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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
33.63%
13.91%
KBWR
MA

Returns By Period

The year-to-date returns for both investments are quite close, with KBWR having a 20.76% return and MA slightly higher at 20.87%. Over the past 10 years, KBWR has underperformed MA with an annualized return of 7.80%, while MA has yielded a comparatively higher 20.51% annualized return.


KBWR

YTD

20.76%

1M

12.30%

6M

30.59%

1Y

43.84%

5Y (annualized)

7.65%

10Y (annualized)

7.80%

MA

YTD

20.87%

1M

-0.48%

6M

12.59%

1Y

26.06%

5Y (annualized)

13.32%

10Y (annualized)

20.51%

Key characteristics


KBWRMA
Sharpe Ratio1.311.74
Sortino Ratio2.152.35
Omega Ratio1.251.32
Calmar Ratio1.332.32
Martin Ratio4.705.78
Ulcer Index8.63%4.75%
Daily Std Dev30.87%15.75%
Max Drawdown-52.86%-62.67%
Current Drawdown-3.29%-3.32%

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Correlation

-0.50.00.51.00.4

The correlation between KBWR and MA is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for KBWR, currently valued at 1.31, compared to the broader market0.002.004.001.311.74
The chart of Sortino ratio for KBWR, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.0012.002.152.35
The chart of Omega ratio for KBWR, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.32
The chart of Calmar ratio for KBWR, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.332.32
The chart of Martin ratio for KBWR, currently valued at 4.70, compared to the broader market0.0020.0040.0060.0080.00100.004.705.78
KBWR
MA

The current KBWR Sharpe Ratio is 1.31, which is comparable to the MA Sharpe Ratio of 1.74. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.31
1.74
KBWR
MA

Dividends

KBWR vs. MA - Dividend Comparison

KBWR's dividend yield for the trailing twelve months is around 2.49%, more than MA's 0.52% yield.


TTM20232022202120202019201820172016201520142013
KBWR
Invesco KBW Regional Banking ETF
2.49%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%1.79%1.50%
MA
Mastercard Inc
0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

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%JuneJulyAugustSeptemberOctoberNovember
-3.29%
-3.32%
KBWR
MA

Volatility

KBWR vs. MA - Volatility Comparison

Invesco KBW Regional Banking ETF (KBWR) has a higher volatility of 14.60% compared to Mastercard Inc (MA) at 5.65%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
14.60%
5.65%
KBWR
MA