PortfoliosLab logoPortfoliosLab logo
KB vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KB vs. SPYM - Performance Comparison

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

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KB vs. SPYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare stocks, funds, or ETFs

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


Return for Risk

KB vs. SPYM — Risk / Return Rank

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

KB
KB Risk / Return Rank: 7272
Overall Rank
KB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
KB Sortino Ratio Rank: 6969
Sortino Ratio Rank
KB Omega Ratio Rank: 6767
Omega Ratio Rank
KB Calmar Ratio Rank: 7777
Calmar Ratio Rank
KB Martin Ratio Rank: 7474
Martin Ratio Rank

SPYM
SPYM Risk / Return Rank: 7474
Overall Rank
SPYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPYM Omega Ratio Rank: 7575
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7878
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.

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.


KBSPYMDifference
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

KB vs. SPYM - Sharpe Ratio Comparison

The current KB Sharpe Ratio is 1.07, which is lower than the SPYM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of KB and SPYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KBSPYMDifference

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.


Loading charts...

Drawdown Indicators


KBSPYMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.23%

-0.32%

-7.91%

Average Drawdown

Average peak-to-trough decline

-40.17%

-7.15%

-33.02%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


KBSPYMDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for KB and SPYM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer