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.
Performance
KW vs. MORT - Performance Comparison
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KW vs. MORT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KW Kennedy-Wilson Holdings, Inc. | 13.13% | 2.60% | -13.83% | -15.99% | -30.55% | 39.25% | -14.91% | 27.71% | 9.06% | -12.15% |
MORT VanEck Vectors Mortgage REIT Income ETF | -2.38% | 12.17% | 0.14% | 14.74% | -26.92% | 15.95% | -22.39% | 21.26% | -4.45% | 18.88% |
Returns By Period
In the year-to-date period, KW achieves a 13.13% return, which is significantly higher than MORT's -2.38% return. Over the past 10 years, KW has underperformed MORT with an annualized return of -2.10%, while MORT has yielded a comparatively higher 3.04% annualized return.
KW
- 1D
- -0.37%
- 1M
- 0.55%
- YTD
- 13.13%
- 6M
- 33.12%
- 1Y
- 31.73%
- 3Y*
- -7.75%
- 5Y*
- -6.85%
- 10Y*
- -2.10%
MORT
- 1D
- 2.70%
- 1M
- -4.47%
- YTD
- -2.38%
- 6M
- 1.74%
- 1Y
- 4.11%
- 3Y*
- 9.12%
- 5Y*
- -1.41%
- 10Y*
- 3.04%
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Return for Risk
KW vs. MORT — Risk / Return Rank
KW
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 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.
| KW | MORT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.20 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.40 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.05 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.37 | +0.78 |
Martin ratioReturn relative to average drawdown | 2.58 | 1.03 | +1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KW | MORT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.20 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | -0.06 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.11 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.16 | -0.01 |
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.
Dividends
KW vs. MORT - Dividend Comparison
KW's dividend yield for the trailing twelve months is around 4.44%, less than MORT's 13.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KW Kennedy-Wilson Holdings, Inc. | 4.44% | 4.96% | 6.01% | 7.75% | 6.10% | 3.77% | 4.92% | 3.81% | 4.29% | 4.03% | 2.73% | 1.99% |
MORT VanEck Vectors Mortgage REIT Income ETF | 13.07% | 12.76% | 11.55% | 12.18% | 13.09% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% |
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 | -29.50% | -14.55% | -14.95% |
Max Drawdown (5Y)Largest decline over 5 years | -70.67% | -42.73% | -27.94% |
Max Drawdown (10Y)Largest decline over 10 years | -70.67% | -70.13% | -0.54% |
Current DrawdownCurrent decline from peak | -44.75% | -23.47% | -21.28% |
Average DrawdownAverage peak-to-trough decline | -18.81% | -15.24% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.42% | 5.35% | +8.07% |
Volatility
KW vs. MORT - Volatility Comparison
The current volatility for Kennedy-Wilson Holdings, Inc. (KW) is 1.06%, while VanEck Vectors Mortgage REIT Income ETF (MORT) has a volatility of 7.50%. 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 | 1.06% | 7.50% | -6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 32.10% | 12.63% | +19.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.97% | 21.00% | +25.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 23.72% | +11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.74% | 28.81% | +4.93% |