MORT vs. KW

Last updated Aug 4, 2026

MORT (VanEck Mortgage REIT Income ETF) is REIT fund tracking the MVIS US Mortgage REITs Index, while KW (Kennedy-Wilson Holdings, Inc.) is a stock. Their 0.50 correlation means they have sometimes moved together and sometimes differently.

Performance

MORT vs. KW - Performance Comparison

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

Returns By Period

MORT

• 1D: 0.83%
• 1M: -1.61%
• 6M: -1.81%
• YTD: 0.24%
• 1Y: 7.47%
• 3Y*: 5.65%
• 5Y*: -0.99%
• 10Y*: 1.76%
• ALL TIME*: 4.07%

KW

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MORT VanEck Mortgage REIT Income ETF	$11.29M	$14.10M	$10.03M

MORT vs. KW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MORT VanEck Mortgage REIT Income ETF	0.24%	12.17%	0.14%	14.74%	-26.92%	15.95%	-22.39%	21.26%	-4.45%	18.88%
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%

Correlation

The correlation between MORT and KW is 0.32, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.32
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.60
Correlation (10Y) Provides a long-term view across more market conditions.	0.53
Correlation (All Time) Calculated using the full available price history since Aug 17, 2011	0.50

The correlation between MORT and KW shifts across timeframes, from 0.32 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

MORT vs. KW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MORT

MORT Risk / Return Rank: 20
MORT Sharpe Ratio Rank: 21
MORT Sortino Ratio Rank: 21
MORT Omega Ratio Rank: 20
MORT Calmar Ratio Rank: 20
MORT Martin Ratio Rank: 20

KW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MORT vs. KW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Mortgage REIT Income ETF (MORT) and Kennedy-Wilson Holdings, Inc. (KW). 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.

	MORT	KW	Difference
Sharpe ratio: Return per unit of total volatility	0.44	—	—
Sortino ratio: Return per unit of downside risk	0.72	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.53	—	—
Martin ratio: Return relative to average drawdown	1.27	—	—

Drawdowns

Drawdown Indicators

	MORT	KW	Difference
Max Drawdown Largest peak-to-trough decline	-70.13%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.27%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.13%	—	—
Current Drawdown Current decline from peak	-21.42%	—	—
Average Drawdown Average peak-to-trough decline	-15.37%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	—	—

Volatility

Volatility by Period

	MORT	KW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.98%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.59%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.89%	—	—

Dividends

MORT vs. KW - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 15.23%, while KW has not paid dividends to shareholders.

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	15.23%	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

Can I hold both MORT and KW in my portfolio?

MORT and KW have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.