KSS vs. XRT

Last updated Apr 1, 2026

Compare and contrast key facts about Kohl's Corporation (KSS) and SPDR S&P Retail ETF (XRT).

XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006.

Performance

KSS vs. XRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kohl's Corporation (KSS) and SPDR S&P Retail ETF (XRT). The values are adjusted to include any dividend payments, if applicable.

KSS vs. XRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KSS Kohl's Corporation	-36.17%	51.46%	-45.83%	23.77%	-45.98%	23.58%	-17.18%	-19.22%	26.65%	15.75%
XRT SPDR S&P Retail ETF	-5.40%	8.07%	11.78%	21.53%	-31.64%	42.60%	41.91%	14.12%	-8.04%	4.22%

Returns By Period

In the year-to-date period, KSS achieves a -36.17% return, which is significantly lower than XRT's -5.40% return. Over the past 10 years, KSS has underperformed XRT with an annualized return of -7.19%, while XRT has yielded a comparatively higher 7.33% annualized return.

KSS

• 1D: 5.74%
• 1M: -20.41%
• YTD: -36.17%
• 6M: -14.78%
• 1Y: 63.51%
• 3Y*: -12.06%
• 5Y*: -21.36%
• 10Y*: -7.19%

XRT

• 1D: 2.68%
• 1M: -7.23%
• YTD: -5.40%
• 6M: -6.19%
• 1Y: 17.47%
• 3Y*: 9.68%
• 5Y*: -0.58%
• 10Y*: 7.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KSS vs. XRT — Risk / Return Rank

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

KSS

KSS Risk / Return Rank: 69
KSS Sharpe Ratio Rank: 66
KSS Sortino Ratio Rank: 76
KSS Omega Ratio Rank: 70
KSS Calmar Ratio Rank: 66
KSS Martin Ratio Rank: 68

XRT

XRT Risk / Return Rank: 45
XRT Sharpe Ratio Rank: 40
XRT Sortino Ratio Rank: 46
XRT Omega Ratio Rank: 40
XRT Calmar Ratio Rank: 57
XRT Martin Ratio Rank: 41

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KSS vs. XRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kohl's Corporation (KSS) and SPDR S&P Retail ETF (XRT). 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.

	KSS	XRT	Difference
Sharpe ratio Return per unit of total volatility	0.66	0.71	-0.05
Sortino ratio Return per unit of downside risk	1.81	1.21	+0.60
Omega ratio Gain probability vs. loss probability	1.21	1.15	+0.06
Calmar ratio Return relative to maximum drawdown	1.15	1.36	-0.22
Martin ratio Return relative to average drawdown	3.03	3.60	-0.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KSS vs. XRT - Sharpe Ratio Comparison

The current KSS Sharpe Ratio is 0.66, which is comparable to the XRT Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of KSS and XRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KSS	XRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	0.71	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.31	-0.02	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	0.27	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.34	-0.16

Correlation

The correlation between KSS and XRT is 0.68, 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.

Dividends

KSS vs. XRT - Dividend Comparison

KSS's dividend yield for the trailing twelve months is around 3.88%, more than XRT's 0.86% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KSS Kohl's Corporation	3.88%	2.45%	14.25%	6.97%	7.92%	2.02%	1.73%	5.26%	3.68%	4.06%	4.05%	3.78%
XRT SPDR S&P Retail ETF	0.86%	0.77%	1.52%	1.40%	2.15%	1.55%	1.01%	1.57%	1.51%	1.52%	1.36%	1.30%

Drawdowns

KSS vs. XRT - Drawdown Comparison

The maximum KSS drawdown since its inception was -89.16%, which is greater than XRT's maximum drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for KSS and XRT.

Drawdown Indicators

	KSS	XRT	Difference
Max Drawdown Largest peak-to-trough decline	-89.16%	-65.81%	-23.35%
Max Drawdown (1Y) Largest decline over 1 year	-50.57%	-13.53%	-37.04%
Max Drawdown (5Y) Largest decline over 5 years	-87.56%	-44.57%	-42.99%
Max Drawdown (10Y) Largest decline over 10 years	-89.16%	-47.02%	-42.14%
Current Drawdown Current decline from peak	-76.34%	-16.82%	-59.52%
Average Drawdown Average peak-to-trough decline	-29.13%	-15.01%	-14.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.14%	5.11%	+14.03%

Volatility

KSS vs. XRT - Volatility Comparison

Kohl's Corporation (KSS) has a higher volatility of 16.87% compared to SPDR S&P Retail ETF (XRT) at 5.65%. This indicates that KSS's price experiences larger fluctuations and is considered to be riskier than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KSS	XRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.87%	5.65%	+11.22%
Volatility (6M) Calculated over the trailing 6-month period	53.49%	14.65%	+38.84%
Volatility (1Y) Calculated over the trailing 1-year period	96.57%	24.75%	+71.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.52%	27.01%	+41.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.87%	27.17%	+35.70%