PHM vs. KRE
PHM (PulteGroup, Inc.) is a stock, while KRE (SPDR S&P Regional Banking ETF) is Financials Equities fund tracking the S&P Regional Banks Select Industry Index. Over the past 10 years, PHM returned 22.20%/yr vs 9.20%/yr for KRE. At a 0.47 correlation, their price movements are largely independent.
Performance
PHM vs. KRE - Performance Comparison
Loading charts...
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%
PHM vs. KRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PHM vs. KRE — Risk / Return Rank
PHM
KRE
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.
| PHM | KRE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| PHM | KRE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.36% | 0.00% | -16.36% |
Average DrawdownAverage peak-to-trough decline | -35.47% | -21.87% | -13.60% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| PHM | KRE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for PHM and KRE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer