Correlation
The correlation between KRG and ^W2DOW is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Performance
KRG vs. ^W2DOW - Performance Comparison
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Key characteristics
KRG:
0.34
^W2DOW:
0.72
KRG:
0.77
^W2DOW:
0.94
KRG:
1.10
^W2DOW:
1.15
KRG:
0.27
^W2DOW:
0.62
KRG:
0.88
^W2DOW:
2.00
KRG:
12.03%
^W2DOW:
4.86%
KRG:
24.39%
^W2DOW:
14.54%
KRG:
-88.63%
^W2DOW:
-93.05%
KRG:
-29.63%
^W2DOW:
-0.34%
Returns By Period
In the year-to-date period, KRG achieves a -10.06% return, which is significantly lower than ^W2DOW's 11.79% return. Over the past 10 years, KRG has outperformed ^W2DOW with an annualized return of 3.27%, while ^W2DOW has yielded a comparatively lower 2.96% annualized return.
KRG
-10.06%
0.23%
-17.66%
5.81%
6.67%
22.84%
3.27%
^W2DOW
11.79%
4.89%
9.34%
10.51%
6.42%
7.54%
2.96%
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Risk-Adjusted Performance
KRG vs. ^W2DOW — Risk-Adjusted Performance Rank
KRG
^W2DOW
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.
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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.
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Volatility
KRG vs. ^W2DOW - Volatility Comparison
Kite Realty Group Trust (KRG) has a higher volatility of 8.11% compared to Dow Jones Global ex-U.S. Index (^W2DOW) at 2.47%. 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.
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