RC vs. KBWY
Compare and contrast key facts about Ready Capital Corporation (RC) and Invesco KBW Premium Yield Equity REIT ETF (KBWY).
KBWY is a passively managed fund by Invesco that tracks the performance of the KBW Premium Yield Equity REIT Index. It was launched on Dec 2, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RC or KBWY.
Performance
RC vs. KBWY - Performance Comparison
Returns By Period
In the year-to-date period, RC achieves a -22.16% return, which is significantly lower than KBWY's 3.93% return. Over the past 10 years, RC has outperformed KBWY with an annualized return of 2.87%, while KBWY has yielded a comparatively lower 1.87% annualized return.
RC
-22.16%
2.56%
-9.26%
-17.65%
-2.16%
2.87%
KBWY
3.93%
-4.97%
14.17%
19.33%
-0.93%
1.87%
Key characteristics
| RC | KBWY | |
|---|---|---|
| Sharpe Ratio | -0.64 | 0.86 |
| Sortino Ratio | -0.74 | 1.32 |
| Omega Ratio | 0.91 | 1.17 |
| Calmar Ratio | -0.47 | 0.61 |
| Martin Ratio | -0.92 | 2.01 |
| Ulcer Index | 20.14% | 8.74% |
| Daily Std Dev | 29.17% | 20.44% |
| Max Drawdown | -76.33% | -57.68% |
| Current Drawdown | -35.23% | -13.34% |
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Correlation
The correlation between RC and KBWY is 0.50, 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.
Risk-Adjusted Performance
RC vs. KBWY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ready Capital Corporation (RC) 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.
Dividends
RC vs. KBWY - Dividend Comparison
RC's dividend yield for the trailing twelve months is around 15.97%, more than KBWY's 8.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RC Ready Capital Corporation | 15.97% | 14.24% | 14.90% | 10.62% | 10.44% | 10.38% | 11.35% | 9.77% | 13.75% | 10.61% | 9.28% | 13.23% |
KBWY Invesco KBW Premium Yield Equity REIT ETF | 8.08% | 7.90% | 7.41% | 5.06% | 10.35% | 6.19% | 8.64% | 7.25% | 6.55% | 5.72% | 4.57% | 4.85% |
Drawdowns
RC vs. KBWY - Drawdown Comparison
The maximum RC drawdown since its inception was -76.33%, which is greater than KBWY's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for RC and KBWY. For additional features, visit the drawdowns tool.
Volatility
RC vs. KBWY - Volatility Comparison
Ready Capital Corporation (RC) has a higher volatility of 8.00% compared to Invesco KBW Premium Yield Equity REIT ETF (KBWY) at 4.28%. This indicates that RC's price experiences larger fluctuations and is considered to be riskier than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.