RTX vs. XLF
Compare and contrast key facts about Raytheon Technologies Corporation (RTX) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTX or XLF.
Performance
RTX vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, RTX achieves a 44.93% return, which is significantly higher than XLF's 33.26% return. Over the past 10 years, RTX has underperformed XLF with an annualized return of 8.95%, while XLF has yielded a comparatively higher 11.83% annualized return.
RTX
44.93%
-4.86%
13.28%
56.04%
9.18%
8.95%
XLF
33.26%
4.87%
19.02%
43.33%
12.87%
11.83%
Key characteristics
| RTX | XLF | |
|---|---|---|
| Sharpe Ratio | 3.03 | 3.14 |
| Sortino Ratio | 4.64 | 4.45 |
| Omega Ratio | 1.60 | 1.57 |
| Calmar Ratio | 2.27 | 3.54 |
| Martin Ratio | 20.54 | 22.40 |
| Ulcer Index | 2.63% | 1.93% |
| Daily Std Dev | 17.85% | 13.77% |
| Max Drawdown | -52.56% | -82.69% |
| Current Drawdown | -5.84% | -0.96% |
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Correlation
The correlation between RTX and XLF is 0.57, 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.
Risk-Adjusted Performance
RTX vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) 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.
Dividends
RTX vs. XLF - Dividend Comparison
RTX's dividend yield for the trailing twelve months is around 2.08%, more than XLF's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTX Raytheon Technologies Corporation | 2.08% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.28% | 2.55% | 2.84% | 2.19% | 2.06% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
RTX vs. XLF - Drawdown Comparison
The maximum RTX drawdown since its inception was -52.56%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for RTX and XLF. For additional features, visit the drawdowns tool.
Volatility
RTX vs. XLF - Volatility Comparison
Raytheon Technologies Corporation (RTX) and Financial Select Sector SPDR Fund (XLF) have volatilities of 6.97% and 7.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.