SFL vs. FTEC
Compare and contrast key facts about SFL Corporation Ltd. (SFL) and Fidelity MSCI Information Technology Index ETF (FTEC).
FTEC is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Information Technology 25/50 Index. It was launched on Oct 21, 2013.
Performance
SFL vs. FTEC - Performance Comparison
Loading graphics...
SFL vs. FTEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFL SFL Corporation Ltd. | 40.82% | -14.49% | -0.83% | 34.55% | 23.52% | 39.84% | -51.90% | 53.41% | -24.82% | 16.81% |
FTEC Fidelity MSCI Information Technology Index ETF | -7.30% | 22.11% | 29.40% | 53.30% | -29.59% | 30.49% | 45.83% | 48.93% | -0.39% | 36.83% |
Returns By Period
In the year-to-date period, SFL achieves a 40.82% return, which is significantly higher than FTEC's -7.30% return. Over the past 10 years, SFL has underperformed FTEC with an annualized return of 7.78%, while FTEC has yielded a comparatively higher 21.13% annualized return.
SFL
- 1D
- 1.79%
- 1M
- -0.11%
- YTD
- 40.82%
- 6M
- 49.76%
- 1Y
- 45.33%
- 3Y*
- 14.99%
- 5Y*
- 15.97%
- 10Y*
- 7.78%
FTEC
- 1D
- 4.32%
- 1M
- -3.83%
- YTD
- -7.30%
- 6M
- -6.15%
- 1Y
- 29.59%
- 3Y*
- 22.94%
- 5Y*
- 14.76%
- 10Y*
- 21.13%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFL vs. FTEC — Risk / Return Rank
SFL
FTEC
SFL vs. FTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SFL Corporation Ltd. (SFL) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.
| SFL | FTEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.08 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.66 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.81 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.30 | 5.63 | -1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SFL | FTEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.08 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.59 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.86 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.85 | -0.64 |
Correlation
The correlation between SFL and FTEC is 0.31, 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
SFL vs. FTEC - Dividend Comparison
SFL's dividend yield for the trailing twelve months is around 8.06%, more than FTEC's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFL SFL Corporation Ltd. | 8.06% | 12.04% | 10.47% | 8.60% | 9.54% | 7.73% | 15.92% | 9.63% | 13.30% | 10.32% | 12.12% | 10.50% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.46% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
Drawdowns
SFL vs. FTEC - Drawdown Comparison
The maximum SFL drawdown since its inception was -85.65%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for SFL and FTEC.
Loading graphics...
Drawdown Indicators
| SFL | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.65% | -34.95% | -50.70% |
Max Drawdown (1Y)Largest decline over 1 year | -26.06% | -16.26% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -46.05% | -34.95% | -11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -55.33% | -34.95% | -20.38% |
Current DrawdownCurrent decline from peak | -9.44% | -12.65% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -20.07% | -5.61% | -14.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.75% | 5.22% | +5.53% |
Volatility
SFL vs. FTEC - Volatility Comparison
SFL Corporation Ltd. (SFL) and Fidelity MSCI Information Technology Index ETF (FTEC) have volatilities of 8.28% and 7.97%, 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.
Loading graphics...
Volatility by Period
| SFL | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 7.97% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 21.53% | 16.35% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.86% | 27.51% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.54% | 25.12% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.65% | 24.57% | +9.08% |