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KRG vs. ^W2DOW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KRG and ^W2DOW is 0.26, 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.


-0.50.00.51.00.3

Performance

KRG vs. ^W2DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.51%
-1.52%
KRG
^W2DOW

Key characteristics

Sharpe Ratio

KRG:

0.60

^W2DOW:

0.33

Sortino Ratio

KRG:

0.99

^W2DOW:

0.51

Omega Ratio

KRG:

1.12

^W2DOW:

1.07

Calmar Ratio

KRG:

0.30

^W2DOW:

0.22

Martin Ratio

KRG:

2.28

^W2DOW:

1.12

Ulcer Index

KRG:

5.18%

^W2DOW:

3.17%

Daily Std Dev

KRG:

19.63%

^W2DOW:

10.72%

Max Drawdown

KRG:

-88.63%

^W2DOW:

-93.05%

Current Drawdown

KRG:

-24.18%

^W2DOW:

-9.96%

Returns By Period

In the year-to-date period, KRG achieves a 12.03% return, which is significantly higher than ^W2DOW's 2.76% return. Over the past 10 years, KRG has outperformed ^W2DOW with an annualized return of 3.87%, while ^W2DOW has yielded a comparatively lower 2.06% annualized return.


KRG

YTD

12.03%

1M

-10.49%

6M

14.51%

1Y

13.27%

5Y*

9.89%

10Y*

3.87%

^W2DOW

YTD

2.76%

1M

-1.68%

6M

-1.53%

1Y

4.65%

5Y*

1.64%

10Y*

2.06%

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Risk-Adjusted Performance

KRG vs. ^W2DOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW). 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 KRG, currently valued at 0.59, compared to the broader market-4.00-2.000.002.000.590.33
The chart of Sortino ratio for KRG, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.980.51
The chart of Omega ratio for KRG, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.07
The chart of Calmar ratio for KRG, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.22
The chart of Martin ratio for KRG, currently valued at 2.96, compared to the broader market0.0010.0020.002.961.12
KRG
^W2DOW

The current KRG Sharpe Ratio is 0.60, which is higher than the ^W2DOW Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of KRG and ^W2DOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.59
0.33
KRG
^W2DOW

Drawdowns

KRG vs. ^W2DOW - Drawdown Comparison

The maximum KRG drawdown since its inception was -88.63%, roughly equal to the maximum ^W2DOW drawdown of -93.05%. Use the drawdown chart below to compare losses from any high point for KRG and ^W2DOW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.18%
-9.96%
KRG
^W2DOW

Volatility

KRG vs. ^W2DOW - Volatility Comparison

Kite Realty Group Trust (KRG) has a higher volatility of 5.09% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 2.85%. This indicates that KRG's price experiences larger fluctuations and is considered to be riskier than ^W2DOW 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%JulyAugustSeptemberOctoberNovemberDecember
5.09%
2.85%
KRG
^W2DOW
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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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