KRG vs. ^W2DOW
Compare and contrast key facts about Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KRG or ^W2DOW.
Key characteristics
| KRG | ^W2DOW | |
|---|---|---|
| YTD Return | 25.57% | 6.71% |
| 1Y Return | 37.81% | 17.51% |
| 3Y Return (Ann) | 12.53% | -1.55% |
| 5Y Return (Ann) | 13.54% | 3.00% |
| 10Y Return (Ann) | 5.91% | 2.21% |
| Sharpe Ratio | 1.81 | 1.17 |
| Sortino Ratio | 2.68 | 1.65 |
| Omega Ratio | 1.32 | 1.22 |
| Calmar Ratio | 0.97 | 0.74 |
| Martin Ratio | 7.05 | 5.37 |
| Ulcer Index | 5.53% | 2.33% |
| Daily Std Dev | 21.57% | 10.79% |
| Max Drawdown | -88.63% | -93.05% |
| Current Drawdown | -15.02% | -6.50% |
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.
Performance
KRG vs. ^W2DOW - Performance Comparison
In the year-to-date period, KRG achieves a 25.57% return, which is significantly higher than ^W2DOW's 6.71% return. Over the past 10 years, KRG has outperformed ^W2DOW with an annualized return of 5.91%, while ^W2DOW has yielded a comparatively lower 2.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
KRG vs. ^W2DOW - Volatility Comparison
Kite Realty Group Trust (KRG) has a higher volatility of 5.53% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 2.51%. 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.