EMR vs. KBWD
EMR (Emerson Electric Co.) 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, EMR returned 13.44%/yr vs 5.25%/yr for KBWD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. KBWD - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 8.65% return, which is significantly higher than KBWD's -3.74% return. Over the past 10 years, EMR has outperformed KBWD with an annualized return of 13.44%, while KBWD has yielded a comparatively lower 5.25% annualized return.
EMR
- 1D
- 0.69%
- 1M
- 4.18%
- YTD
- 8.65%
- 6M
- 5.53%
- 1Y
- 15.82%
- 3Y*
- 20.61%
- 5Y*
- 10.27%
- 10Y*
- 13.44%
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%
EMR vs. KBWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 8.65% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
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 EMR and KBWD is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2010 | 0.58 |
The correlation between EMR and KBWD has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
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Return for Risk
EMR vs. KBWD — Risk / Return Rank
EMR
KBWD
EMR vs. KBWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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.
| EMR | KBWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.03 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.13 | +0.50 |
| Martin ratioReturn relative to average drawdown | 1.37 | 0.32 | +1.05 |
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Drawdowns
EMR vs. KBWD - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, roughly equal to the maximum KBWD drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for EMR and KBWD.
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Drawdown Indicators
| EMR | KBWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -58.63% | -0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -15.05% | -8.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -19.65% | -9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -30.74% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -58.63% | +7.86% |
Current DrawdownCurrent decline from peak | -10.82% | -10.58% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -7.41% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.79% | 6.10% | +4.69% |
Volatility
EMR vs. KBWD - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 9.08% compared to Invesco KBW High Dividend Yield Financial ETF (KBWD) at 4.70%. This indicates that EMR'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
| EMR | KBWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 4.70% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 25.24% | 12.36% | +12.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.47% | 15.59% | +14.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.36% | 19.89% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.14% | 23.25% | +5.89% |
Dividends
EMR vs. KBWD - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.53%, less than KBWD's 14.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.53% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
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
EMR and KBWD have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (9.08%) compared to KBWD (4.70%). In terms of maximum drawdown, EMR dropped -59.05% vs KBWD's -58.63%.
EMR currently has the higher Sharpe Ratio (0.49 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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