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

Correlation

The correlation between KIE and JQUA is 0.67, 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: 0.7

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
115.32%
149.34%
KIE
JQUA

Key characteristics

Sharpe Ratio

KIE:

0.93

JQUA:

0.67

Sortino Ratio

KIE:

1.35

JQUA:

1.05

Omega Ratio

KIE:

1.19

JQUA:

1.15

Calmar Ratio

KIE:

1.44

JQUA:

0.69

Martin Ratio

KIE:

4.08

JQUA:

2.95

Ulcer Index

KIE:

4.47%

JQUA:

3.92%

Daily Std Dev

KIE:

19.59%

JQUA:

17.23%

Max Drawdown

KIE:

-75.30%

JQUA:

-32.92%

Current Drawdown

KIE:

-6.35%

JQUA:

-8.84%

Returns By Period

In the year-to-date period, KIE achieves a 2.24% return, which is significantly higher than JQUA's -3.31% return.


KIE

YTD

2.24%

1M

-4.97%

6M

0.94%

1Y

17.72%

5Y*

20.43%

10Y*

11.92%

JQUA

YTD

-3.31%

1M

-3.88%

6M

-1.80%

1Y

10.38%

5Y*

16.38%

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.


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 8181
Overall Rank
The Sharpe Ratio Rank of KIE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of KIE is 7878
Sortino Ratio Rank
The Omega Ratio Rank of KIE is 7979
Omega Ratio Rank
The Calmar Ratio Rank of KIE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of KIE is 8181
Martin Ratio Rank

JQUA
The Risk-Adjusted Performance Rank of JQUA is 7272
Overall Rank
The Sharpe Ratio Rank of JQUA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of JQUA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of JQUA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JQUA is 7575
Calmar Ratio Rank
The Martin Ratio Rank of JQUA is 7373
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.


The chart of Sharpe ratio for KIE, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
KIE: 0.93
JQUA: 0.67
The chart of Sortino ratio for KIE, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.00
KIE: 1.35
JQUA: 1.05
The chart of Omega ratio for KIE, currently valued at 1.19, compared to the broader market0.501.001.502.00
KIE: 1.19
JQUA: 1.15
The chart of Calmar ratio for KIE, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.00
KIE: 1.44
JQUA: 0.69
The chart of Martin ratio for KIE, currently valued at 4.08, compared to the broader market0.0020.0040.0060.00
KIE: 4.08
JQUA: 2.95

The current KIE Sharpe Ratio is 0.93, which is higher than the JQUA Sharpe Ratio of 0.67. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.93
0.67
KIE
JQUA

Dividends

KIE vs. JQUA - Dividend Comparison

KIE's dividend yield for the trailing twelve months is around 1.63%, more than JQUA's 1.37% yield.


TTM20242023202220212020201920182017201620152014
KIE
SPDR S&P Insurance ETF
1.63%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
1.37%1.24%1.22%1.60%1.32%1.44%1.67%2.10%0.40%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.35%
-8.84%
KIE
JQUA

Volatility

KIE vs. JQUA - Volatility Comparison

SPDR S&P Insurance ETF (KIE) and JPMorgan U.S. Quality Factor ETF (JQUA) have volatilities of 12.18% and 12.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.18%
12.73%
KIE
JQUA