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

Correlation

The correlation between TRP and XLF is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TRP vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TC Energy Corporation (TRP) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
1,091.57%
469.13%
TRP
XLF

Key characteristics

Sharpe Ratio

TRP:

2.06

XLF:

0.99

Sortino Ratio

TRP:

2.53

XLF:

1.45

Omega Ratio

TRP:

1.38

XLF:

1.21

Calmar Ratio

TRP:

1.54

XLF:

1.28

Martin Ratio

TRP:

10.37

XLF:

5.09

Ulcer Index

TRP:

4.41%

XLF:

3.91%

Daily Std Dev

TRP:

22.20%

XLF:

20.14%

Max Drawdown

TRP:

-57.79%

XLF:

-82.43%

Current Drawdown

TRP:

0.00%

XLF:

-7.21%

Returns By Period

In the year-to-date period, TRP achieves a 7.73% return, which is significantly higher than XLF's 0.20% return. Over the past 10 years, TRP has underperformed XLF with an annualized return of 6.44%, while XLF has yielded a comparatively higher 13.98% annualized return.


TRP

YTD

7.73%

1M

2.59%

6M

8.03%

1Y

45.72%

5Y*

8.47%

10Y*

6.44%

XLF

YTD

0.20%

1M

-4.32%

6M

3.14%

1Y

19.17%

5Y*

19.57%

10Y*

13.98%

*Annualized

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Risk-Adjusted Performance

TRP vs. XLF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRP
The Risk-Adjusted Performance Rank of TRP is 9393
Overall Rank
The Sharpe Ratio Rank of TRP is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TRP is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TRP is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TRP is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TRP is 9595
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8383
Overall Rank
The Sharpe Ratio Rank of XLF is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 8080
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRP vs. XLF - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TRP, currently valued at 2.06, compared to the broader market-2.00-1.000.001.002.003.00
TRP: 2.06
XLF: 0.99
The chart of Sortino ratio for TRP, currently valued at 2.53, compared to the broader market-6.00-4.00-2.000.002.004.00
TRP: 2.53
XLF: 1.45
The chart of Omega ratio for TRP, currently valued at 1.38, compared to the broader market0.501.001.502.00
TRP: 1.38
XLF: 1.21
The chart of Calmar ratio for TRP, currently valued at 1.54, compared to the broader market0.001.002.003.004.005.00
TRP: 1.54
XLF: 1.28
The chart of Martin ratio for TRP, currently valued at 10.37, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TRP: 10.37
XLF: 5.09

The current TRP Sharpe Ratio is 2.06, which is higher than the XLF Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of TRP 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.06
0.99
TRP
XLF

Dividends

TRP vs. XLF - Dividend Comparison

TRP's dividend yield for the trailing twelve months is around 5.00%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
TRP
TC Energy Corporation
5.00%5.42%7.14%8.63%7.04%5.82%3.98%7.15%3.64%5.94%6.06%3.20%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%

Drawdowns

TRP vs. XLF - Drawdown Comparison

The maximum TRP drawdown since its inception was -57.79%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for TRP and XLF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-7.21%
TRP
XLF

Volatility

TRP vs. XLF - Volatility Comparison

The current volatility for TC Energy Corporation (TRP) is 9.91%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 13.51%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.91%
13.51%
TRP
XLF