KIE vs. MO
KIE (SPDR S&P Insurance ETF) is Financials Equities fund tracking the S&P Insurance Select Industry Index, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, KIE returned 12.28%/yr vs 7.64%/yr for MO. At a 0.38 correlation, their price movements are largely independent.
Performance
KIE vs. MO - Performance Comparison
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Returns By Period
In the year-to-date period, KIE achieves a 6.45% return, which is significantly lower than MO's 30.70% return. Over the past 10 years, KIE has outperformed MO with an annualized return of 12.28%, while MO has yielded a comparatively lower 7.64% annualized return.
KIE
- 1D
- 2.16%
- 1M
- 8.36%
- 6M
- 8.66%
- YTD
- 6.45%
- 1Y
- 12.81%
- 3Y*
- 17.15%
- 5Y*
- 12.85%
- 10Y*
- 12.28%
MO
- 1D
- 3.56%
- 1M
- 4.05%
- 6M
- 22.38%
- YTD
- 30.70%
- 1Y
- 32.49%
- 3Y*
- 26.47%
- 5Y*
- 17.84%
- 10Y*
- 7.64%
KIE vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KIE SPDR S&P Insurance ETF | 6.45% | 8.12% | 26.95% | 12.18% | 3.48% | 22.75% | -3.04% | 27.19% | -5.99% | 12.83% |
MO Altria Group, Inc. | 30.70% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between KIE and MO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2005 | 0.38 |
Over the past year, the correlation between KIE and MO has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
KIE vs. MO — Risk / Return Rank
KIE
MO
KIE vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Insurance ETF (KIE) and Altria Group, Inc. (MO). 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.
| KIE | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.99 | -0.90 |
| Martin ratioReturn relative to average drawdown | 2.72 | 4.99 | -2.27 |
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Drawdowns
KIE vs. MO - Drawdown Comparison
The maximum KIE drawdown since its inception was -75.30%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for KIE and MO.
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Drawdown Indicators
| KIE | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.30% | -65.43% | -9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -16.40% | +4.59% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -16.40% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -15.68% | -25.83% | +10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -44.31% | -53.69% | +9.38% |
Current DrawdownCurrent decline from peak | -1.54% | -1.38% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -11.99% | -11.91% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 6.53% | -1.81% |
Volatility
KIE vs. MO - Volatility Comparison
The current volatility for SPDR S&P Insurance ETF (KIE) is 6.80%, while Altria Group, Inc. (MO) has a volatility of 7.37%. This indicates that KIE experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KIE | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 7.37% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 18.19% | -5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.86% | 23.23% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 20.82% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 23.07% | -1.90% |
Dividends
KIE vs. MO - Dividend Comparison
KIE's dividend yield for the trailing twelve months is around 1.54%, less than MO's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KIE SPDR S&P Insurance ETF | 1.54% | 1.57% | 1.48% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% |
MO Altria Group, Inc. | 5.81% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
Frequently Asked Questions
KIE and MO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (7.37%) compared to KIE (6.80%). In terms of maximum drawdown, KIE dropped -75.30% vs MO's -65.43%.
MO currently has the higher Sharpe Ratio (1.41 vs 0.77), 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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