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

Correlation

The correlation between WFC and XLF is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

WFC vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) 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%JulyAugustSeptemberOctoberNovemberDecember
661.50%
467.70%
WFC
XLF

Key characteristics

Sharpe Ratio

WFC:

1.61

XLF:

2.34

Sortino Ratio

WFC:

2.43

XLF:

3.34

Omega Ratio

WFC:

1.32

XLF:

1.43

Calmar Ratio

WFC:

2.67

XLF:

4.56

Martin Ratio

WFC:

7.65

XLF:

15.34

Ulcer Index

WFC:

6.06%

XLF:

2.15%

Daily Std Dev

WFC:

28.71%

XLF:

14.09%

Max Drawdown

WFC:

-79.01%

XLF:

-82.43%

Current Drawdown

WFC:

-9.06%

XLF:

-5.51%

Returns By Period

In the year-to-date period, WFC achieves a 46.69% return, which is significantly higher than XLF's 30.49% return. Over the past 10 years, WFC has underperformed XLF with an annualized return of 5.43%, while XLF has yielded a comparatively higher 13.65% annualized return.


WFC

YTD

46.69%

1M

-6.00%

6M

22.69%

1Y

46.81%

5Y*

8.37%

10Y*

5.43%

XLF

YTD

30.49%

1M

-3.31%

6M

18.26%

1Y

31.39%

5Y*

11.76%

10Y*

13.65%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WFC vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) 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 WFC, currently valued at 1.61, compared to the broader market-4.00-2.000.002.001.612.34
The chart of Sortino ratio for WFC, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.433.34
The chart of Omega ratio for WFC, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.43
The chart of Calmar ratio for WFC, currently valued at 2.67, compared to the broader market0.002.004.006.002.674.56
The chart of Martin ratio for WFC, currently valued at 7.65, compared to the broader market-5.000.005.0010.0015.0020.0025.007.6515.34
WFC
XLF

The current WFC Sharpe Ratio is 1.61, which is lower than the XLF Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of WFC 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
1.61
2.34
WFC
XLF

Dividends

WFC vs. XLF - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.13%, more than XLF's 0.99% yield.


TTM20232022202120202019201820172016201520142013
WFC
Wells Fargo & Company
2.13%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
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

WFC vs. XLF - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for WFC and XLF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.06%
-5.51%
WFC
XLF

Volatility

WFC vs. XLF - Volatility Comparison

Wells Fargo & Company (WFC) has a higher volatility of 6.78% compared to Financial Select Sector SPDR Fund (XLF) at 4.48%. This indicates that WFC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.78%
4.48%
WFC
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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