TRP vs. XLF
Compare and contrast key facts about TC Energy Corporation (TRP) 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.
Performance
TRP vs. XLF - Performance Comparison
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TRP vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRP TC Energy Corporation | 14.62% | 24.02% | 39.88% | 6.09% | -7.83% | 20.99% | -19.09% | 56.30% | -22.64% | 13.51% |
XLF Financial Select Sector SPDR Fund | -9.40% | 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, TRP achieves a 14.62% return, which is significantly higher than XLF's -9.40% return. Both investments have delivered pretty close results over the past 10 years, with TRP having a 12.37% annualized return and XLF not far ahead at 12.44%.
TRP
- 1D
- 0.05%
- 1M
- -2.05%
- YTD
- 14.62%
- 6M
- 17.18%
- 1Y
- 38.37%
- 3Y*
- 28.54%
- 5Y*
- 15.06%
- 10Y*
- 12.37%
XLF
- 1D
- 2.09%
- 1M
- -3.51%
- YTD
- -9.40%
- 6M
- -7.56%
- 1Y
- 0.65%
- 3Y*
- 17.25%
- 5Y*
- 9.34%
- 10Y*
- 12.44%
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Return for Risk
TRP vs. XLF — Risk / Return Rank
TRP
XLF
TRP vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TC Energy Corporation (TRP) 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.
| TRP | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.03 | +1.96 |
Sortino ratioReturn per unit of downside risk | 2.72 | 0.18 | +2.55 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.02 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.90 | 0.13 | +3.77 |
Martin ratioReturn relative to average drawdown | 10.25 | 0.38 | +9.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRP | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.03 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.50 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.56 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.20 | +0.26 |
Correlation
The correlation between TRP and XLF is 0.33, 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
TRP vs. XLF - Dividend Comparison
TRP's dividend yield for the trailing twelve months is around 3.68%, more than XLF's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRP TC Energy Corporation | 3.68% | 4.45% | 5.93% | 7.73% | 8.52% | 5.94% | 5.92% | 4.25% | 5.85% | 5.14% | 5.01% | 6.38% |
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
TRP vs. XLF - Drawdown Comparison
The maximum TRP drawdown since its inception was -62.52%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for TRP and XLF.
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Drawdown Indicators
| TRP | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.52% | -82.69% | +20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -14.79% | +5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -37.05% | -25.81% | -11.24% |
Max Drawdown (10Y)Largest decline over 10 years | -41.64% | -42.86% | +1.22% |
Current DrawdownCurrent decline from peak | -3.13% | -12.01% | +8.88% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -20.10% | +8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 4.90% | -1.22% |
Volatility
TRP vs. XLF - Volatility Comparison
The current volatility for TC Energy Corporation (TRP) is 2.93%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 4.75%. This indicates that TRP 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
| TRP | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 4.75% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 11.45% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 19.29% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.65% | 18.69% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 22.19% | +2.62% |