KIM vs. IWM
KIM (Kimco Realty Corporation) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, KIM returned 3.43%/yr vs 12.10%/yr for IWM. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
KIM vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, KIM achieves a 28.70% return, which is significantly higher than IWM's 21.93% return. Over the past 10 years, KIM has underperformed IWM with an annualized return of 3.43%, while IWM has yielded a comparatively higher 12.10% annualized return.
KIM
- 1D
- 0.39%
- 1M
- 5.13%
- YTD
- 28.70%
- 6M
- 27.76%
- 1Y
- 28.27%
- 3Y*
- 15.66%
- 5Y*
- 8.57%
- 10Y*
- 3.43%
IWM
- 1D
- 0.75%
- 1M
- 3.14%
- YTD
- 21.93%
- 6M
- 18.77%
- 1Y
- 42.48%
- 3Y*
- 19.66%
- 5Y*
- 6.49%
- 10Y*
- 12.10%
KIM vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KIM Kimco Realty Corporation | 28.70% | -9.26% | 15.02% | 6.05% | -10.80% | 69.48% | -23.94% | 49.75% | -13.26% | -23.67% |
IWM iShares Russell 2000 ETF | 21.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between KIM and IWM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.54 |
The correlation between KIM and IWM shifts across timeframes, from 0.35 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
KIM vs. IWM — Risk / Return Rank
KIM
IWM
KIM vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimco Realty Corporation (KIM) and iShares Russell 2000 ETF (IWM). 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.
| KIM | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.87 | -1.63 |
| Martin ratioReturn relative to average drawdown | 5.13 | 13.69 | -8.57 |
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Drawdowns
KIM vs. IWM - Drawdown Comparison
The maximum KIM drawdown since its inception was -85.65%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for KIM and IWM.
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Drawdown Indicators
| KIM | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.65% | -59.05% | -26.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -11.03% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -25.88% | -27.50% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -33.61% | -31.91% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -69.52% | -41.13% | -28.39% |
Current DrawdownCurrent decline from peak | -1.51% | 0.00% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -10.74% | -12.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 3.11% | +2.42% |
Volatility
KIM vs. IWM - Volatility Comparison
Kimco Realty Corporation (KIM) has a higher volatility of 6.89% compared to iShares Russell 2000 ETF (IWM) at 6.31%. This indicates that KIM's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KIM | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 6.31% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 14.28% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 19.69% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 22.60% | +3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 23.06% | +10.92% |
Dividends
KIM vs. IWM - Dividend Comparison
KIM's dividend yield for the trailing twelve months is around 4.04%, more than IWM's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.89% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
KIM Kimco Realty Corporation | 4.04% | 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 IWM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KIM has higher volatility (6.89%) compared to IWM (6.31%). In terms of maximum drawdown, KIM dropped -85.65% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (2.17 vs 1.53), 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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