ORI vs. XLF
ORI (Old Republic International Corporation) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, ORI returned 16.63%/yr vs 13.69%/yr for XLF. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
ORI vs. XLF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORI achieves a 1.78% return, which is significantly lower than XLF's 4.86% return. Over the past 10 years, ORI has outperformed XLF with an annualized return of 16.63%, while XLF has yielded a comparatively lower 13.69% annualized return.
ORI
- 1D
- -0.39%
- 1M
- 3.20%
- 6M
- 12.10%
- YTD
- 1.78%
- 1Y
- 31.15%
- 3Y*
- 24.33%
- 5Y*
- 20.93%
- 10Y*
- 16.63%
- ALL TIME*
- 12.94%
XLF
- 1D
- -0.11%
- 1M
- 2.37%
- 6M
- 7.47%
- YTD
- 4.86%
- 1Y
- 12.50%
- 3Y*
- 19.11%
- 5Y*
- 11.20%
- 10Y*
- 13.69%
- ALL TIME*
- 6.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $57.75M | $57.04M | $58.35M | |
| $1.84B | $1.93B | $1.92B |
ORI vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORI Old Republic International Corporation | 1.78% | 37.50% | 27.10% | 26.32% | 6.68% | 44.92% | -7.64% | 17.75% | 4.85% | 16.87% |
XLF State Street Financial Select Sector SPDR ETF | 4.86% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between ORI and XLF is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.61 |
Over the past year, the correlation between ORI and XLF has dropped to 0.37 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ORI vs. XLF — Risk / Return Rank
ORI
XLF
ORI vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Republic International Corporation (ORI) and State Street Financial Select Sector SPDR ETF (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORI | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.13 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.71 | +1.17 |
| Martin ratioReturn relative to average drawdown | 4.62 | 1.80 | +2.82 |
Loading charts...
Drawdowns
ORI vs. XLF - Drawdown Comparison
The maximum ORI drawdown since its inception was -66.19%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for ORI and XLF.
Loading charts...
Drawdown Indicators
| ORI | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.19% | -82.69% | +16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -14.79% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -15.54% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -25.81% | +5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -47.78% | -42.86% | -4.92% |
Current DrawdownCurrent decline from peak | -3.09% | -1.15% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -14.50% | -19.92% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 5.79% | +0.76% |
Volatility
ORI vs. XLF - Volatility Comparison
Old Republic International Corporation (ORI) has a higher volatility of 7.63% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.07%. This indicates that ORI'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.
Loading charts...
Volatility by Period
| ORI | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 4.07% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 11.10% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.65% | 14.77% | +8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.21% | 18.45% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.20% | 22.08% | +4.12% |
Dividends
ORI vs. XLF - Dividend Comparison
ORI's dividend yield for the trailing twelve months is around 8.59%, more than XLF's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORI Old Republic International Corporation | 8.59% | 6.92% | 2.93% | 3.33% | 7.95% | 13.75% | 4.26% | 8.05% | 8.65% | 3.55% | 3.95% | 3.97% |
XLF State Street Financial Select Sector SPDR ETF | 1.42% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
ORI and XLF have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORI has higher volatility (7.63%) compared to XLF (4.07%). In terms of maximum drawdown, ORI dropped -66.19% vs XLF's -82.69%.
ORI currently has the higher Sharpe Ratio (1.28 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ORI and XLF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer