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FINW vs. KRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINW vs. KRE - Performance Comparison

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

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Returns By Period

In the year-to-date period, FINW achieves a -21.63% return, which is significantly lower than KRE's 12.38% return.


FINW

1D
-0.85%
1M
1.52%
YTD
-21.63%
6M
-22.45%
1Y
-0.64%
3Y*
16.03%
5Y*
10Y*

KRE

1D
0.96%
1M
4.38%
YTD
12.38%
6M
8.46%
1Y
30.35%
3Y*
25.54%
5Y*
4.62%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINW vs. KRE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FINW
FinWise Bancorp
-21.63%12.27%11.67%54.54%-32.85%10.32%
KRE
SPDR S&P Regional Banking ETF
12.38%10.21%18.58%-7.61%-15.08%-3.75%

Correlation

The correlation between FINW and KRE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.28

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Return for Risk

FINW vs. KRE — Risk / Return Rank

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

FINW
FINW Risk / Return Rank: 4040
Overall Rank
FINW Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FINW Sortino Ratio Rank: 3737
Sortino Ratio Rank
FINW Omega Ratio Rank: 3737
Omega Ratio Rank
FINW Calmar Ratio Rank: 4141
Calmar Ratio Rank
FINW Martin Ratio Rank: 4141
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 3838
Overall Rank
KRE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
KRE Omega Ratio Rank: 3838
Omega Ratio Rank
KRE Calmar Ratio Rank: 4242
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.

FINW vs. KRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FinWise Bancorp (FINW) 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.

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.


FINWKREDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.03

1.24

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.02

2.04

-2.05

Martin ratioReturn relative to average drawdown

-0.03

5.29

-5.32

FINW vs. KRE - Sharpe Ratio Comparison

The current FINW Sharpe Ratio is -0.02, which is lower than the KRE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FINW and KRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FINW vs. KRE - Drawdown Comparison

The maximum FINW drawdown since its inception was -63.35%, smaller than the maximum KRE drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for FINW and KRE.


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Drawdown Indicators


FINWKREDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-68.54%

+5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-42.29%

-14.95%

-27.34%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

-28.20%

-14.09%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

Current Drawdown

Current decline from peak

-37.48%

-1.36%

-36.12%

Average Drawdown

Average peak-to-trough decline

-36.17%

-21.85%

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.42%

5.75%

+16.67%

Volatility

FINW vs. KRE - Volatility Comparison

FinWise Bancorp (FINW) has a higher volatility of 9.16% compared to SPDR S&P Regional Banking ETF (KRE) at 6.20%. This indicates that FINW's price experiences larger fluctuations and is considered to be riskier 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


FINWKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

6.20%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

15.98%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

36.20%

23.33%

+12.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.70%

29.84%

+8.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.70%

31.93%

+6.77%

Dividends

FINW vs. KRE - Dividend Comparison

FINW has not paid dividends to shareholders, while KRE's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
FINW
FinWise Bancorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KRE
SPDR S&P Regional Banking ETF
2.76%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%

Frequently Asked Questions


FINW and KRE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FINW has higher volatility (9.16%) compared to KRE (6.20%). In terms of maximum drawdown, FINW dropped -63.35% vs KRE's -68.54%.

KRE currently has the higher Sharpe Ratio (1.31 vs -0.02), 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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