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

Correlation

The correlation between MKL and XLF is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MKL vs. XLF - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
936.67%
466.41%
MKL
XLF

Key characteristics

Sharpe Ratio

MKL:

0.89

XLF:

0.92

Sortino Ratio

MKL:

1.54

XLF:

1.37

Omega Ratio

MKL:

1.20

XLF:

1.20

Calmar Ratio

MKL:

1.18

XLF:

1.20

Martin Ratio

MKL:

3.34

XLF:

4.72

Ulcer Index

MKL:

6.55%

XLF:

3.94%

Daily Std Dev

MKL:

24.47%

XLF:

20.15%

Max Drawdown

MKL:

-61.32%

XLF:

-82.43%

Current Drawdown

MKL:

-12.46%

XLF:

-7.66%

Returns By Period

In the year-to-date period, MKL achieves a 4.46% return, which is significantly higher than XLF's -0.28% return. Over the past 10 years, MKL has underperformed XLF with an annualized return of 9.34%, while XLF has yielded a comparatively higher 13.97% annualized return.


MKL

YTD

4.46%

1M

-2.82%

6M

16.35%

1Y

25.52%

5Y*

14.77%

10Y*

9.34%

XLF

YTD

-0.28%

1M

-2.42%

6M

3.80%

1Y

19.47%

5Y*

18.42%

10Y*

13.97%

*Annualized

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Risk-Adjusted Performance

MKL vs. XLF — Risk-Adjusted Performance Rank

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

MKL
The Risk-Adjusted Performance Rank of MKL is 8181
Overall Rank
The Sharpe Ratio Rank of MKL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MKL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MKL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MKL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MKL is 8181
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 7979
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 8484
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.

MKL vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Markel Corporation (MKL) 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 MKL, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.00
MKL: 0.89
XLF: 0.92
The chart of Sortino ratio for MKL, currently valued at 1.54, compared to the broader market-6.00-4.00-2.000.002.004.00
MKL: 1.54
XLF: 1.37
The chart of Omega ratio for MKL, currently valued at 1.20, compared to the broader market0.501.001.502.00
MKL: 1.20
XLF: 1.20
The chart of Calmar ratio for MKL, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.00
MKL: 1.18
XLF: 1.20
The chart of Martin ratio for MKL, currently valued at 3.34, compared to the broader market-5.000.005.0010.0015.0020.00
MKL: 3.34
XLF: 4.72

The current MKL Sharpe Ratio is 0.89, which is comparable to the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MKL 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
0.89
0.92
MKL
XLF

Dividends

MKL vs. XLF - Dividend Comparison

MKL has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.48%.


TTM20242023202220212020201920182017201620152014
MKL
Markel Corporation
0.00%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
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

MKL vs. XLF - Drawdown Comparison

The maximum MKL drawdown since its inception was -61.32%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for MKL and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.46%
-7.66%
MKL
XLF

Volatility

MKL vs. XLF - Volatility Comparison

The current volatility for Markel Corporation (MKL) is 11.23%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 13.51%. This indicates that MKL experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.23%
13.51%
MKL
XLF