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KRE vs. WAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KRE vs. WAL - Performance Comparison

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

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KRE vs. WAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WAL
Western Alliance Bancorporation
-15.33%2.55%29.67%14.12%-43.68%81.72%7.77%45.90%-30.25%16.24%

Returns By Period

In the year-to-date period, KRE achieves a 1.11% return, which is significantly higher than WAL's -15.33% return. Over the past 10 years, KRE has underperformed WAL with an annualized return of 8.29%, while WAL has yielded a comparatively higher 9.14% 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%

WAL

1D
4.24%
1M
-11.79%
YTD
-15.33%
6M
-17.49%
1Y
-6.00%
3Y*
28.92%
5Y*
-3.59%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KRE vs. WAL — 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

WAL
WAL Risk / Return Rank: 3535
Overall Rank
WAL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WAL Sortino Ratio Rank: 3333
Sortino Ratio Rank
WAL Omega Ratio Rank: 3333
Omega Ratio Rank
WAL Calmar Ratio Rank: 3737
Calmar Ratio Rank
WAL Martin Ratio Rank: 3535
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. WAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and Western Alliance Bancorporation (WAL). 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.


KREWALDifference

Sharpe ratio

Return per unit of total volatility

0.63

-0.14

+0.76

Sortino ratio

Return per unit of downside risk

1.00

0.11

+0.89

Omega ratio

Gain probability vs. loss probability

1.15

1.02

+0.13

Calmar ratio

Return relative to maximum drawdown

1.23

-0.17

+1.40

Martin ratio

Return relative to average drawdown

3.07

-0.45

+3.52

KRE vs. WAL - Sharpe Ratio Comparison

The current KRE Sharpe Ratio is 0.63, which is higher than the WAL Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of KRE and WAL, 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


KREWALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.14

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.06

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.18

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.10

+0.02

Correlation

The correlation between KRE and WAL is 0.79, 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. WAL - Dividend Comparison

KRE's dividend yield for the trailing twelve months is around 2.42%, more than WAL's 2.26% 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%
WAL
Western Alliance Bancorporation
2.26%1.86%1.78%2.20%2.38%1.11%1.67%0.88%0.00%0.00%0.00%0.00%

Drawdowns

KRE vs. WAL - Drawdown Comparison

The maximum KRE drawdown since its inception was -68.54%, smaller than the maximum WAL drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for KRE and WAL.


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Drawdown Indicators


KREWALDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-92.14%

+23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-30.26%

+15.31%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

-84.79%

+32.10%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

-84.79%

+29.87%

Current Drawdown

Current decline from peak

-11.00%

-36.37%

+25.37%

Average Drawdown

Average peak-to-trough decline

-22.05%

-38.58%

+16.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

11.31%

-5.31%

Volatility

KRE vs. WAL - Volatility Comparison

The current volatility for SPDR S&P Regional Banking ETF (KRE) is 5.28%, while Western Alliance Bancorporation (WAL) has a volatility of 12.63%. This indicates that KRE experiences smaller price fluctuations and is considered to be less risky than WAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KREWALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

12.63%

-7.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.94%

30.69%

-12.75%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

44.09%

-15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.07%

60.39%

-30.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

52.26%

-20.30%