KEAT vs. SOFR

Last updated Jun 3, 2026

KEAT (Keating Active ETF) and SOFR (Amplify Samsung SOFR ETF) are both exchange-traded funds - KEAT is a Global Allocation fund actively managed by Keating, while SOFR is a Multisector Bonds fund tracking the Secured Overnight Financing Rate. KEAT is actively managed, while SOFR is passively managed. Over the past year, KEAT returned 25.85% vs 3.93% for SOFR. At a correlation of -0.01, they often move in opposite directions. KEAT charges 0.85%/yr vs 0.20%/yr for SOFR.

Performance

KEAT vs. SOFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keating Active ETF (KEAT) and Amplify Samsung SOFR ETF (SOFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KEAT achieves a 9.85% return, which is significantly higher than SOFR's 1.45% return.

KEAT

• 1D: 0.47%
• 1M: -1.07%
• YTD: 9.85%
• 6M: 11.35%
• 1Y: 25.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOFR

• 1D: -0.01%
• 1M: 0.23%
• YTD: 1.45%
• 6M: 1.79%
• 1Y: 3.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KEAT vs. SOFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
KEAT Keating Active ETF	9.85%	22.76%	-3.91%
SOFR Amplify Samsung SOFR ETF	1.45%	4.27%	1.20%

Correlation

The correlation between KEAT and SOFR is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024	-0.01

Return for Risk

KEAT vs. SOFR — Risk / Return Rank

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

KEAT

KEAT Risk / Return Rank: 75
KEAT Sharpe Ratio Rank: 77
KEAT Sortino Ratio Rank: 75
KEAT Omega Ratio Rank: 75
KEAT Calmar Ratio Rank: 83
KEAT Martin Ratio Rank: 67

SOFR

SOFR Risk / Return Rank: 97
SOFR Sharpe Ratio Rank: 97
SOFR Sortino Ratio Rank: 98
SOFR Omega Ratio Rank: 99
SOFR Calmar Ratio Rank: 96
SOFR Martin Ratio Rank: 97

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.

KEAT vs. SOFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keating Active ETF (KEAT) and Amplify Samsung SOFR ETF (SOFR). 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.

	KEAT	SOFR	Difference
Sharpe ratio Return per unit of total volatility	2.54	4.69	-2.15
Sortino ratio Return per unit of downside risk	3.45	6.91	-3.46
Omega ratio Gain probability vs. loss probability	1.46	3.37	-1.91
Calmar ratio Return relative to maximum drawdown	4.48	9.70	-5.23
Martin ratio Return relative to average drawdown	12.50	40.33	-27.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KEAT vs. SOFR - Sharpe Ratio Comparison

The current KEAT Sharpe Ratio is 2.54, which is lower than the SOFR Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of KEAT and SOFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KEAT	SOFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.54	4.69	-2.15
Sharpe Ratio (All Time) Calculated using the full available price history	1.57	4.96	-3.40

Drawdowns

KEAT vs. SOFR - Drawdown Comparison

The maximum KEAT drawdown since its inception was -7.45%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for KEAT and SOFR.

Drawdown Indicators

	KEAT	SOFR	Difference
Max Drawdown Largest peak-to-trough decline	-7.45%	-0.41%	-7.04%
Max Drawdown (1Y) Largest decline over 1 year	-6.04%	-0.41%	-5.63%
Current Drawdown Current decline from peak	-5.23%	-0.15%	-5.08%
Average Drawdown Average peak-to-trough decline	-1.57%	-0.03%	-1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	0.10%	+2.06%

Volatility

KEAT vs. SOFR - Volatility Comparison

Keating Active ETF (KEAT) has a higher volatility of 2.47% compared to Amplify Samsung SOFR ETF (SOFR) at 0.24%. This indicates that KEAT's price experiences larger fluctuations and is considered to be riskier than SOFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KEAT	SOFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	0.24%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	0.55%	+7.73%
Volatility (1Y) Calculated over the trailing 1-year period	10.25%	0.84%	+9.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.27%	0.84%	+9.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.27%	0.84%	+9.43%

KEAT vs. SOFR - Expense Ratio Comparison

KEAT has a 0.85% expense ratio, which is higher than SOFR's 0.20% expense ratio.

Dividends

KEAT vs. SOFR - Dividend Comparison

KEAT's dividend yield for the trailing twelve months is around 2.24%, less than SOFR's 3.95% yield.

Position	TTM	2025	2024
KEAT Keating Active ETF	2.24%	2.48%	1.72%
SOFR Amplify Samsung SOFR ETF	3.95%	4.22%	1.60%

Frequently Asked Questions

Can I hold both KEAT and SOFR in my portfolio?

KEAT and SOFR have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KEAT or SOFR?

KEAT has higher volatility (2.47%) compared to SOFR (0.24%). In terms of maximum drawdown, KEAT dropped -7.45% vs SOFR's -0.41%.

Which ETF is better, KEAT or SOFR?

On 1-year performance, KEAT leads with 25.85% vs 3.93% for SOFR. On fees, SOFR is cheaper at 0.20% per year. On volatility, SOFR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KEAT or SOFR?

Over the 1-year period, KEAT has performed better with a 25.85% return vs 3.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KEAT or SOFR?

SOFR is cheaper with a 0.20% expense ratio, compared with 0.85% for KEAT.

Which ETF pays a higher dividend yield, KEAT or SOFR?

SOFR has the higher dividend yield at 3.95%, compared with 2.24% for KEAT.

What is the main difference between KEAT and SOFR?

KEAT is categorized as Global Allocation, while SOFR is Multisector Bonds. They also come from different issuers: Keating and Amplify. Their fees differ too: 0.85% for KEAT and 0.20% for SOFR.

Which has better risk-adjusted returns?

SOFR currently has the higher Sharpe Ratio (4.69 vs 2.54), 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.