KW vs. MORT
KW (Kennedy-Wilson Holdings, Inc.) is a stock, while MORT (VanEck Mortgage REIT Income ETF) is REIT fund tracking the MVIS US Mortgage REITs Index. Over the past 10 years, KW returned -0.65%/yr vs 2.54%/yr for MORT. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
KW vs. MORT - Performance Comparison
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Returns By Period
In the year-to-date period, KW achieves a 15.43% return, which is significantly higher than MORT's 2.81% return. Over the past 10 years, KW has underperformed MORT with an annualized return of -0.65%, while MORT has yielded a comparatively higher 2.54% annualized return.
KW
- 1D
- 0.00%
- 1M
- -0.09%
- 6M
- 13.67%
- YTD
- 15.43%
- 1Y
- 52.47%
- 3Y*
- -7.65%
- 5Y*
- -5.66%
- 10Y*
- -0.65%
MORT
- 1D
- 1.52%
- 1M
- 3.25%
- 6M
- -0.68%
- YTD
- 2.81%
- 1Y
- 9.28%
- 3Y*
- 6.43%
- 5Y*
- -0.61%
- 10Y*
- 2.54%
KW vs. MORT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KW Kennedy-Wilson Holdings, Inc. | 15.43% | 2.60% | -13.83% | -15.99% | -30.55% | 39.25% | -14.91% | 27.71% | 9.06% | -12.15% |
MORT VanEck Mortgage REIT Income ETF | 2.81% | 12.17% | 0.14% | 14.74% | -26.92% | 15.95% | -22.39% | 21.26% | -4.45% | 18.88% |
Correlation
The correlation between KW and MORT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2011 | 0.50 |
The correlation between KW and MORT shifts across timeframes, from 0.37 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
KW vs. MORT — Risk / Return Rank
KW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MORT
KW vs. MORT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kennedy-Wilson Holdings, Inc. (KW) and VanEck Mortgage REIT Income ETF (MORT). 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.
| KW | MORT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.10 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 4.56 | 0.65 | +3.91 |
| Martin ratioReturn relative to average drawdown | 16.70 | 1.64 | +15.06 |
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Drawdowns
KW vs. MORT - Drawdown Comparison
The maximum KW drawdown since its inception was -70.67%, roughly equal to the maximum MORT drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for KW and MORT.
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Drawdown Indicators
| KW | MORT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.67% | -70.13% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.27% | -14.27% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -60.38% | -21.98% | -38.40% |
Max Drawdown (5Y)Largest decline over 5 years | -70.67% | -42.48% | -28.19% |
Max Drawdown (10Y)Largest decline over 10 years | -70.67% | -70.13% | -0.54% |
Current DrawdownCurrent decline from peak | -43.62% | -19.40% | -24.22% |
Average DrawdownAverage peak-to-trough decline | -19.09% | -15.35% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 5.68% | -0.97% |
Volatility
KW vs. MORT - Volatility Comparison
The current volatility for Kennedy-Wilson Holdings, Inc. (KW) is 0.83%, while VanEck Mortgage REIT Income ETF (MORT) has a volatility of 4.01%. This indicates that KW experiences smaller price fluctuations and is considered to be less risky than MORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KW | MORT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 4.01% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.52% | 13.09% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.55% | 16.83% | +22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.03% | 23.61% | +11.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.56% | 28.86% | +4.70% |
Dividends
KW vs. MORT - Dividend Comparison
KW has not paid dividends to shareholders, while MORT's dividend yield for the trailing twelve months is around 14.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KW Kennedy-Wilson Holdings, Inc. | 4.40% | 4.96% | 6.01% | 7.75% | 6.10% | 3.77% | 4.92% | 3.81% | 4.29% | 4.03% | 2.73% | 1.99% |
MORT VanEck Mortgage REIT Income ETF | 14.85% | 12.76% | 11.55% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% |
Frequently Asked Questions
KW and MORT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORT has higher volatility (4.01%) compared to KW (0.83%). In terms of maximum drawdown, KW dropped -70.67% vs MORT's -70.13%.
KW currently has the higher Sharpe Ratio (1.99 vs 0.55), 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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