KB vs. SPYM
KB (KB Financial Group Inc.) is a stock, while SPYM (State Street SPDR Portfolio S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, KB returned 17.36%/yr vs 15.57%/yr for SPYM. At a 0.46 correlation, their price movements are largely independent.
Performance
KB vs. SPYM - Performance Comparison
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Returns By Period
In the year-to-date period, KB achieves a 26.08% return, which is significantly higher than SPYM's 11.36% return. Over the past 10 years, KB has outperformed SPYM with an annualized return of 17.36%, while SPYM has yielded a comparatively lower 15.57% annualized return.
KB
- 1D
- 3.23%
- 1M
- -1.38%
- YTD
- 26.08%
- 6M
- 24.17%
- 1Y
- 37.40%
- 3Y*
- 48.25%
- 5Y*
- 21.19%
- 10Y*
- 17.36%
SPYM
- 1D
- 0.34%
- 1M
- 4.60%
- YTD
- 11.36%
- 6M
- 11.25%
- 1Y
- 28.60%
- 3Y*
- 22.67%
- 5Y*
- 13.99%
- 10Y*
- 15.57%
KB vs. SPYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KB KB Financial Group Inc. | 26.08% | 56.57% | 45.22% | 10.35% | -11.26% | 22.62% | -0.46% | -1.45% | -28.25% | 65.80% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 11.36% | 17.79% | 25.00% | 26.24% | -18.09% | 28.78% | 18.49% | 31.99% | -4.78% | 21.30% |
Correlation
The correlation between KB and SPYM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2005 | 0.46 |
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Return for Risk
KB vs. SPYM — Risk / Return Rank
KB
SPYM
KB vs. SPYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KB Financial Group Inc. (KB) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.
| KB | SPYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.23 | -0.98 |
| Martin ratioReturn relative to average drawdown | 4.57 | 15.02 | -10.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KB | SPYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.44 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.84 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.87 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.62 | -0.43 |
Drawdowns
KB vs. SPYM - Drawdown Comparison
The maximum KB drawdown since its inception was -84.27%, which is greater than SPYM's maximum drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for KB and SPYM.
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Drawdown Indicators
| KB | SPYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.27% | -54.46% | -29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.74% | -8.90% | -7.84% |
Max Drawdown (3Y)Largest decline over 3 years | -34.41% | -18.72% | -15.69% |
Max Drawdown (5Y)Largest decline over 5 years | -42.89% | -24.48% | -18.41% |
Max Drawdown (10Y)Largest decline over 10 years | -66.92% | -33.87% | -33.05% |
Current DrawdownCurrent decline from peak | -8.23% | -0.32% | -7.91% |
Average DrawdownAverage peak-to-trough decline | -40.17% | -7.15% | -33.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.20% | 1.91% | +6.29% |
Volatility
KB vs. SPYM - Volatility Comparison
KB Financial Group Inc. (KB) has a higher volatility of 8.08% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 2.78%. This indicates that KB's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KB | SPYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 2.78% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 24.17% | 8.91% | +15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.15% | 11.79% | +24.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.25% | 16.80% | +16.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.69% | 18.00% | +14.69% |
Dividends
KB vs. SPYM - Dividend Comparison
KB's dividend yield for the trailing twelve months is around 2.21%, more than SPYM's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KB KB Financial Group Inc. | 2.21% | 2.92% | 4.98% | 2.81% | 5.78% | 5.27% | 3.97% | 0.00% | 0.00% | 0.00% | 3.10% | 3.05% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.99% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
Frequently Asked Questions
KB and SPYM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KB has higher volatility (8.08%) compared to SPYM (2.78%). In terms of maximum drawdown, KB dropped -84.27% vs SPYM's -54.46%.
SPYM currently has the higher Sharpe Ratio (2.44 vs 1.07), 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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