PortfoliosLab logo
XEL vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XEL 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

XEL vs. XLF - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
651.80%
466.41%
XEL
XLF

Key characteristics

Sharpe Ratio

XEL:

1.48

XLF:

0.92

Sortino Ratio

XEL:

2.07

XLF:

1.37

Omega Ratio

XEL:

1.27

XLF:

1.20

Calmar Ratio

XEL:

1.05

XLF:

1.20

Martin Ratio

XEL:

6.84

XLF:

4.72

Ulcer Index

XEL:

4.29%

XLF:

3.94%

Daily Std Dev

XEL:

19.89%

XLF:

20.15%

Max Drawdown

XEL:

-80.64%

XLF:

-82.43%

Current Drawdown

XEL:

-4.35%

XLF:

-7.66%

Returns By Period

In the year-to-date period, XEL achieves a 3.90% return, which is significantly higher than XLF's -0.28% return. Over the past 10 years, XEL has underperformed XLF with an annualized return of 10.62%, while XLF has yielded a comparatively higher 13.87% annualized return.


XEL

YTD

3.90%

1M

-0.46%

6M

8.83%

1Y

32.47%

5Y*

4.24%

10Y*

10.62%

XLF

YTD

-0.28%

1M

-4.30%

6M

3.80%

1Y

19.47%

5Y*

18.65%

10Y*

13.87%

*Annualized

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

XEL vs. XLF — Risk-Adjusted Performance Rank

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

XEL
The Risk-Adjusted Performance Rank of XEL is 8888
Overall Rank
The Sharpe Ratio Rank of XEL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XEL is 8787
Sortino Ratio Rank
The Omega Ratio Rank of XEL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XEL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XEL is 9191
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8383
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.

XEL vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xcel Energy Inc. (XEL) 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 XEL, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.00
XEL: 1.48
XLF: 0.92
The chart of Sortino ratio for XEL, currently valued at 2.07, compared to the broader market-6.00-4.00-2.000.002.004.00
XEL: 2.07
XLF: 1.37
The chart of Omega ratio for XEL, currently valued at 1.27, compared to the broader market0.501.001.502.00
XEL: 1.27
XLF: 1.20
The chart of Calmar ratio for XEL, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.00
XEL: 1.05
XLF: 1.20
The chart of Martin ratio for XEL, currently valued at 6.84, compared to the broader market-5.000.005.0010.0015.0020.00
XEL: 6.84
XLF: 4.72

The current XEL Sharpe Ratio is 1.48, which is higher than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XEL 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
1.48
0.92
XEL
XLF

Dividends

XEL vs. XLF - Dividend Comparison

XEL's dividend yield for the trailing twelve months is around 3.21%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
XEL
Xcel Energy Inc.
3.21%2.43%3.36%2.78%2.71%2.58%2.55%3.09%2.99%3.34%3.56%3.34%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

XEL vs. XLF - Drawdown Comparison

The maximum XEL drawdown since its inception was -80.64%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for XEL and XLF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-7.66%
XEL
XLF

Volatility

XEL vs. XLF - Volatility Comparison

The current volatility for Xcel Energy Inc. (XEL) is 9.28%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 13.51%. This indicates that XEL 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
9.28%
13.51%
XEL
XLF