KBWR vs. MA
Compare and contrast key facts about Invesco KBW Regional Banking ETF (KBWR) and Mastercard Inc (MA).
KBWR is a passively managed fund by Invesco that tracks the performance of the KBW Nasdaq Regional Banking Index. It was launched on Nov 1, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KBWR or MA.
Key characteristics
| KBWR | MA | |
|---|---|---|
| YTD Return | 7.95% | 19.22% |
| 1Y Return | 30.64% | 31.72% |
| 3Y Return (Ann) | -1.69% | 13.92% |
| 5Y Return (Ann) | 5.03% | 14.06% |
| 10Y Return (Ann) | 6.49% | 20.35% |
| Sharpe Ratio | 1.21 | 2.14 |
| Sortino Ratio | 1.89 | 2.78 |
| Omega Ratio | 1.22 | 1.39 |
| Calmar Ratio | 0.99 | 2.78 |
| Martin Ratio | 4.02 | 6.93 |
| Ulcer Index | 8.64% | 4.74% |
| Daily Std Dev | 28.58% | 15.41% |
| Max Drawdown | -52.86% | -62.67% |
| Current Drawdown | -10.59% | -2.08% |
Correlation
The correlation between KBWR and MA is 0.38, 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.
Performance
KBWR vs. MA - Performance Comparison
In the year-to-date period, KBWR achieves a 7.95% return, which is significantly lower than MA's 19.22% return. Over the past 10 years, KBWR has underperformed MA with an annualized return of 6.49%, while MA has yielded a comparatively higher 20.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
KBWR vs. MA - Dividend Comparison
KBWR's dividend yield for the trailing twelve months is around 2.79%, more than MA's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBWR Invesco KBW Regional Banking ETF | 2.79% | 2.89% | 2.51% | 2.04% | 2.92% | 2.44% | 2.45% | 1.59% | 1.50% | 1.92% | 1.79% | 1.49% |
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.
Volatility
KBWR vs. MA - Volatility Comparison
Invesco KBW Regional Banking ETF (KBWR) has a higher volatility of 7.76% compared to Mastercard Inc (MA) at 4.72%. 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.