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KRE vs. SPCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KRE vs. SPCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Regional Banking ETF (KRE) and RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ). The values are adjusted to include any dividend payments, if applicable.

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KRE vs. SPCZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
KRE
SPDR S&P Regional Banking ETF
1.11%10.21%18.58%-7.61%1.45%
SPCZ
RiverNorth Enhanced Pre-Merger SPAC ETF
-0.15%10.19%5.31%5.93%1.95%

Returns By Period

In the year-to-date period, KRE achieves a 1.11% return, which is significantly higher than SPCZ's -0.15% 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%

SPCZ

1D
-0.04%
1M
-0.78%
YTD
-0.15%
6M
0.39%
1Y
8.26%
3Y*
6.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KRE vs. SPCZ - Expense Ratio Comparison

KRE has a 0.35% expense ratio, which is lower than SPCZ's 0.90% expense ratio.


Return for Risk

KRE vs. SPCZ — Risk / Return Rank

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

KRE
KRE Risk / Return Rank: 4040
Overall Rank
KRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
KRE Omega Ratio Rank: 3939
Omega Ratio Rank
KRE Calmar Ratio Rank: 5252
Calmar Ratio Rank
KRE Martin Ratio Rank: 3636
Martin Ratio Rank

SPCZ
SPCZ Risk / Return Rank: 7575
Overall Rank
SPCZ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPCZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPCZ Omega Ratio Rank: 8282
Omega Ratio Rank
SPCZ Calmar Ratio Rank: 8282
Calmar Ratio Rank
SPCZ Martin Ratio Rank: 6262
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. SPCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ). 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.


KRESPCZDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.33

-0.70

Sortino ratio

Return per unit of downside risk

1.00

1.98

-0.99

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.23

2.37

-1.14

Martin ratio

Return relative to average drawdown

3.07

6.30

-3.23

KRE vs. SPCZ - Sharpe Ratio Comparison

The current KRE Sharpe Ratio is 0.63, which is lower than the SPCZ Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of KRE and SPCZ, 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


KRESPCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.33

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.22

-1.10

Correlation

The correlation between KRE and SPCZ is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KRE vs. SPCZ - Dividend Comparison

KRE's dividend yield for the trailing twelve months is around 2.42%, less than SPCZ's 12.08% yield.


TTM20252024202320222021202020192018201720162015
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%
SPCZ
RiverNorth Enhanced Pre-Merger SPAC ETF
12.08%12.06%4.24%5.01%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KRE vs. SPCZ - Drawdown Comparison

The maximum KRE drawdown since its inception was -68.54%, which is greater than SPCZ's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for KRE and SPCZ.


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Drawdown Indicators


KRESPCZDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-4.47%

-64.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-3.50%

-11.45%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

Current Drawdown

Current decline from peak

-11.00%

-2.77%

-8.23%

Average Drawdown

Average peak-to-trough decline

-22.05%

-0.43%

-21.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

1.32%

+4.68%

Volatility

KRE vs. SPCZ - Volatility Comparison

SPDR S&P Regional Banking ETF (KRE) has a higher volatility of 5.28% compared to RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ) at 1.31%. This indicates that KRE's price experiences larger fluctuations and is considered to be riskier than SPCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KRESPCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

1.31%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.94%

4.19%

+13.75%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

6.25%

+21.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.07%

5.12%

+24.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

5.12%

+26.84%