PFE vs. XLV
PFE (Pfizer Inc.) is a stock, while XLV (State Street Health Care Select Sector SPDR ETF) is Health & Biotech Equities fund tracking the Health Care Select Sector Index. Over the past 10 years, PFE returned 1.96%/yr vs 9.86%/yr for XLV. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
PFE vs. XLV - Performance Comparison
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Returns By Period
In the year-to-date period, PFE achieves a 4.10% return, which is significantly higher than XLV's -2.23% return. Over the past 10 years, PFE has underperformed XLV with an annualized return of 1.96%, while XLV has yielded a comparatively higher 9.86% annualized return.
PFE
- 1D
- -0.52%
- 1M
- -3.17%
- YTD
- 4.10%
- 6M
- 2.82%
- 1Y
- 11.94%
- 3Y*
- -7.59%
- 5Y*
- -3.66%
- 10Y*
- 1.96%
XLV
- 1D
- 0.88%
- 1M
- 0.56%
- YTD
- -2.23%
- 6M
- -2.55%
- 1Y
- 15.69%
- 3Y*
- 6.13%
- 5Y*
- 5.50%
- 10Y*
- 9.86%
PFE vs. XLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 4.10% | 0.65% | -2.22% | -41.26% | -10.41% | 66.70% | 3.07% | -6.91% | 24.82% | 15.90% |
XLV State Street Health Care Select Sector SPDR ETF | -2.23% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Correlation
The correlation between PFE and XLV is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.61 |
The correlation between PFE and XLV has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.
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Return for Risk
PFE vs. XLV — Risk / Return Rank
PFE
XLV
PFE vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and State Street Health Care Select Sector SPDR ETF (XLV). 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.
| PFE | XLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.51 | -0.46 |
| Martin ratioReturn relative to average drawdown | 2.06 | 3.56 | -1.50 |
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Drawdowns
PFE vs. XLV - Drawdown Comparison
The maximum PFE drawdown since its inception was -69.24%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for PFE and XLV.
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Drawdown Indicators
| PFE | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -39.17% | -30.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -10.47% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -37.69% | -17.11% | -20.58% |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | -17.11% | -41.85% |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | -28.40% | -30.56% |
Current DrawdownCurrent decline from peak | -48.02% | -5.53% | -42.49% |
Average DrawdownAverage peak-to-trough decline | -22.91% | -7.12% | -15.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 4.42% | +1.38% |
Volatility
PFE vs. XLV - Volatility Comparison
Pfizer Inc. (PFE) has a higher volatility of 5.40% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 5.14%. This indicates that PFE's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFE | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 5.14% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 10.58% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.93% | 15.06% | +8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.50% | 14.76% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.91% | 16.59% | +7.32% |
Dividends
PFE vs. XLV - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.86%, more than XLV's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.86% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
XLV State Street Health Care Select Sector SPDR ETF | 2.11% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Frequently Asked Questions
PFE and XLV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFE has higher volatility (5.40%) compared to XLV (5.14%). In terms of maximum drawdown, PFE dropped -69.24% vs XLV's -39.17%.
XLV currently has the higher Sharpe Ratio (1.05 vs 0.50), 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.
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