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KW vs. MORT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KW vs. MORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kennedy-Wilson Holdings, Inc. (KW) and VanEck Vectors Mortgage REIT Income ETF (MORT). The values are adjusted to include any dividend payments, if applicable.

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KW vs. MORT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KW vs. MORT — Risk / Return Rank

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

KW
KW Risk / Return Rank: 6767
Overall Rank
KW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
KW Sortino Ratio Rank: 6969
Sortino Ratio Rank
KW Omega Ratio Rank: 6969
Omega Ratio Rank
KW Calmar Ratio Rank: 6666
Calmar Ratio Rank
KW Martin Ratio Rank: 6565
Martin Ratio Rank

MORT
MORT Risk / Return Rank: 1919
Overall Rank
MORT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1717
Sortino Ratio Rank
MORT Omega Ratio Rank: 1818
Omega Ratio Rank
MORT Calmar Ratio Rank: 2121
Calmar Ratio Rank
MORT Martin Ratio Rank: 2020
Martin Ratio Rank
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.

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.


KWMORTDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.20

+0.48

Sortino ratio

Return per unit of downside risk

1.54

0.40

+1.14

Omega ratio

Gain probability vs. loss probability

1.21

1.05

+0.16

Calmar ratio

Return relative to maximum drawdown

1.15

0.37

+0.78

Martin ratio

Return relative to average drawdown

2.58

1.03

+1.55

KW vs. MORT - Sharpe Ratio Comparison

The current KW Sharpe Ratio is 0.68, which is higher than the MORT Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of KW and MORT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KWMORTDifference

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.


TTM20252024202320222021202020192018201720162015
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


KWMORTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-44.75%

-23.47%

-21.28%

Average Drawdown

Average peak-to-trough decline

-18.81%

-15.24%

-3.57%

Ulcer Index

Depth 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


KWMORTDifference

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%