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KRE vs. FAZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KRE vs. FAZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Regional Banking ETF (KRE) and Direxion Daily Financial Bear 3X Shares (FAZ). The values are adjusted to include any dividend payments, if applicable.

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KRE vs. FAZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KRE
SPDR S&P Regional Banking ETF
2.20%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%
FAZ
Direxion Daily Financial Bear 3X Shares
32.56%-37.21%-51.01%-26.67%1.16%-67.05%-73.90%-58.62%16.84%-46.18%

Returns By Period

In the year-to-date period, KRE achieves a 2.20% return, which is significantly lower than FAZ's 32.56% return. Over the past 10 years, KRE has outperformed FAZ with an annualized return of 8.41%, while FAZ has yielded a comparatively lower -43.12% annualized return.


KRE

1D
1.07%
1M
-2.25%
YTD
2.20%
6M
5.84%
1Y
19.68%
3Y*
17.90%
5Y*
2.46%
10Y*
8.41%

FAZ

1D
-0.34%
1M
10.20%
YTD
32.56%
6M
22.85%
1Y
-8.19%
3Y*
-36.28%
5Y*
-29.67%
10Y*
-43.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KRE vs. FAZ - Expense Ratio Comparison

KRE has a 0.35% expense ratio, which is lower than FAZ's 1.07% expense ratio.


Return for Risk

KRE vs. FAZ — Risk / Return Rank

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

KRE
KRE Risk / Return Rank: 3838
Overall Rank
KRE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3636
Sortino Ratio Rank
KRE Omega Ratio Rank: 3838
Omega Ratio Rank
KRE Calmar Ratio Rank: 4646
Calmar Ratio Rank
KRE Martin Ratio Rank: 3434
Martin Ratio Rank

FAZ
FAZ Risk / Return Rank: 1111
Overall Rank
FAZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FAZ Sortino Ratio Rank: 1313
Sortino Ratio Rank
FAZ Omega Ratio Rank: 1212
Omega Ratio Rank
FAZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAZ Martin Ratio Rank: 1111
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.

KRE vs. FAZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and Direxion Daily Financial Bear 3X Shares (FAZ). 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.


KREFAZDifference

Sharpe ratio

Return per unit of total volatility

0.70

-0.14

+0.84

Sortino ratio

Return per unit of downside risk

1.09

0.22

+0.87

Omega ratio

Gain probability vs. loss probability

1.16

1.03

+0.13

Calmar ratio

Return relative to maximum drawdown

1.26

-0.14

+1.39

Martin ratio

Return relative to average drawdown

3.11

-0.18

+3.29

KRE vs. FAZ - Sharpe Ratio Comparison

The current KRE Sharpe Ratio is 0.70, which is higher than the FAZ Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of KRE and FAZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KREFAZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

-0.14

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.53

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

-0.70

+0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.72

+0.84

Correlation

The correlation between KRE and FAZ is -0.83. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

KRE vs. FAZ - Dividend Comparison

KRE's dividend yield for the trailing twelve months is around 2.39%, less than FAZ's 2.57% yield.


TTM20252024202320222021202020192018201720162015
KRE
SPDR S&P Regional Banking ETF
2.39%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%
FAZ
Direxion Daily Financial Bear 3X Shares
2.57%5.07%7.34%4.88%0.00%0.00%0.62%1.63%0.56%0.00%0.00%0.00%

Drawdowns

KRE vs. FAZ - Drawdown Comparison

The maximum KRE drawdown since its inception was -68.54%, smaller than the maximum FAZ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for KRE and FAZ.


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Drawdown Indicators


KREFAZDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-100.00%

+31.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-54.53%

+39.58%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-88.14%

+35.45%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

-99.78%

+44.86%

Current Drawdown

Current decline from peak

-10.05%

-100.00%

+89.95%

Average Drawdown

Average peak-to-trough decline

-22.04%

-99.13%

+77.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

42.05%

-36.02%

Volatility

KRE vs. FAZ - Volatility Comparison

The current volatility for SPDR S&P Regional Banking ETF (KRE) is 5.39%, while Direxion Daily Financial Bear 3X Shares (FAZ) has a volatility of 13.97%. This indicates that KRE experiences smaller price fluctuations and is considered to be less risky than FAZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KREFAZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

13.97%

-8.58%

Volatility (6M)

Calculated over the trailing 6-month period

17.96%

33.72%

-15.76%

Volatility (1Y)

Calculated over the trailing 1-year period

28.14%

58.17%

-30.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.07%

56.08%

-26.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

62.12%

-30.16%