BEKE vs. WPC
BEKE (KE Holdings Inc.) and WPC (W. P. Carey Inc.) are both stocks. Both are in the Real Estate sector — BEKE in Real Estate - Services, WPC in REIT - Diversified. Over the past 5 years, BEKE returned -20.94%/yr vs 5.43%/yr for WPC. At a 0.08 correlation, their price movements are largely independent.
Performance
BEKE vs. WPC - Performance Comparison
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Returns By Period
In the year-to-date period, BEKE achieves a -3.64% return, which is significantly lower than WPC's 13.90% return.
BEKE
- 1D
- -0.60%
- 1M
- -9.09%
- YTD
- -3.64%
- 6M
- -4.79%
- 1Y
- -16.05%
- 3Y*
- 2.45%
- 5Y*
- -20.94%
- 10Y*
- —
WPC
- 1D
- 1.22%
- 1M
- -2.93%
- YTD
- 13.90%
- 6M
- 15.87%
- 1Y
- 18.48%
- 3Y*
- 10.87%
- 5Y*
- 5.43%
- 10Y*
- 7.19%
BEKE vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BEKE KE Holdings Inc. | -3.64% | -12.65% | 16.49% | 17.37% | -30.62% | -67.31% | 75.53% |
WPC W. P. Carey Inc. | 13.90% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -0.89% |
Correlation
The correlation between BEKE and WPC is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2020 | 0.08 |
The correlation between BEKE and WPC shifts across timeframes, from 0.01 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
BEKE:
$16.91B
WPC:
$16.02B
BEKE:
CN¥2.95
WPC:
$2.34
BEKE:
34.21
WPC:
30.94
BEKE:
0.28
WPC:
16.54
BEKE:
1.29
WPC:
10.44
BEKE:
1.78
WPC:
1.92
BEKE:
CN¥90.03B
WPC:
$1.53B
BEKE:
CN¥19.92B
WPC:
$942.27M
BEKE:
CN¥6.67B
WPC:
$1.21B
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Return for Risk
BEKE vs. WPC — Risk / Return Rank
BEKE
WPC
BEKE vs. WPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KE Holdings Inc. (BEKE) and W. P. Carey Inc. (WPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BEKE | WPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.20 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.91 | -2.50 |
| Martin ratioReturn relative to average drawdown | -1.10 | 5.66 | -6.76 |
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Drawdowns
BEKE vs. WPC - Drawdown Comparison
The maximum BEKE drawdown since its inception was -88.26%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for BEKE and WPC.
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Drawdown Indicators
| BEKE | WPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.26% | -52.45% | -35.81% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -9.71% | -17.55% |
Max Drawdown (3Y)Largest decline over 3 years | -41.39% | -27.07% | -14.32% |
Max Drawdown (5Y)Largest decline over 5 years | -82.58% | -36.81% | -45.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.45% | — |
Current DrawdownCurrent decline from peak | -79.05% | -5.75% | -73.30% |
Average DrawdownAverage peak-to-trough decline | -67.95% | -10.26% | -57.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.65% | 3.28% | +11.37% |
Volatility
BEKE vs. WPC - Volatility Comparison
KE Holdings Inc. (BEKE) has a higher volatility of 9.98% compared to W. P. Carey Inc. (WPC) at 7.24%. This indicates that BEKE's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEKE | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 7.24% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 28.24% | 13.25% | +14.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.20% | 17.22% | +18.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.22% | 20.78% | +52.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.14% | 25.86% | +48.28% |
Dividends
BEKE vs. WPC - Dividend Comparison
BEKE's dividend yield for the trailing twelve months is around 1.85%, less than WPC's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEKE KE Holdings Inc. | 1.85% | 2.28% | 1.91% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WPC W. P. Carey Inc. | 5.06% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
BEKE vs. WPC - Financials Comparison
This section allows you to compare key financial metrics between KE Holdings Inc. and W. P. Carey Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BEKE and WPC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEKE has higher volatility (9.98%) compared to WPC (7.24%). In terms of maximum drawdown, BEKE dropped -88.26% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.08 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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