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Corts Trust For Peco Energy Capital Trust III (KTH...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US22080R2067
CUSIP
22080R206
Sector
Industry
IPO Date
Feb 12, 2001

Highlights

Year Range
$28.02 - $30.00

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Corts Trust For Peco Energy Capital Trust III, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Corts Trust For Peco Energy Capital Trust III (KTH) has returned 1.56% so far this year and 7.35% over the past 12 months. Over the last ten years, KTH has returned 4.59% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Corts Trust For Peco Energy Capital Trust III

1D
0.00%
1M
1.67%
YTD
1.56%
6M
4.19%
1Y
7.35%
3Y*
4.97%
5Y*
3.30%
10Y*
4.59%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 12, 2001, KTH's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2018 with a return of +8.2%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, KTH closed higher 40% of trading days. The best single day was Oct 13, 2008 with a return of +21.5%, while the worst single day was Oct 10, 2008 at -17.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.01%0.91%1.67%1.56%
2025-0.67%0.50%0.50%-0.23%1.00%-0.11%-0.32%2.01%0.66%1.90%-0.35%1.02%6.04%
20240.93%0.58%0.30%-0.25%1.59%-0.85%0.85%1.23%1.31%4.96%-1.77%1.08%10.25%
20233.88%1.00%0.86%3.15%-4.21%-1.13%0.19%0.88%-0.01%-2.29%0.75%0.23%3.09%
2022-1.61%-0.28%-0.00%1.35%-4.57%0.61%0.07%1.04%-0.03%-2.48%0.74%-1.52%-6.65%
2021-1.57%-0.50%-1.20%2.10%0.58%0.97%-0.51%0.00%1.37%0.96%-0.76%-1.07%0.28%

Benchmark Metrics

Corts Trust For Peco Energy Capital Trust III has an annualized alpha of 10.05%, beta of 0.08, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 13, 2001.

  • This stock captured 24.36% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.41%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.08 may look defensive, but with R² of 0.01 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.01 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
10.05%
Beta
0.08
0.01
Upside Capture
24.36%
Downside Capture
-14.41%

Return for Risk

Risk / Return Rank

KTH ranks 65 for risk / return — better than 65% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


KTH Risk / Return Rank: 6565
Overall Rank
KTH Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
KTH Sortino Ratio Rank: 5858
Sortino Ratio Rank
KTH Omega Ratio Rank: 5959
Omega Ratio Rank
KTH Calmar Ratio Rank: 7272
Calmar Ratio Rank
KTH Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Corts Trust For Peco Energy Capital Trust III (KTH) and compare them to a chosen benchmark (S&P 500 Index).


KTHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.90

-0.19

Sortino ratio

Return per unit of downside risk

1.14

1.39

-0.25

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.63

1.40

+0.23

Martin ratio

Return relative to average drawdown

3.81

6.61

-2.80

Explore KTH risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Corts Trust For Peco Energy Capital Trust III provided a 6.84% dividend yield over the last twelve months, with an annual payout of $2.00 per share. The company has been increasing its dividends for 2 consecutive years.


3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.00$2.00$2.00$0.99$2.01$2.00$2.01$1.00$2.00$2.00$2.00$2.00

Dividend yield

6.84%6.95%6.88%3.52%7.08%6.18%5.85%3.10%6.70%6.18%6.32%6.18%

Monthly Dividends

The table displays the monthly dividend distributions for Corts Trust For Peco Energy Capital Trust III. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.99$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$2.00
2024$0.00$0.00$0.00$1.00$0.00$0.00$0.00$0.00$0.00$1.00$0.00$0.00$2.00
2023$0.00$0.00$0.00$0.99$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99
2022$0.00$0.00$0.00$1.00$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$2.01
2021$0.00$0.00$0.00$0.99$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$2.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Corts Trust For Peco Energy Capital Trust III. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Corts Trust For Peco Energy Capital Trust III was 32.19%, occurring on Oct 10, 2008. Recovery took 72 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.19%Sep 16, 200819Oct 10, 200872Jan 26, 200991
-15.75%Oct 21, 201617Nov 14, 2016242Oct 31, 2017259
-14.29%Mar 5, 202010Mar 18, 202093Jul 30, 2020103
-12.45%Aug 7, 201271Nov 16, 2012359Apr 24, 2014430
-12%Jul 13, 2018111Dec 19, 2018152Jul 30, 2019263

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Corts Trust For Peco Energy Capital Trust III over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Corts Trust For Peco Energy Capital Trust III is priced in the market compared to other companies in the undefined industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items