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CTBI vs. KRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTBI vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Community Trust Bancorp, Inc. (CTBI) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

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CTBI vs. KRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTBI
Community Trust Bancorp, Inc.
8.44%10.51%25.91%-0.02%9.56%22.06%-16.79%21.94%-13.37%-2.27%
KRE
SPDR S&P Regional Banking ETF
1.11%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%

Returns By Period

In the year-to-date period, CTBI achieves a 8.44% return, which is significantly higher than KRE's 1.11% return. Over the past 10 years, CTBI has outperformed KRE with an annualized return of 9.43%, while KRE has yielded a comparatively lower 8.29% annualized return.


CTBI

1D
0.31%
1M
2.05%
YTD
8.44%
6M
10.48%
1Y
25.03%
3Y*
21.77%
5Y*
10.62%
10Y*
9.43%

KRE

1D
2.42%
1M
-1.86%
YTD
1.11%
6M
4.17%
1Y
17.51%
3Y*
17.48%
5Y*
2.24%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CTBI vs. KRE — Risk / Return Rank

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

CTBI
CTBI Risk / Return Rank: 7171
Overall Rank
CTBI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CTBI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CTBI Omega Ratio Rank: 6666
Omega Ratio Rank
CTBI Calmar Ratio Rank: 7676
Calmar Ratio Rank
CTBI Martin Ratio Rank: 7474
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 4040
Overall Rank
KRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
KRE Omega Ratio Rank: 3939
Omega Ratio Rank
KRE Calmar Ratio Rank: 5252
Calmar Ratio Rank
KRE Martin Ratio Rank: 3636
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.

CTBI vs. KRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Trust Bancorp, Inc. (CTBI) 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.


CTBIKREDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.63

+0.31

Sortino ratio

Return per unit of downside risk

1.47

1.00

+0.48

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.90

1.23

+0.67

Martin ratio

Return relative to average drawdown

4.39

3.07

+1.32

CTBI vs. KRE - Sharpe Ratio Comparison

The current CTBI Sharpe Ratio is 0.93, which is higher than the KRE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CTBI and KRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CTBIKREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.63

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.07

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.26

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.12

+0.15

Correlation

The correlation between CTBI and KRE is 0.76, 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.


Dividends

CTBI vs. KRE - Dividend Comparison

CTBI's dividend yield for the trailing twelve months is around 3.39%, more than KRE's 2.42% yield.


TTM20252024202320222021202020192018201720162015
CTBI
Community Trust Bancorp, Inc.
3.39%3.54%3.51%4.10%3.66%3.60%4.13%3.17%3.48%2.76%2.54%3.49%
KRE
SPDR S&P Regional Banking ETF
2.42%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%

Drawdowns

CTBI vs. KRE - Drawdown Comparison

The maximum CTBI drawdown since its inception was -44.99%, smaller than the maximum KRE drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for CTBI and KRE.


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Drawdown Indicators


CTBIKREDifference

Max Drawdown

Largest peak-to-trough decline

-44.99%

-68.54%

+23.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-14.95%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-52.69%

+23.47%

Max Drawdown (10Y)

Largest decline over 10 years

-43.03%

-54.92%

+11.89%

Current Drawdown

Current decline from peak

-6.44%

-11.00%

+4.56%

Average Drawdown

Average peak-to-trough decline

-15.03%

-22.05%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

6.00%

-0.60%

Volatility

CTBI vs. KRE - Volatility Comparison

The current volatility for Community Trust Bancorp, Inc. (CTBI) is 4.97%, while SPDR S&P Regional Banking ETF (KRE) has a volatility of 5.28%. This indicates that CTBI experiences smaller price fluctuations and is considered to be less risky than KRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTBIKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.28%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

17.94%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.95%

28.13%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

30.07%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.25%

31.96%

-2.71%