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

Correlation

The correlation between CMI and XLF is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

CMI vs. XLF - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
6,611.22%
466.41%
CMI
XLF

Key characteristics

Sharpe Ratio

CMI:

0.08

XLF:

0.92

Sortino Ratio

CMI:

0.33

XLF:

1.37

Omega Ratio

CMI:

1.04

XLF:

1.20

Calmar Ratio

CMI:

0.08

XLF:

1.20

Martin Ratio

CMI:

0.26

XLF:

4.72

Ulcer Index

CMI:

9.05%

XLF:

3.94%

Daily Std Dev

CMI:

30.49%

XLF:

20.15%

Max Drawdown

CMI:

-75.66%

XLF:

-82.43%

Current Drawdown

CMI:

-23.68%

XLF:

-7.66%

Returns By Period

In the year-to-date period, CMI achieves a -15.47% return, which is significantly lower than XLF's -0.28% return. Over the past 10 years, CMI has underperformed XLF with an annualized return of 10.90%, while XLF has yielded a comparatively higher 13.87% annualized return.


CMI

YTD

-15.47%

1M

-9.33%

6M

-10.04%

1Y

2.92%

5Y*

17.11%

10Y*

10.90%

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

CMI vs. XLF — Risk-Adjusted Performance Rank

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

CMI
The Risk-Adjusted Performance Rank of CMI is 5252
Overall Rank
The Sharpe Ratio Rank of CMI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of CMI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CMI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of CMI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of CMI is 5555
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.

CMI vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cummins Inc. (CMI) 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 CMI, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.00
CMI: 0.08
XLF: 0.92
The chart of Sortino ratio for CMI, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
CMI: 0.33
XLF: 1.37
The chart of Omega ratio for CMI, currently valued at 1.04, compared to the broader market0.501.001.502.00
CMI: 1.04
XLF: 1.20
The chart of Calmar ratio for CMI, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
CMI: 0.08
XLF: 1.20
The chart of Martin ratio for CMI, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.00
CMI: 0.26
XLF: 4.72

The current CMI Sharpe Ratio is 0.08, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CMI 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
0.08
0.92
CMI
XLF

Dividends

CMI vs. XLF - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
CMI
Cummins Inc.
2.43%2.01%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%
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

CMI vs. XLF - Drawdown Comparison

The maximum CMI drawdown since its inception was -75.66%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for CMI and XLF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.68%
-7.66%
CMI
XLF

Volatility

CMI vs. XLF - Volatility Comparison

Cummins Inc. (CMI) has a higher volatility of 17.47% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. This indicates that CMI'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.47%
13.51%
CMI
XLF