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

Correlation

The correlation between KBWR and MA 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

KBWR vs. MA - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
226.37%
1,622.59%
KBWR
MA

Key characteristics

Sharpe Ratio

KBWR:

0.39

MA:

0.76

Sortino Ratio

KBWR:

0.80

MA:

1.15

Omega Ratio

KBWR:

1.10

MA:

1.17

Calmar Ratio

KBWR:

0.42

MA:

0.95

Martin Ratio

KBWR:

1.23

MA:

3.94

Ulcer Index

KBWR:

10.00%

MA:

4.04%

Daily Std Dev

KBWR:

32.04%

MA:

20.99%

Max Drawdown

KBWR:

-52.86%

MA:

-62.67%

Current Drawdown

KBWR:

-20.39%

MA:

-7.28%

Returns By Period

In the year-to-date period, KBWR achieves a -9.69% return, which is significantly lower than MA's 1.63% return. Over the past 10 years, KBWR has underperformed MA with an annualized return of 5.36%, while MA has yielded a comparatively higher 20.24% annualized return.


KBWR

YTD

-9.69%

1M

-5.55%

6M

-4.75%

1Y

12.80%

5Y*

12.03%

10Y*

5.36%

MA

YTD

1.63%

1M

-4.17%

6M

5.47%

1Y

16.05%

5Y*

15.71%

10Y*

20.24%

*Annualized

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Risk-Adjusted Performance

KBWR vs. MA — Risk-Adjusted Performance Rank

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

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

MA
The Risk-Adjusted Performance Rank of MA is 7878
Overall Rank
The Sharpe Ratio Rank of MA is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MA is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8484
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.

KBWR vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Regional Banking ETF (KBWR) and Mastercard Inc (MA). 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 KBWR, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
KBWR: 0.39
MA: 0.76
The chart of Sortino ratio for KBWR, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
KBWR: 0.80
MA: 1.15
The chart of Omega ratio for KBWR, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
KBWR: 1.10
MA: 1.17
The chart of Calmar ratio for KBWR, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
KBWR: 0.42
MA: 0.95
The chart of Martin ratio for KBWR, currently valued at 1.23, compared to the broader market0.0020.0040.0060.00
KBWR: 1.23
MA: 3.94

The current KBWR Sharpe Ratio is 0.39, which is lower than the MA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of KBWR and MA, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.39
0.76
KBWR
MA

Dividends

KBWR vs. MA - Dividend Comparison

KBWR's dividend yield for the trailing twelve months is around 2.95%, more than MA's 0.53% yield.


TTM20242023202220212020201920182017201620152014
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%
MA
Mastercard Inc
0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

KBWR vs. MA - Drawdown Comparison

The maximum KBWR drawdown since its inception was -52.86%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for KBWR and MA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.39%
-7.28%
KBWR
MA

Volatility

KBWR vs. MA - Volatility Comparison

Invesco KBW Regional Banking ETF (KBWR) has a higher volatility of 16.49% compared to Mastercard Inc (MA) at 13.56%. This indicates that KBWR's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.49%
13.56%
KBWR
MA