KOF vs. XLF
Compare and contrast key facts about Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 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
KOF vs. XLF - Performance Comparison
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KOF vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.00% | 27.03% | -14.60% | 45.09% | 29.83% | 24.85% | -19.17% | 2.46% | -9.99% | 12.36% |
XLF Financial Select Sector SPDR Fund | -9.40% | 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, KOF achieves a 3.00% return, which is significantly higher than XLF's -9.40% return. Over the past 10 years, KOF has underperformed XLF with an annualized return of 5.42%, while XLF has yielded a comparatively higher 12.44% annualized return.
KOF
- 1D
- 1.92%
- 1M
- -12.24%
- YTD
- 3.00%
- 6M
- 20.16%
- 1Y
- 11.63%
- 3Y*
- 11.00%
- 5Y*
- 21.06%
- 10Y*
- 5.42%
XLF
- 1D
- 2.09%
- 1M
- -3.51%
- YTD
- -9.40%
- 6M
- -7.56%
- 1Y
- 0.65%
- 3Y*
- 17.25%
- 5Y*
- 9.34%
- 10Y*
- 12.44%
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Return for Risk
KOF vs. XLF — Risk / Return Rank
KOF
XLF
KOF vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 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.
| KOF | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.03 | +0.41 |
Sortino ratioReturn per unit of downside risk | 0.79 | 0.18 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.13 | +0.45 |
Martin ratioReturn relative to average drawdown | 1.12 | 0.38 | +0.74 |
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
| KOF | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.03 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.50 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.56 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.12 |
Correlation
The correlation between KOF and XLF is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
KOF vs. XLF - Dividend Comparison
KOF's dividend yield for the trailing twelve months is around 3.97%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.97% | 4.09% | 4.20% | 3.37% | 3.99% | 4.59% | 5.22% | 2.75% | 2.95% | 2.52% | 2.84% | 2.74% |
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
KOF vs. XLF - Drawdown Comparison
The maximum KOF drawdown since its inception was -74.81%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for KOF and XLF.
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Drawdown Indicators
| KOF | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.81% | -82.69% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -18.13% | -14.79% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -25.81% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -55.04% | -42.86% | -12.18% |
Current DrawdownCurrent decline from peak | -14.84% | -12.01% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -29.15% | -20.10% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 4.90% | +4.36% |
Volatility
KOF vs. XLF - Volatility Comparison
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) has a higher volatility of 8.27% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that KOF'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.
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Volatility by Period
| KOF | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 4.75% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 18.46% | 11.45% | +7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.45% | 19.29% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 18.69% | +5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.94% | 22.19% | +3.75% |