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KRNY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KRNY and ^GSPC is 0.49, 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.


-0.50.00.51.00.5

Performance

KRNY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kearny Financial Corp. (KRNY) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
16.36%
9.25%
KRNY
^GSPC

Key characteristics

Sharpe Ratio

KRNY:

0.47

^GSPC:

1.83

Sortino Ratio

KRNY:

1.05

^GSPC:

2.47

Omega Ratio

KRNY:

1.12

^GSPC:

1.33

Calmar Ratio

KRNY:

0.36

^GSPC:

2.76

Martin Ratio

KRNY:

1.72

^GSPC:

11.27

Ulcer Index

KRNY:

11.86%

^GSPC:

2.08%

Daily Std Dev

KRNY:

43.20%

^GSPC:

12.79%

Max Drawdown

KRNY:

-57.41%

^GSPC:

-56.78%

Current Drawdown

KRNY:

-39.42%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, KRNY achieves a 2.91% return, which is significantly lower than ^GSPC's 3.96% return. Over the past 10 years, KRNY has underperformed ^GSPC with an annualized return of 0.09%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.


KRNY

YTD

2.91%

1M

0.78%

6M

13.85%

1Y

13.81%

5Y*

-5.34%

10Y*

0.09%

^GSPC

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

KRNY vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KRNY
The Risk-Adjusted Performance Rank of KRNY is 6060
Overall Rank
The Sharpe Ratio Rank of KRNY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of KRNY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of KRNY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KRNY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of KRNY is 6363
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KRNY vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kearny Financial Corp. (KRNY) and S&P 500 (^GSPC). 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 KRNY, currently valued at 0.47, compared to the broader market-2.000.002.004.000.471.83
The chart of Sortino ratio for KRNY, currently valued at 1.05, compared to the broader market-6.00-4.00-2.000.002.004.006.001.052.47
The chart of Omega ratio for KRNY, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.33
The chart of Calmar ratio for KRNY, currently valued at 0.36, compared to the broader market0.002.004.006.000.362.76
The chart of Martin ratio for KRNY, currently valued at 1.72, compared to the broader market-10.000.0010.0020.0030.001.7211.27
KRNY
^GSPC

The current KRNY Sharpe Ratio is 0.47, which is lower than the ^GSPC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of KRNY and ^GSPC, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.47
1.83
KRNY
^GSPC

Drawdowns

KRNY vs. ^GSPC - Drawdown Comparison

The maximum KRNY drawdown since its inception was -57.41%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for KRNY and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-39.42%
-0.07%
KRNY
^GSPC

Volatility

KRNY vs. ^GSPC - Volatility Comparison

Kearny Financial Corp. (KRNY) has a higher volatility of 9.71% compared to S&P 500 (^GSPC) at 3.21%. This indicates that KRNY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.71%
3.21%
KRNY
^GSPC
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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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