KW vs. MORT
Compare and contrast key facts about Kennedy-Wilson Holdings, Inc. (KW) and VanEck Vectors Mortgage REIT Income ETF (MORT).
MORT is a passively managed fund by VanEck that tracks the performance of the MVIS Global Mortgage REITs Index. It was launched on Aug 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KW or MORT.
Key characteristics
| KW | MORT | |
|---|---|---|
| YTD Return | -7.80% | 1.53% |
| 1Y Return | -2.70% | 10.25% |
| 3Y Return (Ann) | -18.46% | -6.92% |
| 5Y Return (Ann) | -8.80% | -4.30% |
| 10Y Return (Ann) | -4.34% | 1.34% |
| Sharpe Ratio | -0.06 | 0.57 |
| Sortino Ratio | 0.19 | 0.87 |
| Omega Ratio | 1.02 | 1.11 |
| Calmar Ratio | -0.03 | 0.31 |
| Martin Ratio | -0.11 | 1.97 |
| Ulcer Index | 19.94% | 5.79% |
| Daily Std Dev | 37.31% | 20.24% |
| Max Drawdown | -64.17% | -70.13% |
| Current Drawdown | -49.06% | -29.14% |
Correlation
The correlation between KW and MORT is 0.51, 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.
Performance
KW vs. MORT - Performance Comparison
In the year-to-date period, KW achieves a -7.80% return, which is significantly lower than MORT's 1.53% return. Over the past 10 years, KW has underperformed MORT with an annualized return of -4.34%, while MORT has yielded a comparatively higher 1.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KW vs. MORT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kennedy-Wilson Holdings, Inc. (KW) and VanEck Vectors 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.
Dividends
KW vs. MORT - Dividend Comparison
KW's dividend yield for the trailing twelve months is around 6.65%, less than MORT's 10.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KW Kennedy-Wilson Holdings, Inc. | 6.65% | 7.75% | 6.10% | 3.77% | 4.92% | 3.81% | 4.29% | 4.03% | 2.73% | 1.99% | 1.42% | 1.26% |
MORT VanEck Vectors Mortgage REIT Income ETF | 10.85% | 12.18% | 13.10% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% | 10.08% | 15.30% |
Drawdowns
KW vs. MORT - Drawdown Comparison
The maximum KW drawdown since its inception was -64.17%, smaller than the maximum MORT drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for KW and MORT. For additional features, visit the drawdowns tool.
Volatility
KW vs. MORT - Volatility Comparison
Kennedy-Wilson Holdings, Inc. (KW) has a higher volatility of 11.00% compared to VanEck Vectors Mortgage REIT Income ETF (MORT) at 4.55%. This indicates that KW's price experiences larger fluctuations and is considered to be riskier than MORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.