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KB vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KB and SPY is 0.50, 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.


-0.50.00.51.00.5

Performance

KB vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KB Financial Group Inc. (KB) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
10.28%
KB
SPY

Key characteristics

Sharpe Ratio

KB:

1.36

SPY:

2.21

Sortino Ratio

KB:

2.07

SPY:

2.93

Omega Ratio

KB:

1.25

SPY:

1.41

Calmar Ratio

KB:

1.45

SPY:

3.26

Martin Ratio

KB:

7.05

SPY:

14.40

Ulcer Index

KB:

7.82%

SPY:

1.90%

Daily Std Dev

KB:

40.77%

SPY:

12.44%

Max Drawdown

KB:

-84.24%

SPY:

-55.19%

Current Drawdown

KB:

-17.46%

SPY:

-1.83%

Returns By Period

In the year-to-date period, KB achieves a 50.75% return, which is significantly higher than SPY's 26.72% return. Over the past 10 years, KB has underperformed SPY with an annualized return of 9.88%, while SPY has yielded a comparatively higher 13.04% annualized return.


KB

YTD

50.75%

1M

-14.80%

6M

5.62%

1Y

53.80%

5Y*

12.93%

10Y*

9.88%

SPY

YTD

26.72%

1M

0.20%

6M

10.28%

1Y

27.17%

5Y*

14.87%

10Y*

13.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KB vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Financial Group Inc. (KB) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for KB, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.362.21
The chart of Sortino ratio for KB, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.072.93
The chart of Omega ratio for KB, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.41
The chart of Calmar ratio for KB, currently valued at 1.45, compared to the broader market0.002.004.006.001.453.26
The chart of Martin ratio for KB, currently valued at 7.05, compared to the broader market-5.000.005.0010.0015.0020.0025.007.0514.40
KB
SPY

The current KB Sharpe Ratio is 1.36, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of KB and SPY, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.36
2.21
KB
SPY

Dividends

KB vs. SPY - Dividend Comparison

KB's dividend yield for the trailing twelve months is around 3.83%, more than SPY's 1.19% yield.


TTM20232022202120202019201820172016201520142013
KB
KB Financial Group Inc.
3.83%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%1.19%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

KB vs. SPY - Drawdown Comparison

The maximum KB drawdown since its inception was -84.24%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KB and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.46%
-1.83%
KB
SPY

Volatility

KB vs. SPY - Volatility Comparison

KB Financial Group Inc. (KB) has a higher volatility of 12.73% compared to SPDR S&P 500 ETF (SPY) at 3.83%. This indicates that KB's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.73%
3.83%
KB
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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