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

Correlation

The correlation between KBWR and FITB is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

KBWR vs. FITB - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
27.72%
19.38%
KBWR
FITB

Key characteristics

Sharpe Ratio

KBWR:

0.34

FITB:

1.00

Sortino Ratio

KBWR:

0.75

FITB:

1.57

Omega Ratio

KBWR:

1.09

FITB:

1.19

Calmar Ratio

KBWR:

0.35

FITB:

0.86

Martin Ratio

KBWR:

1.17

FITB:

5.92

Ulcer Index

KBWR:

8.76%

FITB:

4.23%

Daily Std Dev

KBWR:

30.07%

FITB:

25.09%

Max Drawdown

KBWR:

-52.86%

FITB:

-98.13%

Current Drawdown

KBWR:

-13.09%

FITB:

-12.76%

Returns By Period

In the year-to-date period, KBWR achieves a 11.17% return, which is significantly lower than FITB's 26.04% return. Over the past 10 years, KBWR has underperformed FITB with an annualized return of 6.79%, while FITB has yielded a comparatively higher 11.40% annualized return.


KBWR

YTD

11.17%

1M

-8.28%

6M

27.44%

1Y

12.74%

5Y*

4.65%

10Y*

6.79%

FITB

YTD

26.04%

1M

-9.00%

6M

19.84%

1Y

29.10%

5Y*

10.69%

10Y*

11.40%

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Risk-Adjusted Performance

KBWR vs. FITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Regional Banking ETF (KBWR) and Fifth Third Bancorp (FITB). 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 KBWR, currently valued at 0.34, compared to the broader market0.002.004.000.341.00
The chart of Sortino ratio for KBWR, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.000.751.57
The chart of Omega ratio for KBWR, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.19
The chart of Calmar ratio for KBWR, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.350.86
The chart of Martin ratio for KBWR, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.00100.001.175.92
KBWR
FITB

The current KBWR Sharpe Ratio is 0.34, which is lower than the FITB Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of KBWR and FITB, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.34
1.00
KBWR
FITB

Dividends

KBWR vs. FITB - Dividend Comparison

KBWR's dividend yield for the trailing twelve months is around 2.02%, less than FITB's 3.36% yield.


TTM20232022202120202019201820172016201520142013
KBWR
Invesco KBW Regional Banking ETF
2.02%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%1.79%1.50%
FITB
Fifth Third Bancorp
3.36%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%

Drawdowns

KBWR vs. FITB - Drawdown Comparison

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.09%
-12.76%
KBWR
FITB

Volatility

KBWR vs. FITB - Volatility Comparison

Invesco KBW Regional Banking ETF (KBWR) has a higher volatility of 7.38% compared to Fifth Third Bancorp (FITB) at 6.82%. This indicates that KBWR's price experiences larger fluctuations and is considered to be riskier than FITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.38%
6.82%
KBWR
FITB
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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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