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FITB vs. KBWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITB and KBWR is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FITB vs. KBWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITB) and Invesco KBW Regional Banking ETF (KBWR). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
376.17%
226.37%
FITB
KBWR

Key characteristics

Sharpe Ratio

FITB:

-0.04

KBWR:

0.39

Sortino Ratio

FITB:

0.13

KBWR:

0.80

Omega Ratio

FITB:

1.02

KBWR:

1.10

Calmar Ratio

FITB:

-0.04

KBWR:

0.42

Martin Ratio

FITB:

-0.12

KBWR:

1.23

Ulcer Index

FITB:

10.29%

KBWR:

10.00%

Daily Std Dev

FITB:

28.27%

KBWR:

32.04%

Max Drawdown

FITB:

-98.13%

KBWR:

-52.86%

Current Drawdown

FITB:

-25.82%

KBWR:

-20.39%

Returns By Period

In the year-to-date period, FITB achieves a -15.75% return, which is significantly lower than KBWR's -9.69% return. Over the past 10 years, FITB has outperformed KBWR with an annualized return of 9.51%, while KBWR has yielded a comparatively lower 5.36% annualized return.


FITB

YTD

-15.75%

1M

-10.44%

6M

-16.87%

1Y

-0.81%

5Y*

18.60%

10Y*

9.51%

KBWR

YTD

-9.69%

1M

-5.55%

6M

-4.75%

1Y

12.80%

5Y*

12.03%

10Y*

5.36%

*Annualized

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Risk-Adjusted Performance

FITB vs. KBWR — Risk-Adjusted Performance Rank

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

FITB
The Risk-Adjusted Performance Rank of FITB is 4646
Overall Rank
The Sharpe Ratio Rank of FITB is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FITB is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FITB is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FITB is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FITB is 4949
Martin Ratio Rank

KBWR
The Risk-Adjusted Performance Rank of KBWR is 5353
Overall Rank
The Sharpe Ratio Rank of KBWR is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWR is 5757
Sortino Ratio Rank
The Omega Ratio Rank of KBWR is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KBWR is 5757
Calmar Ratio Rank
The Martin Ratio Rank of KBWR is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FITB vs. KBWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) 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 chart of Sharpe ratio for FITB, currently valued at -0.04, compared to the broader market-2.00-1.000.001.002.003.00
FITB: -0.04
KBWR: 0.39
The chart of Sortino ratio for FITB, currently valued at 0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
FITB: 0.13
KBWR: 0.80
The chart of Omega ratio for FITB, currently valued at 1.02, compared to the broader market0.501.001.502.00
FITB: 1.02
KBWR: 1.10
The chart of Calmar ratio for FITB, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00
FITB: -0.04
KBWR: 0.42
The chart of Martin ratio for FITB, currently valued at -0.12, compared to the broader market-5.000.005.0010.0015.0020.00
FITB: -0.12
KBWR: 1.23

The current FITB Sharpe Ratio is -0.04, which is lower than the KBWR Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FITB 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.04
0.39
FITB
KBWR

Dividends

FITB vs. KBWR - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 4.14%, more than KBWR's 2.95% yield.


TTM20242023202220212020201920182017201620152014
FITB
Fifth Third Bancorp
4.14%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%
KBWR
Invesco KBW Regional Banking ETF
2.95%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%1.79%

Drawdowns

FITB vs. KBWR - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than KBWR's maximum drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for FITB and KBWR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.82%
-20.39%
FITB
KBWR

Volatility

FITB vs. KBWR - Volatility Comparison

Fifth Third Bancorp (FITB) and Invesco KBW Regional Banking ETF (KBWR) have volatilities of 17.14% and 16.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.14%
16.49%
FITB
KBWR