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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFR or XLF.
Key characteristics
| CFR | XLF | |
|---|---|---|
| YTD Return | 35.31% | 34.20% |
| 1Y Return | 59.35% | 49.54% |
| 3Y Return (Ann) | 5.66% | 9.57% |
| 5Y Return (Ann) | 12.37% | 13.26% |
| 10Y Return (Ann) | 9.16% | 11.99% |
| Sharpe Ratio | 2.06 | 3.69 |
| Sortino Ratio | 2.94 | 5.14 |
| Omega Ratio | 1.36 | 1.67 |
| Calmar Ratio | 1.52 | 3.33 |
| Martin Ratio | 8.14 | 26.56 |
| Ulcer Index | 7.40% | 1.93% |
| Daily Std Dev | 29.35% | 13.88% |
| Max Drawdown | -56.86% | -82.69% |
| Current Drawdown | -3.67% | 0.00% |
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.
Performance
CFR vs. XLF - Performance Comparison
The year-to-date returns for both stocks are quite close, with CFR having a 35.31% return and XLF slightly lower at 34.20%. Over the past 10 years, CFR has underperformed XLF with an annualized return of 9.16%, while XLF has yielded a comparatively higher 11.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CFR vs. XLF - Risk-Adjusted Performance 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.
Dividends
CFR vs. XLF - Dividend Comparison
CFR's dividend yield for the trailing twelve months is around 2.59%, more than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.59% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% | 2.87% | 2.66% |
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
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. For additional features, visit the drawdowns tool.
Volatility
CFR vs. XLF - Volatility Comparison
Cullen/Frost Bankers, Inc. (CFR) has a higher volatility of 14.57% compared to Financial Select Sector SPDR Fund (XLF) at 7.06%. This indicates that CFR'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.