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

Correlation

The correlation between PNC and XLF is 0.63, 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: 0.6

Performance

PNC vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The PNC Financial Services Group, Inc. (PNC) 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%NovemberDecember2025FebruaryMarchApril
576.82%
466.41%
PNC
XLF

Key characteristics

Sharpe Ratio

PNC:

0.16

XLF:

0.92

Sortino Ratio

PNC:

0.42

XLF:

1.37

Omega Ratio

PNC:

1.05

XLF:

1.20

Calmar Ratio

PNC:

0.14

XLF:

1.20

Martin Ratio

PNC:

0.43

XLF:

4.72

Ulcer Index

PNC:

9.93%

XLF:

3.94%

Daily Std Dev

PNC:

26.71%

XLF:

20.15%

Max Drawdown

PNC:

-76.65%

XLF:

-82.43%

Current Drawdown

PNC:

-24.92%

XLF:

-7.66%

Returns By Period

In the year-to-date period, PNC achieves a -16.29% return, which is significantly lower than XLF's -0.28% return. Over the past 10 years, PNC has underperformed XLF with an annualized return of 9.04%, while XLF has yielded a comparatively higher 13.97% annualized return.


PNC

YTD

-16.29%

1M

-6.85%

6M

-13.13%

1Y

5.27%

5Y*

12.50%

10Y*

9.04%

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

PNC vs. XLF — Risk-Adjusted Performance Rank

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

PNC
The Risk-Adjusted Performance Rank of PNC is 5555
Overall Rank
The Sharpe Ratio Rank of PNC is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PNC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PNC is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PNC is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PNC is 5858
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.

PNC vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The PNC Financial Services Group, Inc. (PNC) 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 PNC, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
PNC: 0.16
XLF: 0.92
The chart of Sortino ratio for PNC, currently valued at 0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
PNC: 0.42
XLF: 1.37
The chart of Omega ratio for PNC, currently valued at 1.05, compared to the broader market0.501.001.502.00
PNC: 1.05
XLF: 1.20
The chart of Calmar ratio for PNC, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.00
PNC: 0.14
XLF: 1.20
The chart of Martin ratio for PNC, currently valued at 0.43, compared to the broader market-5.000.005.0010.0015.0020.00
PNC: 0.43
XLF: 4.72

The current PNC Sharpe Ratio is 0.16, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PNC 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
0.16
0.92
PNC
XLF

Dividends

PNC vs. XLF - Dividend Comparison

PNC's dividend yield for the trailing twelve months is around 4.04%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
PNC
The PNC Financial Services Group, Inc.
4.04%3.27%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%
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

PNC vs. XLF - Drawdown Comparison

The maximum PNC drawdown since its inception was -76.65%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for PNC and XLF. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.92%
-7.66%
PNC
XLF

Volatility

PNC vs. XLF - Volatility Comparison

The PNC Financial Services Group, Inc. (PNC) has a higher volatility of 15.23% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. This indicates that PNC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.23%
13.51%
PNC
XLF