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KIM vs. KBWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KIM and KBWY is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

KIM vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimco Realty Corporation (KIM) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.31%
7.20%
KIM
KBWY

Key characteristics

Sharpe Ratio

KIM:

0.43

KBWY:

-0.12

Sortino Ratio

KIM:

0.73

KBWY:

-0.03

Omega Ratio

KIM:

1.09

KBWY:

1.00

Calmar Ratio

KIM:

0.34

KBWY:

-0.08

Martin Ratio

KIM:

1.08

KBWY:

-0.26

Ulcer Index

KIM:

8.28%

KBWY:

9.06%

Daily Std Dev

KIM:

20.75%

KBWY:

19.54%

Max Drawdown

KIM:

-85.65%

KBWY:

-57.68%

Current Drawdown

KIM:

-9.85%

KBWY:

-19.41%

Returns By Period

In the year-to-date period, KIM achieves a 12.95% return, which is significantly higher than KBWY's -3.35% return. Over the past 10 years, KIM has outperformed KBWY with an annualized return of 3.76%, while KBWY has yielded a comparatively lower 0.59% annualized return.


KIM

YTD

12.95%

1M

-7.23%

6M

24.30%

1Y

10.72%

5Y*

7.11%

10Y*

3.76%

KBWY

YTD

-3.35%

1M

-7.34%

6M

7.20%

1Y

-1.35%

5Y*

-2.86%

10Y*

0.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KIM vs. KBWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimco Realty Corporation (KIM) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


Sharpe ratio
The chart of Sharpe ratio for KIM, currently valued at 0.43, compared to the broader market-4.00-2.000.002.000.43-0.12
The chart of Sortino ratio for KIM, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.73-0.03
The chart of Omega ratio for KIM, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.00
The chart of Calmar ratio for KIM, currently valued at 0.34, compared to the broader market0.002.004.006.000.34-0.08
The chart of Martin ratio for KIM, currently valued at 1.08, compared to the broader market0.0010.0020.001.08-0.26
KIM
KBWY

The current KIM Sharpe Ratio is 0.43, which is higher than the KBWY Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of KIM and KBWY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.43
-0.12
KIM
KBWY

Dividends

KIM vs. KBWY - Dividend Comparison

KIM's dividend yield for the trailing twelve months is around 4.22%, less than KBWY's 7.96% yield.


TTM20232022202120202019201820172016201520142013
KIM
Kimco Realty Corporation
4.22%4.79%3.97%2.76%3.60%5.41%7.65%6.01%4.11%3.68%3.64%4.33%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
7.96%7.90%7.41%5.06%10.35%6.19%8.64%7.25%6.55%5.72%4.57%4.85%

Drawdowns

KIM vs. KBWY - Drawdown Comparison

The maximum KIM drawdown since its inception was -85.65%, which is greater than KBWY's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for KIM and KBWY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.85%
-19.41%
KIM
KBWY

Volatility

KIM vs. KBWY - Volatility Comparison

Kimco Realty Corporation (KIM) and Invesco KBW Premium Yield Equity REIT ETF (KBWY) have volatilities of 5.34% and 5.40%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.34%
5.40%
KIM
KBWY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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