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KBWY vs. KIM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBWY vs. KIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Kimco Realty Corporation (KIM). The values are adjusted to include any dividend payments, if applicable.

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KBWY vs. KIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWY
Invesco KBW Premium Yield Equity REIT ETF
1.36%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%
KIM
Kimco Realty Corporation
12.09%-9.26%15.02%6.05%-10.80%69.48%-23.94%49.75%-13.26%-23.67%

Returns By Period

In the year-to-date period, KBWY achieves a 1.36% return, which is significantly lower than KIM's 12.09% return. Over the past 10 years, KBWY has underperformed KIM with an annualized return of 0.27%, while KIM has yielded a comparatively higher 2.48% annualized return.


KBWY

1D
1.46%
1M
-5.95%
YTD
1.36%
6M
0.50%
1Y
0.75%
3Y*
2.80%
5Y*
-0.24%
10Y*
0.27%

KIM

1D
0.67%
1M
-3.52%
YTD
12.09%
6M
5.33%
1Y
10.89%
3Y*
9.96%
5Y*
7.77%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KBWY vs. KIM — Risk / Return Rank

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

KBWY
KBWY Risk / Return Rank: 1313
Overall Rank
KBWY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 1313
Sortino Ratio Rank
KBWY Omega Ratio Rank: 1313
Omega Ratio Rank
KBWY Calmar Ratio Rank: 1414
Calmar Ratio Rank
KBWY Martin Ratio Rank: 1414
Martin Ratio Rank

KIM
KIM Risk / Return Rank: 5858
Overall Rank
KIM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
KIM Sortino Ratio Rank: 5353
Sortino Ratio Rank
KIM Omega Ratio Rank: 5151
Omega Ratio Rank
KIM Calmar Ratio Rank: 6464
Calmar Ratio Rank
KIM Martin Ratio Rank: 6363
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.

KBWY vs. KIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Kimco Realty Corporation (KIM). 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.


KBWYKIMDifference

Sharpe ratio

Return per unit of total volatility

0.04

0.49

-0.45

Sortino ratio

Return per unit of downside risk

0.19

0.86

-0.67

Omega ratio

Gain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratio

Return relative to maximum drawdown

0.08

0.98

-0.90

Martin ratio

Return relative to average drawdown

0.23

2.16

-1.93

KBWY vs. KIM - Sharpe Ratio Comparison

The current KBWY Sharpe Ratio is 0.04, which is lower than the KIM Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of KBWY and KIM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KBWYKIMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.49

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.30

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.07

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.27

-0.11

Correlation

The correlation between KBWY and KIM is 0.75, 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.


Dividends

KBWY vs. KIM - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 9.87%, more than KIM's 4.54% yield.


TTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
9.87%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
KIM
Kimco Realty Corporation
4.54%4.98%4.14%4.79%3.97%2.76%3.60%5.41%7.65%6.01%4.11%3.68%

Drawdowns

KBWY vs. KIM - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, smaller than the maximum KIM drawdown of -85.65%. Use the drawdown chart below to compare losses from any high point for KBWY and KIM.


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Drawdown Indicators


KBWYKIMDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-85.65%

+27.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-12.82%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

-33.61%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

-69.52%

+11.84%

Current Drawdown

Current decline from peak

-22.78%

-6.64%

-16.14%

Average Drawdown

Average peak-to-trough decline

-14.17%

-22.93%

+8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

5.81%

-0.92%

Volatility

KBWY vs. KIM - Volatility Comparison

Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a higher volatility of 5.91% compared to Kimco Realty Corporation (KIM) at 4.73%. This indicates that KBWY's price experiences larger fluctuations and is considered to be riskier than KIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWYKIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

4.73%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

12.79%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

22.36%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

26.07%

-4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

33.94%

-6.90%