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KIM vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KIM vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimco Realty Corporation (KIM) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KIM achieves a 27.04% return, which is significantly higher than FREL's 11.53% return. Over the past 10 years, KIM has underperformed FREL with an annualized return of 3.44%, while FREL has yielded a comparatively higher 5.97% annualized return.


KIM

1D
2.03%
1M
5.62%
YTD
27.04%
6M
28.05%
1Y
24.28%
3Y*
16.43%
5Y*
8.72%
10Y*
3.44%

FREL

1D
1.38%
1M
1.09%
YTD
11.53%
6M
11.94%
1Y
11.39%
3Y*
11.20%
5Y*
2.76%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KIM vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KIM
Kimco Realty Corporation
27.04%-9.26%15.02%6.05%-10.80%69.48%-23.94%49.75%-13.26%-23.67%
FREL
Fidelity MSCI Real Estate Index ETF
11.53%3.09%5.05%11.74%-26.21%40.46%-4.99%28.78%-4.52%8.86%

Correlation

The correlation between KIM and FREL is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

0.76

The correlation between KIM and FREL has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.

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Return for Risk

KIM vs. FREL — Risk / Return Rank

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

KIM
KIM Risk / Return Rank: 7575
Overall Rank
KIM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
KIM Sortino Ratio Rank: 7575
Sortino Ratio Rank
KIM Omega Ratio Rank: 7171
Omega Ratio Rank
KIM Calmar Ratio Rank: 7575
Calmar Ratio Rank
KIM Martin Ratio Rank: 7474
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 2626
Overall Rank
FREL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 2222
Sortino Ratio Rank
FREL Omega Ratio Rank: 2222
Omega Ratio Rank
FREL Calmar Ratio Rank: 2828
Calmar Ratio Rank
FREL Martin Ratio Rank: 3131
Martin Ratio Rank
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.

KIM vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimco Realty Corporation (KIM) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


KIMFRELDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

1.92

1.35

+0.57

Martin ratioReturn relative to average drawdown

4.40

4.23

+0.17

KIM vs. FREL - Sharpe Ratio Comparison

The current KIM Sharpe Ratio is 1.31, which is higher than the FREL Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of KIM and FREL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KIM vs. FREL - Drawdown Comparison

The maximum KIM drawdown since its inception was -85.65%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for KIM and FREL.


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Drawdown Indicators


KIMFRELDifference

Max Drawdown

Largest peak-to-trough decline

-85.65%

-42.61%

-43.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-8.45%

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

-17.54%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-33.61%

-34.40%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-69.52%

-42.61%

-26.91%

Current Drawdown

Current decline from peak

-2.78%

-0.77%

-2.01%

Average Drawdown

Average peak-to-trough decline

-22.79%

-9.91%

-12.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

2.70%

+2.83%

Volatility

KIM vs. FREL - Volatility Comparison

Kimco Realty Corporation (KIM) has a higher volatility of 7.03% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 5.15%. This indicates that KIM's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KIMFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

5.15%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

10.21%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

13.84%

+4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.92%

18.90%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.99%

20.72%

+13.27%

Dividends

KIM vs. FREL - Dividend Comparison

KIM's dividend yield for the trailing twelve months is around 4.09%, more than FREL's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
FREL
Fidelity MSCI Real Estate Index ETF
3.28%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%
KIM
Kimco Realty Corporation
4.09%4.98%4.14%4.79%3.97%2.76%3.60%5.41%7.65%6.01%4.11%3.68%

Frequently Asked Questions


KIM and FREL have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KIM has higher volatility (7.03%) compared to FREL (5.15%). In terms of maximum drawdown, KIM dropped -85.65% vs FREL's -42.61%.

KIM currently has the higher Sharpe Ratio (1.31 vs 0.83), 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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