KIE vs. PEP
Compare and contrast key facts about SPDR S&P Insurance ETF (KIE) and PepsiCo, Inc. (PEP).
KIE is a passively managed fund by State Street that tracks the performance of the S&P Insurance Select Industry Index. It was launched on Nov 8, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KIE or PEP.
Performance
KIE vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, KIE achieves a 32.48% return, which is significantly higher than PEP's -5.57% return. Over the past 10 years, KIE has outperformed PEP with an annualized return of 12.45%, while PEP has yielded a comparatively lower 7.80% annualized return.
KIE
32.48%
1.51%
15.97%
36.26%
13.33%
12.45%
PEP
-5.57%
-10.48%
-12.11%
-2.96%
6.19%
7.80%
Key characteristics
| KIE | PEP | |
|---|---|---|
| Sharpe Ratio | 2.53 | -0.19 |
| Sortino Ratio | 3.35 | -0.16 |
| Omega Ratio | 1.44 | 0.98 |
| Calmar Ratio | 4.38 | -0.19 |
| Martin Ratio | 14.17 | -0.62 |
| Ulcer Index | 2.58% | 4.98% |
| Daily Std Dev | 14.46% | 16.33% |
| Max Drawdown | -75.30% | -40.41% |
| Current Drawdown | -0.57% | -16.44% |
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Correlation
The correlation between KIE and PEP is 0.42, 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.
Risk-Adjusted Performance
KIE vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Insurance ETF (KIE) and PepsiCo, Inc. (PEP). 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.
Dividends
KIE vs. PEP - Dividend Comparison
KIE's dividend yield for the trailing twelve months is around 1.28%, less than PEP's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KIE SPDR S&P Insurance ETF | 1.28% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% | 1.81% | 1.38% |
PEP PepsiCo, Inc. | 3.36% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
KIE vs. PEP - Drawdown Comparison
The maximum KIE drawdown since its inception was -75.30%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for KIE and PEP. For additional features, visit the drawdowns tool.
Volatility
KIE vs. PEP - Volatility Comparison
SPDR S&P Insurance ETF (KIE) has a higher volatility of 5.92% compared to PepsiCo, Inc. (PEP) at 4.82%. This indicates that KIE's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.