KRE vs. HWC
Compare and contrast key facts about SPDR S&P Regional Banking ETF (KRE) and Hancock Whitney Corporation (HWC).
KRE is a passively managed fund by State Street that tracks the performance of the S&P Regional Banks Select Industry Index. It was launched on Jun 19, 2006.
Performance
KRE vs. HWC - Performance Comparison
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KRE vs. HWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KRE SPDR S&P Regional Banking ETF | 1.11% | 10.21% | 18.58% | -7.61% | -15.08% | 39.29% | -7.43% | 27.44% | -18.81% | 7.49% |
HWC Hancock Whitney Corporation | 0.62% | 20.02% | 16.07% | 3.30% | -1.23% | 50.58% | -19.11% | 30.21% | -28.49% | 17.20% |
Returns By Period
In the year-to-date period, KRE achieves a 1.11% return, which is significantly higher than HWC's 0.62% return. Over the past 10 years, KRE has underperformed HWC with an annualized return of 8.29%, while HWC has yielded a comparatively higher 13.95% annualized return.
KRE
- 1D
- 2.42%
- 1M
- -1.86%
- YTD
- 1.11%
- 6M
- 4.17%
- 1Y
- 17.51%
- 3Y*
- 17.48%
- 5Y*
- 2.24%
- 10Y*
- 8.29%
HWC
- 1D
- 1.94%
- 1M
- -2.64%
- YTD
- 0.62%
- 6M
- 3.07%
- 1Y
- 24.95%
- 3Y*
- 24.14%
- 5Y*
- 11.55%
- 10Y*
- 13.95%
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Return for Risk
KRE vs. HWC — Risk / Return Rank
KRE
HWC
KRE vs. HWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and Hancock Whitney Corporation (HWC). 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.
| KRE | HWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.82 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.21 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.51 | -0.28 |
Martin ratioReturn relative to average drawdown | 3.07 | 3.84 | -0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KRE | HWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.34 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.36 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.26 | -0.14 |
Correlation
The correlation between KRE and HWC is 0.86, 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.
Dividends
KRE vs. HWC - Dividend Comparison
KRE's dividend yield for the trailing twelve months is around 2.42%, less than HWC's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRE SPDR S&P Regional Banking ETF | 2.42% | 2.45% | 2.59% | 2.99% | 2.51% | 1.97% | 2.78% | 2.21% | 2.48% | 1.40% | 1.40% | 1.80% |
HWC Hancock Whitney Corporation | 2.91% | 2.83% | 2.74% | 2.47% | 2.23% | 2.16% | 3.17% | 2.46% | 2.94% | 1.94% | 2.23% | 3.81% |
Drawdowns
KRE vs. HWC - Drawdown Comparison
The maximum KRE drawdown since its inception was -68.54%, roughly equal to the maximum HWC drawdown of -70.93%. Use the drawdown chart below to compare losses from any high point for KRE and HWC.
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Drawdown Indicators
| KRE | HWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.54% | -70.93% | +2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -17.45% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -52.69% | -41.90% | -10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -54.92% | -70.93% | +16.01% |
Current DrawdownCurrent decline from peak | -11.00% | -13.89% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -22.05% | -21.52% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 6.86% | -0.86% |
Volatility
KRE vs. HWC - Volatility Comparison
The current volatility for SPDR S&P Regional Banking ETF (KRE) is 5.28%, while Hancock Whitney Corporation (HWC) has a volatility of 5.71%. This indicates that KRE experiences smaller price fluctuations and is considered to be less risky than HWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KRE | HWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 5.71% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.94% | 20.24% | -2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.13% | 30.70% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.07% | 33.75% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.96% | 39.35% | -7.39% |