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KCE vs. RDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCE vs. RDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Capital Markets ETF (KCE) and Redwire Corporation (RDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KCE achieves a 3.66% return, which is significantly lower than RDW's 98.95% return.


KCE

1D
1.60%
1M
0.31%
YTD
3.66%
6M
2.73%
1Y
16.75%
3Y*
24.58%
5Y*
12.87%
10Y*
17.65%

RDW

1D
-11.53%
1M
8.08%
YTD
98.95%
6M
107.41%
1Y
-20.75%
3Y*
79.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCE vs. RDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KCE
SPDR S&P Capital Markets ETF
3.66%10.76%37.51%32.04%-22.14%4.72%
RDW
Redwire Corporation
98.95%-53.83%477.54%43.94%-70.67%-34.15%

Correlation

The correlation between KCE and RDW is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.45

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Return for Risk

KCE vs. RDW — Risk / Return Rank

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

KCE
KCE Risk / Return Rank: 2222
Overall Rank
KCE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
KCE Sortino Ratio Rank: 2222
Sortino Ratio Rank
KCE Omega Ratio Rank: 2222
Omega Ratio Rank
KCE Calmar Ratio Rank: 2121
Calmar Ratio Rank
KCE Martin Ratio Rank: 2020
Martin Ratio Rank

RDW
RDW Risk / Return Rank: 3939
Overall Rank
RDW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RDW Sortino Ratio Rank: 4646
Sortino Ratio Rank
RDW Omega Ratio Rank: 4444
Omega Ratio Rank
RDW Calmar Ratio Rank: 3434
Calmar Ratio Rank
RDW Martin Ratio Rank: 3636
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.

KCE vs. RDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Capital Markets ETF (KCE) and Redwire Corporation (RDW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KCERDWDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratioReturn relative to maximum drawdown

0.82

-0.29

+1.11

Martin ratioReturn relative to average drawdown

2.14

-0.42

+2.56

KCE vs. RDW - Sharpe Ratio Comparison

The current KCE Sharpe Ratio is 0.71, which is higher than the RDW Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of KCE and RDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KCE vs. RDW - Drawdown Comparison

The maximum KCE drawdown since its inception was -74.00%, smaller than the maximum RDW drawdown of -87.26%. Use the drawdown chart below to compare losses from any high point for KCE and RDW.


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Drawdown Indicators


KCERDWDifference

Max Drawdown

Largest peak-to-trough decline

-74.00%

-87.26%

+13.26%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-75.40%

+57.96%

Max Drawdown (3Y)

Largest decline over 3 years

-26.31%

-80.28%

+53.97%

Max Drawdown (5Y)

Largest decline over 5 years

-34.45%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

Current Drawdown

Current decline from peak

-3.75%

-41.62%

+37.87%

Average Drawdown

Average peak-to-trough decline

-22.78%

-59.30%

+36.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

51.88%

-45.18%

Volatility

KCE vs. RDW - Volatility Comparison

The current volatility for SPDR S&P Capital Markets ETF (KCE) is 6.04%, while Redwire Corporation (RDW) has a volatility of 53.68%. This indicates that KCE experiences smaller price fluctuations and is considered to be less risky than RDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCERDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

53.68%

-47.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

94.49%

-79.18%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

118.63%

-98.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

96.83%

-73.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

96.83%

-73.73%

Dividends

KCE vs. RDW - Dividend Comparison

KCE's dividend yield for the trailing twelve months is around 1.67%, while RDW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KCE
SPDR S&P Capital Markets ETF
1.67%1.63%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%
RDW
Redwire Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KCE and RDW have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDW has higher volatility (53.68%) compared to KCE (6.04%). In terms of maximum drawdown, KCE dropped -74.00% vs RDW's -87.26%.

KCE currently has the higher Sharpe Ratio (0.71 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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