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PFFR vs. KBWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFR and KBWY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

PFFR vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap REIT Preferred ETF (PFFR) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
25.42%
-22.76%
PFFR
KBWY

Key characteristics

Sharpe Ratio

PFFR:

0.82

KBWY:

-0.20

Sortino Ratio

PFFR:

1.18

KBWY:

-0.15

Omega Ratio

PFFR:

1.15

KBWY:

0.98

Calmar Ratio

PFFR:

0.66

KBWY:

-0.12

Martin Ratio

PFFR:

1.98

KBWY:

-0.36

Ulcer Index

PFFR:

3.69%

KBWY:

11.42%

Daily Std Dev

PFFR:

8.99%

KBWY:

20.17%

Max Drawdown

PFFR:

-53.02%

KBWY:

-57.68%

Current Drawdown

PFFR:

-6.42%

KBWY:

-28.81%

Returns By Period

In the year-to-date period, PFFR achieves a -0.27% return, which is significantly higher than KBWY's -11.53% return.


PFFR

YTD

-0.27%

1M

-1.83%

6M

-5.47%

1Y

8.37%

5Y*

6.11%

10Y*

N/A

KBWY

YTD

-11.53%

1M

-7.42%

6M

-20.97%

1Y

-2.99%

5Y*

7.15%

10Y*

-0.66%

*Annualized

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PFFR vs. KBWY - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is higher than KBWY's 0.35% expense ratio.


Expense ratio chart for PFFR: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFR: 0.45%
Expense ratio chart for KBWY: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWY: 0.35%

Risk-Adjusted Performance

PFFR vs. KBWY — Risk-Adjusted Performance Rank

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

PFFR
The Risk-Adjusted Performance Rank of PFFR is 6969
Overall Rank
The Sharpe Ratio Rank of PFFR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PFFR is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PFFR is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PFFR is 5858
Martin Ratio Rank

KBWY
The Risk-Adjusted Performance Rank of KBWY is 1111
Overall Rank
The Sharpe Ratio Rank of KBWY is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWY is 1010
Sortino Ratio Rank
The Omega Ratio Rank of KBWY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of KBWY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of KBWY is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFFR vs. KBWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


The chart of Sharpe ratio for PFFR, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.00
PFFR: 0.82
KBWY: -0.20
The chart of Sortino ratio for PFFR, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
PFFR: 1.18
KBWY: -0.15
The chart of Omega ratio for PFFR, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
PFFR: 1.15
KBWY: 0.98
The chart of Calmar ratio for PFFR, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
PFFR: 0.66
KBWY: -0.12
The chart of Martin ratio for PFFR, currently valued at 1.98, compared to the broader market0.0020.0040.0060.00
PFFR: 1.98
KBWY: -0.36

The current PFFR Sharpe Ratio is 0.82, which is higher than the KBWY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of PFFR and KBWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.82
-0.20
PFFR
KBWY

Dividends

PFFR vs. KBWY - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.01%, less than KBWY's 10.04% yield.


TTM20242023202220212020201920182017201620152014
PFFR
InfraCap REIT Preferred ETF
8.01%7.78%7.72%9.65%6.08%6.11%5.77%6.48%5.12%0.00%0.00%0.00%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
10.04%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%4.57%

Drawdowns

PFFR vs. KBWY - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for PFFR and KBWY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.42%
-28.81%
PFFR
KBWY

Volatility

PFFR vs. KBWY - Volatility Comparison

The current volatility for InfraCap REIT Preferred ETF (PFFR) is 4.41%, while Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a volatility of 11.05%. This indicates that PFFR experiences smaller price fluctuations and is considered to be less risky than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
4.41%
11.05%
PFFR
KBWY