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PHM vs. KRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHM vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PulteGroup, Inc. (PHM) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHM achieves a 5.26% return, which is significantly lower than KRE's 13.93% return. Over the past 10 years, PHM has outperformed KRE with an annualized return of 22.20%, while KRE has yielded a comparatively lower 9.20% annualized return.


PHM

1D
-0.67%
1M
11.86%
YTD
5.26%
6M
-2.17%
1Y
22.19%
3Y*
19.48%
5Y*
18.86%
10Y*
22.20%

KRE

1D
1.47%
1M
9.62%
YTD
13.93%
6M
10.76%
1Y
33.87%
3Y*
21.99%
5Y*
4.16%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHM vs. KRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHM
PulteGroup, Inc.
5.26%8.54%6.22%128.76%-19.22%34.03%12.55%51.33%-20.76%83.43%
KRE
SPDR S&P Regional Banking ETF
13.93%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%

Correlation

The correlation between PHM and KRE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2006

0.47

The correlation between PHM and KRE shifts across timeframes, from 0.41 (10 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PHM vs. KRE — Risk / Return Rank

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

PHM
PHM Risk / Return Rank: 6060
Overall Rank
PHM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PHM Sortino Ratio Rank: 5959
Sortino Ratio Rank
PHM Omega Ratio Rank: 5555
Omega Ratio Rank
PHM Calmar Ratio Rank: 6161
Calmar Ratio Rank
PHM Martin Ratio Rank: 6060
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 4242
Overall Rank
KRE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 4040
Sortino Ratio Rank
KRE Omega Ratio Rank: 4242
Omega Ratio Rank
KRE Calmar Ratio Rank: 4646
Calmar Ratio Rank
KRE Martin Ratio Rank: 3838
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.

PHM vs. KRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and SPDR S&P Regional Banking ETF (KRE). 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.


PHMKREDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.13

1.24

-0.12

Calmar ratioReturn relative to maximum drawdown

0.85

2.03

-1.18

Martin ratioReturn relative to average drawdown

1.66

5.29

-3.63

PHM vs. KRE - Sharpe Ratio Comparison

The current PHM Sharpe Ratio is 0.56, which is lower than the KRE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PHM and KRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PHM vs. KRE - Drawdown Comparison

The maximum PHM drawdown since its inception was -92.40%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for PHM and KRE.


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Drawdown Indicators


PHMKREDifference

Max Drawdown

Largest peak-to-trough decline

-92.40%

-68.54%

-23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-14.95%

-7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-38.01%

-28.20%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-38.01%

-52.69%

+14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-62.11%

-54.92%

-7.19%

Current Drawdown

Current decline from peak

-16.36%

0.00%

-16.36%

Average Drawdown

Average peak-to-trough decline

-35.47%

-21.87%

-13.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.62%

5.75%

+5.87%

Volatility

PHM vs. KRE - Volatility Comparison

PulteGroup, Inc. (PHM) has a higher volatility of 9.64% compared to SPDR S&P Regional Banking ETF (KRE) at 6.15%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than KRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHMKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

6.15%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

23.60%

15.76%

+7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

34.34%

23.37%

+10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.72%

29.99%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.49%

31.93%

+4.56%

Dividends

PHM vs. KRE - Dividend Comparison

PHM's dividend yield for the trailing twelve months is around 0.78%, less than KRE's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
KRE
SPDR S&P Regional Banking ETF
2.14%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%
PHM
PulteGroup, Inc.
0.78%0.78%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%

Frequently Asked Questions


PHM and KRE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHM has higher volatility (9.64%) compared to KRE (6.15%). In terms of maximum drawdown, PHM dropped -92.40% vs KRE's -68.54%.

KRE currently has the higher Sharpe Ratio (1.30 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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