FHN vs. KBWR

In the year-to-date period, FHN achieves a 1.12% return, which is significantly higher than KBWR's -1.25% return. Over the past 10 years, FHN has outperformed KBWR with an annualized return of 6.90%, while KBWR has yielded a comparatively lower 6.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for First Horizon Corporation (FHN) and Invesco KBW Regional Banking ETF (KBWR). 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.

The current FHN Sharpe Ratio is 0.86, which is higher than the KBWR Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FHN and KBWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FHN's dividend yield for the trailing twelve months is around 2.97%, more than KBWR's 2.70% yield.

The maximum FHN drawdown since its inception was -87.74%, which is greater than KBWR's maximum drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for FHN and KBWR. For additional features, visit the drawdowns tool.

First Horizon Corporation (FHN) has a higher volatility of 8.24% compared to Invesco KBW Regional Banking ETF (KBWR) at 7.25%. This indicates that FHN's price experiences larger fluctuations and is considered to be riskier than KBWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.