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

Correlation

The correlation between SMFG and XLF is 0.35, 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.


-0.50.00.51.00.3

Performance

SMFG vs. XLF - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
87.16%
288.41%
SMFG
XLF

Key characteristics

Sharpe Ratio

SMFG:

1.92

XLF:

2.34

Sortino Ratio

SMFG:

2.44

XLF:

3.34

Omega Ratio

SMFG:

1.35

XLF:

1.43

Calmar Ratio

SMFG:

2.75

XLF:

4.56

Martin Ratio

SMFG:

8.97

XLF:

15.34

Ulcer Index

SMFG:

6.57%

XLF:

2.15%

Daily Std Dev

SMFG:

30.65%

XLF:

14.09%

Max Drawdown

SMFG:

-75.59%

XLF:

-82.43%

Current Drawdown

SMFG:

-8.70%

XLF:

-5.51%

Returns By Period

In the year-to-date period, SMFG achieves a 50.41% return, which is significantly higher than XLF's 30.49% return. Over the past 10 years, SMFG has underperformed XLF with an annualized return of 11.37%, while XLF has yielded a comparatively higher 13.65% annualized return.


SMFG

YTD

50.41%

1M

0.07%

6M

14.56%

1Y

52.62%

5Y*

18.78%

10Y*

11.37%

XLF

YTD

30.49%

1M

-3.31%

6M

18.26%

1Y

31.39%

5Y*

11.76%

10Y*

13.65%

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Risk-Adjusted Performance

SMFG vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) 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 ratio
The chart of Sharpe ratio for SMFG, currently valued at 1.92, compared to the broader market-4.00-2.000.002.001.922.34
The chart of Sortino ratio for SMFG, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.443.34
The chart of Omega ratio for SMFG, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.43
The chart of Calmar ratio for SMFG, currently valued at 2.75, compared to the broader market0.002.004.006.002.754.56
The chart of Martin ratio for SMFG, currently valued at 8.97, compared to the broader market-5.000.005.0010.0015.0020.0025.008.9715.34
SMFG
XLF

The current SMFG Sharpe Ratio is 1.92, which is comparable to the XLF Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of SMFG 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.92
2.34
SMFG
XLF

Dividends

SMFG vs. XLF - Dividend Comparison

SMFG's dividend yield for the trailing twelve months is around 2.90%, more than XLF's 0.99% yield.


TTM20232022202120202019201820172016201520142013
SMFG
Sumitomo Mitsui Financial Group, Inc.
2.90%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%
XLF
Financial Select Sector SPDR Fund
0.99%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%1.81%

Drawdowns

SMFG vs. XLF - Drawdown Comparison

The maximum SMFG drawdown since its inception was -75.59%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for SMFG and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.70%
-5.51%
SMFG
XLF

Volatility

SMFG vs. XLF - Volatility Comparison

Sumitomo Mitsui Financial Group, Inc. (SMFG) has a higher volatility of 8.65% compared to Financial Select Sector SPDR Fund (XLF) at 4.48%. This indicates that SMFG'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.65%
4.48%
SMFG
XLF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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