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KIE vs. JQUA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KIE and JQUA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

KIE vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Insurance ETF (KIE) and JPMorgan U.S. Quality Factor ETF (JQUA). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
124.08%
146.86%
KIE
JQUA

Key characteristics

Sharpe Ratio

KIE:

1.16

JQUA:

0.46

Sortino Ratio

KIE:

1.66

JQUA:

0.68

Omega Ratio

KIE:

1.21

JQUA:

1.09

Calmar Ratio

KIE:

1.56

JQUA:

0.61

Martin Ratio

KIE:

4.54

JQUA:

2.12

Ulcer Index

KIE:

4.16%

JQUA:

2.80%

Daily Std Dev

KIE:

16.34%

JQUA:

12.96%

Max Drawdown

KIE:

-75.30%

JQUA:

-32.92%

Current Drawdown

KIE:

-2.54%

JQUA:

-9.74%

Returns By Period

In the year-to-date period, KIE achieves a 6.40% return, which is significantly higher than JQUA's -4.28% return.


KIE

YTD

6.40%

1M

1.74%

6M

7.04%

1Y

18.92%

5Y*

23.32%

10Y*

12.29%

JQUA

YTD

-4.28%

1M

-5.71%

6M

-2.10%

1Y

5.96%

5Y*

19.05%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KIE vs. JQUA - Expense Ratio Comparison

KIE has a 0.35% expense ratio, which is higher than JQUA's 0.12% expense ratio.


KIE
SPDR S&P Insurance ETF
Expense ratio chart for KIE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KIE: 0.35%
Expense ratio chart for JQUA: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JQUA: 0.12%

Risk-Adjusted Performance

KIE vs. JQUA — Risk-Adjusted Performance Rank

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

KIE
The Risk-Adjusted Performance Rank of KIE is 8080
Overall Rank
The Sharpe Ratio Rank of KIE is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of KIE is 7979
Sortino Ratio Rank
The Omega Ratio Rank of KIE is 7979
Omega Ratio Rank
The Calmar Ratio Rank of KIE is 8484
Calmar Ratio Rank
The Martin Ratio Rank of KIE is 7878
Martin Ratio Rank

JQUA
The Risk-Adjusted Performance Rank of JQUA is 4646
Overall Rank
The Sharpe Ratio Rank of JQUA is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of JQUA is 4040
Sortino Ratio Rank
The Omega Ratio Rank of JQUA is 4242
Omega Ratio Rank
The Calmar Ratio Rank of JQUA is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JQUA is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KIE vs. JQUA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Insurance ETF (KIE) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.


Sharpe ratio
The chart of Sharpe ratio for KIE, currently valued at 1.16, compared to the broader market0.002.004.00
KIE: 1.16
JQUA: 0.46
The chart of Sortino ratio for KIE, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.0012.00
KIE: 1.66
JQUA: 0.68
The chart of Omega ratio for KIE, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
KIE: 1.21
JQUA: 1.09
The chart of Calmar ratio for KIE, currently valued at 1.56, compared to the broader market0.005.0010.0015.00
KIE: 1.56
JQUA: 0.61
The chart of Martin ratio for KIE, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.00100.00
KIE: 4.54
JQUA: 2.12

The current KIE Sharpe Ratio is 1.16, which is higher than the JQUA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of KIE and JQUA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.16
0.46
KIE
JQUA

Dividends

KIE vs. JQUA - Dividend Comparison

KIE's dividend yield for the trailing twelve months is around 1.57%, more than JQUA's 1.38% yield.


TTM20242023202220212020201920182017201620152014
KIE
SPDR S&P Insurance ETF
1.57%1.48%1.45%1.90%1.95%1.85%1.76%1.83%1.56%1.55%1.65%1.81%
JQUA
JPMorgan U.S. Quality Factor ETF
1.38%1.24%1.22%1.59%1.32%1.44%1.67%2.10%0.39%0.00%0.00%0.00%

Drawdowns

KIE vs. JQUA - Drawdown Comparison

The maximum KIE drawdown since its inception was -75.30%, which is greater than JQUA's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for KIE and JQUA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.54%
-9.74%
KIE
JQUA

Volatility

KIE vs. JQUA - Volatility Comparison

The current volatility for SPDR S&P Insurance ETF (KIE) is 5.11%, while JPMorgan U.S. Quality Factor ETF (JQUA) has a volatility of 6.28%. This indicates that KIE experiences smaller price fluctuations and is considered to be less risky than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.11%
6.28%
KIE
JQUA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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