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PROV vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PROV vs. XLF - Performance Comparison

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

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PROV vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PROV
Provident Financial Holdings, Inc.
3.02%3.68%31.37%-4.32%-13.54%8.80%-25.43%45.18%-13.11%-6.36%
XLF
Financial Select Sector SPDR Fund
-9.27%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, PROV achieves a 3.02% return, which is significantly higher than XLF's -9.27% return. Over the past 10 years, PROV has underperformed XLF with an annualized return of 2.89%, while XLF has yielded a comparatively higher 12.45% annualized return.


PROV

1D
0.81%
1M
1.50%
YTD
3.02%
6M
6.03%
1Y
16.09%
3Y*
10.34%
5Y*
2.83%
10Y*
2.89%

XLF

1D
0.14%
1M
-3.13%
YTD
-9.27%
6M
-6.60%
1Y
0.91%
3Y*
17.30%
5Y*
9.37%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PROV vs. XLF — Risk / Return Rank

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

PROV
PROV Risk / Return Rank: 7474
Overall Rank
PROV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PROV Sortino Ratio Rank: 6666
Sortino Ratio Rank
PROV Omega Ratio Rank: 6666
Omega Ratio Rank
PROV Calmar Ratio Rank: 8484
Calmar Ratio Rank
PROV Martin Ratio Rank: 8181
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1313
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLF Omega Ratio Rank: 1212
Omega Ratio Rank
XLF Calmar Ratio Rank: 1313
Calmar Ratio Rank
XLF Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PROV vs. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Provident Financial Holdings, Inc. (PROV) 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.


PROVXLFDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.05

+0.94

Sortino ratio

Return per unit of downside risk

1.50

0.19

+1.30

Omega ratio

Gain probability vs. loss probability

1.20

1.03

+0.17

Calmar ratio

Return relative to maximum drawdown

2.90

0.05

+2.84

Martin ratio

Return relative to average drawdown

6.68

0.16

+6.52

PROV vs. XLF - Sharpe Ratio Comparison

The current PROV Sharpe Ratio is 0.99, which is higher than the XLF Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of PROV 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.


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Sharpe Ratios by Period


PROVXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.05

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.50

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.56

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.20

-0.02

Correlation

The correlation between PROV and XLF is 0.22, 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

PROV vs. XLF - Dividend Comparison

PROV's dividend yield for the trailing twelve months is around 3.45%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
PROV
Provident Financial Holdings, Inc.
3.45%3.52%3.52%4.44%4.07%3.39%3.56%2.56%3.61%2.93%2.47%2.49%
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

PROV vs. XLF - Drawdown Comparison

The maximum PROV drawdown since its inception was -91.83%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for PROV and XLF.


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Drawdown Indicators


PROVXLFDifference

Max Drawdown

Largest peak-to-trough decline

-91.83%

-82.69%

-9.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-14.79%

+9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-35.37%

-25.81%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-48.25%

-42.86%

-5.39%

Current Drawdown

Current decline from peak

-14.22%

-11.89%

-2.33%

Average Drawdown

Average peak-to-trough decline

-31.03%

-20.10%

-10.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

4.96%

-2.65%

Volatility

PROV vs. XLF - Volatility Comparison

The current volatility for Provident Financial Holdings, Inc. (PROV) is 3.25%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 4.76%. This indicates that PROV 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.


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Volatility by Period


PROVXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.76%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

11.45%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

19.25%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.34%

18.69%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.34%

22.18%

+5.16%