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RTX vs. XLF

Last updated Feb 22, 2024

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.

Key characteristics


RTXXLF
YTD Return7.21%5.43%
1Y Return-8.02%13.34%
3Y Return (Ann)9.33%9.01%
5Y Return (Ann)4.77%10.70%
10Y Return (Ann)4.63%13.15%
Sharpe Ratio-0.340.70
Daily Std Dev23.41%15.78%
Max Drawdown-52.67%-82.43%
Current Drawdown-12.03%-0.44%

Correlation

0.58
-1.001.00

The correlation between RTX and XLF is 0.58, 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.

RTX vs. XLF - Performance Comparison

In the year-to-date period, RTX achieves a 7.21% return, which is significantly higher than XLF's 5.43% return. Over the past 10 years, RTX has underperformed XLF with an annualized return of 4.63%, while XLF has yielded a comparatively higher 13.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2024February
6.72%
18.28%
RTX
XLF

Compare stocks, funds, or ETFs


Raytheon Technologies Corporation

Financial Select Sector SPDR Fund

RTX vs. XLF - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 3.23%, more than XLF's 1.62% yield.


TTM20232022202120202019201820172016201520142013
RTX
Raytheon Technologies Corporation
3.23%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
XLF
Financial Select Sector SPDR Fund
1.62%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
RTX
Raytheon Technologies Corporation
-0.34
XLF
Financial Select Sector SPDR Fund
0.85

RTX vs. XLF - Sharpe Ratio Comparison

The current RTX Sharpe Ratio is -0.34, which is lower than the XLF Sharpe Ratio of 0.85. The chart below compares the 12-month rolling Sharpe Ratio of RTX and XLF.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2024February
-0.34
0.85
RTX
XLF

RTX vs. XLF - Drawdown Comparison

The maximum RTX drawdown since its inception was -52.67%, smaller than the maximum XLF drawdown of -82.43%. The drawdown chart below compares losses from any high point along the way for RTX and XLF


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-12.03%
-0.44%
RTX
XLF

RTX vs. XLF - Volatility Comparison

Raytheon Technologies Corporation (RTX) and Financial Select Sector SPDR Fund (XLF) have volatilities of 3.21% and 3.32%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2024February
3.21%
3.32%
RTX
XLF