KSS vs. DIA
KSS (Kohl's Corporation) is a stock, while DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average. Over the past 10 years, KSS returned -1.67%/yr vs 13.26%/yr for DIA. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
KSS vs. DIA - Performance Comparison
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Returns By Period
In the year-to-date period, KSS achieves a -4.55% return, which is significantly lower than DIA's 9.95% return. Over the past 10 years, KSS has underperformed DIA with an annualized return of -1.67%, while DIA has yielded a comparatively higher 13.26% annualized return.
KSS
- 1D
- -1.85%
- 1M
- 5.22%
- 6M
- 11.52%
- YTD
- -4.55%
- 1Y
- 83.93%
- 3Y*
- -6.69%
- 5Y*
- -12.47%
- 10Y*
- -1.67%
- ALL TIME*
- 9.37%
DIA
- 1D
- 0.54%
- 1M
- -0.65%
- 6M
- 8.01%
- YTD
- 9.95%
- 1Y
- 22.15%
- 3Y*
- 15.63%
- 5Y*
- 10.36%
- 10Y*
- 13.26%
- ALL TIME*
- 9.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.05B | $1.95B | $2.38B | |
| $61.32M | $60.37M | $78.02M |
KSS vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSS Kohl's Corporation | -4.55% | 51.46% | -45.83% | 23.77% | -45.98% | 23.58% | -17.18% | -19.22% | 26.65% | 15.75% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 9.95% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Correlation
The correlation between KSS and DIA is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.45 |
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Return for Risk
KSS vs. DIA — Risk / Return Rank
KSS
DIA
KSS vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kohl's Corporation (KSS) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KSS | DIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.12 | -0.53 |
| Martin ratioReturn relative to average drawdown | 3.02 | 8.21 | -5.19 |
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Drawdowns
KSS vs. DIA - Drawdown Comparison
The maximum KSS drawdown since its inception was -89.16%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for KSS and DIA.
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Drawdown Indicators
| KSS | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.16% | -51.87% | -37.29% |
Max Drawdown (1Y)Largest decline over 1 year | -51.84% | -9.76% | -42.08% |
Max Drawdown (3Y)Largest decline over 3 years | -77.01% | -15.95% | -61.06% |
Max Drawdown (5Y)Largest decline over 5 years | -87.56% | -20.76% | -66.80% |
Max Drawdown (10Y)Largest decline over 10 years | -89.16% | -36.70% | -52.46% |
Current DrawdownCurrent decline from peak | -64.62% | -1.06% | -63.56% |
Average DrawdownAverage peak-to-trough decline | -29.54% | -7.11% | -22.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.29% | 2.52% | +24.77% |
Volatility
KSS vs. DIA - Volatility Comparison
Kohl's Corporation (KSS) has a higher volatility of 15.34% compared to State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) at 3.74%. This indicates that KSS's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KSS | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.34% | 3.74% | +11.60% |
Volatility (6M)Calculated over the trailing 6-month period | 45.29% | 9.82% | +35.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.56% | 12.52% | +66.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.79% | 14.83% | +54.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.80% | 17.53% | +46.27% |
Dividends
KSS vs. DIA - Dividend Comparison
KSS's dividend yield for the trailing twelve months is around 2.61%, more than DIA's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
KSS Kohl's Corporation | 2.61% | 2.45% | 14.25% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% |
Frequently Asked Questions
KSS and DIA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSS has higher volatility (15.34%) compared to DIA (3.74%). In terms of maximum drawdown, KSS dropped -89.16% vs DIA's -51.87%.
DIA currently has the higher Sharpe Ratio (1.66 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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