XEL vs. XLF
Compare and contrast key facts about Xcel Energy Inc. (XEL) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEL or XLF.
Performance
XEL vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, XEL achieves a 16.34% return, which is significantly lower than XLF's 34.55% return. Over the past 10 years, XEL has underperformed XLF with an annualized return of 11.05%, while XLF has yielded a comparatively higher 11.95% annualized return.
XEL
16.34%
9.16%
27.10%
19.94%
5.70%
11.05%
XLF
34.55%
5.04%
20.26%
45.22%
13.23%
11.95%
Key characteristics
| XEL | XLF | |
|---|---|---|
| Sharpe Ratio | 0.89 | 3.34 |
| Sortino Ratio | 1.29 | 4.70 |
| Omega Ratio | 1.19 | 1.61 |
| Calmar Ratio | 0.57 | 3.68 |
| Martin Ratio | 1.97 | 23.82 |
| Ulcer Index | 9.96% | 1.93% |
| Daily Std Dev | 22.04% | 13.77% |
| Max Drawdown | -80.64% | -82.69% |
| Current Drawdown | -2.48% | 0.00% |
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Correlation
The correlation between XEL and XLF is 0.32, 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.
Risk-Adjusted Performance
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.
Dividends
XEL vs. XLF - Dividend Comparison
XEL's dividend yield for the trailing twelve months is around 3.09%, more than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEL Xcel Energy Inc. | 3.09% | 3.36% | 2.78% | 2.71% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
XEL vs. XLF - Drawdown Comparison
The maximum XEL drawdown since its inception was -80.64%, roughly equal to the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for XEL and XLF. For additional features, visit the drawdowns tool.
Volatility
XEL vs. XLF - Volatility Comparison
Xcel Energy Inc. (XEL) and Financial Select Sector SPDR Fund (XLF) have volatilities of 7.13% and 7.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.