DUK vs. KBWD
DUK (Duke Energy Corporation) is a stock, while KBWD (Invesco KBW High Dividend Yield Financial ETF) is Financials Equities fund tracking the KBW Nasdaq Financial Sector Dividend Yield Index. Over the past 10 years, DUK returned 8.62%/yr vs 5.25%/yr for KBWD. At a 0.26 correlation, their price movements are largely independent.
Performance
DUK vs. KBWD - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 8.77% return, which is significantly higher than KBWD's -3.74% return. Over the past 10 years, DUK has outperformed KBWD with an annualized return of 8.62%, while KBWD has yielded a comparatively lower 5.25% annualized return.
DUK
- 1D
- 0.91%
- 1M
- 1.69%
- YTD
- 8.77%
- 6M
- 10.57%
- 1Y
- 10.99%
- 3Y*
- 15.72%
- 5Y*
- 8.32%
- 10Y*
- 8.62%
KBWD
- 1D
- 0.80%
- 1M
- -1.25%
- YTD
- -3.74%
- 6M
- -4.15%
- 1Y
- 3.52%
- 3Y*
- 5.00%
- 5Y*
- 0.34%
- 10Y*
- 5.25%
DUK vs. KBWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 8.77% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
KBWD Invesco KBW High Dividend Yield Financial ETF | -3.74% | 5.59% | 4.30% | 20.21% | -19.14% | 31.89% | -15.58% | 20.72% | -8.70% | 12.06% |
Correlation
The correlation between DUK and KBWD 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 | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2010 | 0.26 |
Over the past year, the correlation between DUK and KBWD has dropped to 0.01 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
DUK vs. KBWD — Risk / Return Rank
DUK
KBWD
DUK vs. KBWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Invesco KBW High Dividend Yield Financial ETF (KBWD). 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.
| DUK | KBWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.03 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.13 | +0.85 |
| Martin ratioReturn relative to average drawdown | 2.32 | 0.32 | +2.00 |
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Drawdowns
DUK vs. KBWD - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than KBWD's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for DUK and KBWD.
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Drawdown Indicators
| DUK | KBWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -58.63% | -13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -15.05% | +4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -19.65% | +8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -30.74% | +6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -58.63% | +21.26% |
Current DrawdownCurrent decline from peak | -5.28% | -10.58% | +5.30% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -7.41% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 6.10% | -1.53% |
Volatility
DUK vs. KBWD - Volatility Comparison
Duke Energy Corporation (DUK) has a higher volatility of 5.62% compared to Invesco KBW High Dividend Yield Financial ETF (KBWD) at 4.70%. This indicates that DUK's price experiences larger fluctuations and is considered to be riskier than KBWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | KBWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.70% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 12.36% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 15.59% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 19.89% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 23.25% | -2.85% |
Dividends
DUK vs. KBWD - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.69%, less than KBWD's 14.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.69% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 14.14% | 12.83% | 12.45% | 11.45% | 11.32% | 7.26% | 9.68% | 8.63% | 9.47% | 8.77% | 8.68% | 8.89% |
Frequently Asked Questions
DUK and KBWD 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.
DUK has higher volatility (5.62%) compared to KBWD (4.70%). In terms of maximum drawdown, DUK dropped -71.92% vs KBWD's -58.63%.
DUK currently has the higher Sharpe Ratio (0.72 vs 0.13), 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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