CFR vs. KRE
Compare and contrast key facts about Cullen/Frost Bankers, Inc. (CFR) and SPDR S&P Regional Banking ETF (KRE).
KRE is a passively managed fund by State Street that tracks the performance of the S&P Regional Banks Select Industry Index. It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFR or KRE.
Key characteristics
| CFR | KRE | |
|---|---|---|
| YTD Return | 33.38% | 29.98% |
| 1Y Return | 55.72% | 65.80% |
| 3Y Return (Ann) | 5.14% | -0.86% |
| 5Y Return (Ann) | 12.02% | 6.67% |
| 10Y Return (Ann) | 9.00% | 7.64% |
| Sharpe Ratio | 1.95 | 2.11 |
| Sortino Ratio | 2.81 | 3.11 |
| Omega Ratio | 1.34 | 1.38 |
| Calmar Ratio | 1.46 | 1.48 |
| Martin Ratio | 7.71 | 9.42 |
| Ulcer Index | 7.40% | 7.01% |
| Daily Std Dev | 29.33% | 31.30% |
| Max Drawdown | -56.86% | -68.54% |
| Current Drawdown | -5.05% | -8.27% |
Correlation
The correlation between CFR and KRE is 0.86, 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.
Performance
CFR vs. KRE - Performance Comparison
In the year-to-date period, CFR achieves a 33.38% return, which is significantly higher than KRE's 29.98% return. Over the past 10 years, CFR has outperformed KRE with an annualized return of 9.00%, while KRE has yielded a comparatively lower 7.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CFR vs. KRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen/Frost Bankers, Inc. (CFR) and SPDR S&P Regional Banking ETF (KRE). 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
CFR vs. KRE - Dividend Comparison
CFR's dividend yield for the trailing twelve months is around 2.63%, more than KRE's 2.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.63% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% | 2.87% | 2.66% |
KRE SPDR S&P Regional Banking ETF | 2.38% | 2.99% | 2.51% | 1.97% | 2.78% | 2.21% | 2.25% | 1.40% | 1.39% | 1.80% | 1.60% | 1.37% |
Drawdowns
CFR vs. KRE - Drawdown Comparison
The maximum CFR drawdown since its inception was -56.86%, smaller than the maximum KRE drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for CFR and KRE. For additional features, visit the drawdowns tool.
Volatility
CFR vs. KRE - Volatility Comparison
Cullen/Frost Bankers, Inc. (CFR) and SPDR S&P Regional Banking ETF (KRE) have volatilities of 14.75% and 14.81%, 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.