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KCE vs. SMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCE vs. SMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Capital Markets ETF (KCE) and NuScale Power Corporation (SMR). 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 higher than SMR's -30.20% return.


KCE

1D
1.60%
1M
1.26%
YTD
3.66%
6M
2.73%
1Y
14.27%
3Y*
24.58%
5Y*
12.87%
10Y*
17.65%

SMR

1D
3.34%
1M
-17.31%
YTD
-30.20%
6M
-46.07%
1Y
-75.51%
3Y*
5.43%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCE vs. SMR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KCE
SPDR S&P Capital Markets ETF
3.66%10.76%37.51%32.04%-22.14%40.05%2.39%
SMR
NuScale Power Corporation
-30.20%-20.97%444.98%-67.93%2.29%-0.89%1.20%

Correlation

The correlation between KCE and SMR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.34

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Return for Risk

KCE vs. SMR — 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

SMR
SMR Risk / Return Rank: 1010
Overall Rank
SMR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SMR Sortino Ratio Rank: 99
Sortino Ratio Rank
SMR Omega Ratio Rank: 1212
Omega Ratio Rank
SMR Calmar Ratio Rank: 66
Calmar Ratio Rank
SMR Martin Ratio Rank: 1212
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. SMR - Risk-Adjusted Trends Comparison

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


KCESMRDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.13

0.87

+0.26

Calmar ratioReturn relative to maximum drawdown

0.82

-0.91

+1.74

Martin ratioReturn relative to average drawdown

2.14

-1.32

+3.45

KCE vs. SMR - Sharpe Ratio Comparison

The current KCE Sharpe Ratio is 0.71, which is higher than the SMR Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of KCE and SMR, 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. SMR - Drawdown Comparison

The maximum KCE drawdown since its inception was -74.00%, smaller than the maximum SMR drawdown of -87.47%. Use the drawdown chart below to compare losses from any high point for KCE and SMR.


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Drawdown Indicators


KCESMRDifference

Max Drawdown

Largest peak-to-trough decline

-74.00%

-87.47%

+13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-82.86%

+65.42%

Max Drawdown (3Y)

Largest decline over 3 years

-26.31%

-82.86%

+56.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.45%

-87.47%

+53.02%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

Current Drawdown

Current decline from peak

-3.75%

-81.49%

+77.74%

Average Drawdown

Average peak-to-trough decline

-22.78%

-35.08%

+12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

57.39%

-50.69%

Volatility

KCE vs. SMR - Volatility Comparison

The current volatility for SPDR S&P Capital Markets ETF (KCE) is 6.04%, while NuScale Power Corporation (SMR) has a volatility of 28.93%. This indicates that KCE experiences smaller price fluctuations and is considered to be less risky than SMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCESMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

28.93%

-22.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

69.57%

-54.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

102.59%

-82.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

93.50%

-70.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.10%

89.31%

-66.21%

Dividends

KCE vs. SMR - Dividend Comparison

KCE's dividend yield for the trailing twelve months is around 1.67%, while SMR 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%
SMR
NuScale Power 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 SMR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMR has higher volatility (28.93%) compared to KCE (6.04%). In terms of maximum drawdown, KCE dropped -74.00% vs SMR's -87.47%.

KCE currently has the higher Sharpe Ratio (0.71 vs -0.74), 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.

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