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

CM vs. XLF

Last updated May 12, 2025

Compare and contrast key facts about Canadian Imperial Bank of Commerce (CM) 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: CM or XLF.

Correlation

The correlation between CM and XLF is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

CM vs. XLF - Performance Comparison

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

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Key characteristics

Daily Std Dev

CM:

5.25%

XLF:

20.23%

Max Drawdown

CM:

-0.64%

XLF:

-82.43%

Current Drawdown

CM:

-0.64%

XLF:

-4.12%

Returns By Period

CM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLF

YTD

3.54%

1M

6.84%

6M

2.16%

1Y

21.05%

5Y*

20.88%

10Y*

14.08%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CM vs. XLF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CM
The Risk-Adjusted Performance Rank of CM is 9292
Overall Rank
The Sharpe Ratio Rank of CM is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of CM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of CM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CM is 8989
Martin Ratio Rank
XLF
The Risk-Adjusted Performance Rank of XLF is 8787
Overall Rank
The Sharpe Ratio Rank of XLF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 8585
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8787
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.

CM vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM) 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.

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Dividends

CM vs. XLF - Dividend Comparison

CM's dividend yield for the trailing twelve months is around 4.24%, more than XLF's 1.43% yield.

TTM20242023202220212020201920182017201620152014
CM
Canadian Imperial Bank of Commerce		4.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund		1.43%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

CM vs. XLF - Drawdown Comparison

The maximum CM drawdown since its inception was -0.64%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for CM and XLF. For additional features, visit the drawdowns tool.

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Volatility

CM vs. XLF - Volatility Comparison

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