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KRE vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

KRE vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2025FebruaryMarch
239.69%
556.03%
KRE
VOO

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Risk-Adjusted Performance

KRE vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and undefined (undefined). 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 KRE, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.005.000.530.69
The chart of Sortino ratio for KRE, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.0012.001.020.99
The chart of Omega ratio for KRE, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.13
The chart of Calmar ratio for KRE, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.400.93
The chart of Martin ratio for KRE, currently valued at 2.21, compared to the broader market0.0020.0040.0060.0080.00100.002.213.71
KRE
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.53
0.69
KRE
VOO

Drawdowns

KRE vs. VOO - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-23.55%
-10.04%
KRE
VOO

Volatility

KRE vs. VOO - Volatility Comparison

SPDR S&P Regional Banking ETF (KRE) has a higher volatility of 6.77% compared to undefined (VOO) at 5.12%. This indicates that KRE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2025FebruaryMarch
6.77%
5.12%
KRE
VOO
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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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