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SKRE vs. KRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKRE vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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, SKRE achieves a -33.64% return, which is significantly lower than KRE's 18.73% return.


SKRE

1D
-0.47%
1M
-3.55%
6M
-24.32%
YTD
-33.64%
1Y
-49.41%
3Y*
5Y*
10Y*
ALL TIME*
-41.39%

KRE

1D
0.21%
1M
1.39%
6M
11.83%
YTD
18.73%
1Y
32.45%
3Y*
19.76%
5Y*
6.87%
10Y*
9.54%
ALL TIME*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$961.35M$999.45M$1.05B
$138.55K$152.58K$246.42K

SKRE vs. KRE - Yearly Performance Comparison


2026 (YTD)20252024
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
-33.64%-31.29%-44.47%
KRE
SPDR S&P Regional Banking ETF
18.73%10.21%22.22%

Correlation

The correlation between SKRE and KRE is -1.00, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-1.00

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2024

-0.99

The correlation between SKRE and KRE has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

SKRE vs. KRE — Risk / Return Rank

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

SKRE
SKRE Risk / Return Rank: 11
Overall Rank
SKRE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SKRE Sortino Ratio Rank: 11
Sortino Ratio Rank
SKRE Omega Ratio Rank: 11
Omega Ratio Rank
SKRE Calmar Ratio Rank: 11
Calmar Ratio Rank
SKRE Martin Ratio Rank: 00
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 5353
Overall Rank
KRE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 5353
Sortino Ratio Rank
KRE Omega Ratio Rank: 5555
Omega Ratio Rank
KRE Calmar Ratio Rank: 5757
Calmar Ratio Rank
KRE Martin Ratio Rank: 4747
Martin Ratio Rank
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.

SKRE vs. KRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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.


SKREKREDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.82

1.24

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.92

2.00

-2.92

Martin ratioReturn relative to average drawdown

-1.55

5.30

-6.85

SKRE vs. KRE - Sharpe Ratio Comparison

The current SKRE Sharpe Ratio is -1.04, which is lower than the KRE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SKRE 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

SKRE vs. KRE - Drawdown Comparison

The maximum SKRE drawdown since its inception was -79.33%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for SKRE and KRE.


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Drawdown Indicators


SKREKREDifference

Max Drawdown

Largest peak-to-trough decline

-79.33%

-68.54%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-51.44%

-14.95%

-36.49%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

Current Drawdown

Current decline from peak

-78.48%

-2.39%

-76.09%

Average Drawdown

Average peak-to-trough decline

-49.04%

-21.74%

-27.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.59%

5.63%

+24.96%

Volatility

SKRE vs. KRE - Volatility Comparison

Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) has a higher volatility of 11.05% compared to SPDR S&P Regional Banking ETF (KRE) at 5.56%. This indicates that SKRE'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


SKREKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.05%

5.56%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

30.36%

15.30%

+15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

46.00%

22.91%

+23.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.78%

29.63%

+25.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.78%

31.76%

+23.02%

SKRE vs. KRE - Expense Ratio Comparison

SKRE has a 0.75% expense ratio, which is higher than KRE's 0.35% expense ratio.


Dividends

SKRE vs. KRE - Dividend Comparison

SKRE's dividend yield for the trailing twelve months is around 0.39%, less than KRE's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
KRE
SPDR S&P Regional Banking ETF
2.10%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%
SKRE
Tuttle Capital Daily 2X Inverse Regional Banks ETF
0.39%0.26%3.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SKRE and KRE have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKRE has higher volatility (11.05%) compared to KRE (5.56%). In terms of maximum drawdown, SKRE dropped -79.33% vs KRE's -68.54%.

On 1-year performance, KRE leads with 32.45% vs -49.41% for SKRE. On fees, KRE is cheaper at 0.35% per year. On volatility, KRE has been the lower-risk option at 5.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KRE has performed better with a 32.45% return vs -49.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KRE is cheaper with a 0.35% expense ratio, compared with 0.75% for SKRE.

KRE has the higher dividend yield at 2.10%, compared with 0.39% for SKRE.

SKRE is categorized as Inverse Equities, while KRE is Financials Equities. SKRE tracks S&P Regional Banks Select Industry, while KRE tracks S&P Regional Banks Select Industry Index. They also come from different issuers: Tuttle and State Street. Their fees differ too: 0.75% for SKRE and 0.35% for KRE.

KRE currently has the higher Sharpe Ratio (1.31 vs -1.04), 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.

Portfolio Optimizer

Find the right allocation for SKRE and KRE

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