KFY vs. SDY

Last updated Jun 4, 2026

KFY (Korn Ferry) is a stock, while SDY (SPDR S&P Dividend ETF) is Mid Cap Value Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Over the past 10 years, KFY returned 10.51%/yr vs 9.29%/yr for SDY. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

KFY vs. SDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Korn Ferry (KFY) and SPDR S&P Dividend ETF (SDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KFY achieves a 6.12% return, which is significantly lower than SDY's 7.49% return. Over the past 10 years, KFY has outperformed SDY with an annualized return of 10.51%, while SDY has yielded a comparatively lower 9.29% annualized return.

KFY

• 1D: -2.65%
• 1M: 4.51%
• YTD: 6.12%
• 6M: 6.19%
• 1Y: 2.88%
• 3Y*: 14.30%
• 5Y*: 2.63%
• 10Y*: 10.51%

SDY

• 1D: -0.15%
• 1M: 0.81%
• YTD: 7.49%
• 6M: 7.45%
• 1Y: 12.80%
• 3Y*: 9.83%
• 5Y*: 5.97%
• 10Y*: 9.29%

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

KFY vs. SDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KFY Korn Ferry	6.12%	0.59%	16.09%	19.13%	-32.32%	75.24%	4.01%	8.28%	-3.69%	42.17%
SDY SPDR S&P Dividend ETF	7.49%	8.18%	8.45%	2.61%	-0.54%	25.32%	1.71%	23.29%	-2.74%	15.82%

Correlation

The correlation between KFY and SDY 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	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Nov 16, 2005	0.61

The correlation between KFY and SDY shifts across timeframes, from 0.42 (1 year) to 0.62 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

KFY vs. SDY — Risk / Return Rank

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

KFY

KFY Risk / Return Rank: 41
KFY Sharpe Ratio Rank: 44
KFY Sortino Ratio Rank: 38
KFY Omega Ratio Rank: 38
KFY Calmar Ratio Rank: 44
KFY Martin Ratio Rank: 44

SDY

SDY Risk / Return Rank: 33
SDY Sharpe Ratio Rank: 33
SDY Sortino Ratio Rank: 36
SDY Omega Ratio Rank: 31
SDY Calmar Ratio Rank: 33
SDY Martin Ratio Rank: 31

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.

KFY vs. SDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Korn Ferry (KFY) and SPDR S&P Dividend ETF (SDY). 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.

	KFY	SDY	Difference
Sharpe ratio: Return per unit of total volatility	0.11	1.25	-1.14
Sortino ratio: Return per unit of downside risk	0.34	1.92	-1.58
Omega ratio: Gain probability vs. loss probability	1.04	1.22	-0.17
Calmar ratio: Return relative to maximum drawdown	0.14	1.68	-1.54
Martin ratio: Return relative to average drawdown	0.27	4.60	-4.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KFY vs. SDY - Sharpe Ratio Comparison

The current KFY Sharpe Ratio is 0.11, which is lower than the SDY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of KFY and SDY, 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

	KFY	SDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	1.25	-1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.43	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.55	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.47	-0.31

Drawdowns

KFY vs. SDY - Drawdown Comparison

The maximum KFY drawdown since its inception was -86.57%, which is greater than SDY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for KFY and SDY.

Drawdown Indicators

	KFY	SDY	Difference
Max Drawdown Largest peak-to-trough decline	-86.57%	-54.75%	-31.82%
Max Drawdown (1Y) Largest decline over 1 year	-21.05%	-7.67%	-13.38%
Max Drawdown (3Y) Largest decline over 3 years	-24.14%	-14.39%	-9.75%
Max Drawdown (5Y) Largest decline over 5 years	-44.83%	-15.21%	-29.62%
Max Drawdown (10Y) Largest decline over 10 years	-67.08%	-36.70%	-30.38%
Current Drawdown Current decline from peak	-8.94%	-4.07%	-4.87%
Average Drawdown Average peak-to-trough decline	-42.51%	-6.21%	-36.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.88%	2.79%	+8.09%

Volatility

KFY vs. SDY - Volatility Comparison

Korn Ferry (KFY) has a higher volatility of 7.52% compared to SPDR S&P Dividend ETF (SDY) at 2.47%. This indicates that KFY's price experiences larger fluctuations and is considered to be riskier than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KFY	SDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.52%	2.47%	+5.05%
Volatility (6M) Calculated over the trailing 6-month period	20.53%	7.43%	+13.10%
Volatility (1Y) Calculated over the trailing 1-year period	27.27%	10.33%	+16.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.84%	14.03%	+15.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.55%	17.08%	+18.47%

Dividends

KFY vs. SDY - Dividend Comparison

KFY's dividend yield for the trailing twelve months is around 2.86%, more than SDY's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KFY Korn Ferry	2.86%	2.91%	2.13%	1.42%	1.36%	0.61%	0.92%	0.94%	1.01%	0.97%	1.36%	1.21%
SDY SPDR S&P Dividend ETF	2.48%	2.61%	2.56%	2.64%	2.55%	2.63%	2.85%	2.45%	2.73%	4.69%	3.30%	6.20%

Frequently Asked Questions

Can I hold both KFY and SDY in my portfolio?

KFY and SDY 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.

Which is riskier, KFY or SDY?

KFY has higher volatility (7.52%) compared to SDY (2.47%). In terms of maximum drawdown, KFY dropped -86.57% vs SDY's -54.75%.

Which has better risk-adjusted returns?

SDY currently has the higher Sharpe Ratio (1.25 vs 0.11), 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.