
Compare and contrast key facts about Cullen/Frost Bankers, Inc. (CFR) 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.
Performance
CFR vs. XLF - Performance Comparison
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CFR vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 10.26% | -2.76% | 27.86% | -16.06% | 8.66% | 48.17% | -7.58% | 14.60% | -4.84% | 9.93% |
XLF Financial Select Sector SPDR Fund | -9.27% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Returns By Period
In the year-to-date period, CFR achieves a 10.26% return, which is significantly higher than XLF's -9.27% return. Both investments have delivered pretty close results over the past 10 years, with CFR having a 13.05% annualized return and XLF not far behind at 12.45%.
CFR
- 1D
- 1.15%
- 1M
- -1.11%
- YTD
- 10.26%
- 6M
- 11.90%
- 1Y
- 15.55%
- 3Y*
- 13.21%
- 5Y*
- 7.84%
- 10Y*
- 13.05%
XLF
- 1D
- 0.14%
- 1M
- -3.13%
- YTD
- -9.27%
- 6M
- -6.60%
- 1Y
- 0.91%
- 3Y*
- 17.30%
- 5Y*
- 9.37%
- 10Y*
- 12.45%
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Return for Risk
CFR vs. XLF — Risk / Return Rank
CFR
XLF
CFR vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen/Frost Bankers, Inc. (CFR) 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.
| CFR | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.05 | +0.52 |
Sortino ratioReturn per unit of downside risk | 0.93 | 0.19 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.03 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.05 | +0.88 |
Martin ratioReturn relative to average drawdown | 2.03 | 0.16 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFR | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.05 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.50 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.56 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.20 | +0.27 |
Correlation
The correlation between CFR and XLF is 0.70, 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.
Dividends
CFR vs. XLF - Dividend Comparison
CFR's dividend yield for the trailing twelve months is around 2.88%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.88% | 3.12% | 2.79% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% |
XLF Financial Select Sector SPDR Fund | 1.60% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Drawdowns
CFR vs. XLF - Drawdown Comparison
The maximum CFR drawdown since its inception was -56.86%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for CFR and XLF.
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Drawdown Indicators
| CFR | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.86% | -82.69% | +25.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -14.79% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -45.62% | -25.81% | -19.81% |
Max Drawdown (10Y)Largest decline over 10 years | -56.86% | -42.86% | -14.00% |
Current DrawdownCurrent decline from peak | -5.09% | -11.89% | +6.80% |
Average DrawdownAverage peak-to-trough decline | -11.86% | -20.10% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 4.96% | +2.04% |
Volatility
CFR vs. XLF - Volatility Comparison
Cullen/Frost Bankers, Inc. (CFR) and Financial Select Sector SPDR Fund (XLF) have volatilities of 4.78% and 4.76%, 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.
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Volatility by Period
| CFR | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 4.76% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 11.45% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.46% | 19.25% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.38% | 18.69% | +11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.44% | 22.18% | +11.26% |