SNEX vs. KEAT
SNEX (StoneX Group Inc.) is a stock, while KEAT (Keating Active ETF) is Global Allocation fund actively managed by Keating. Over the past year, SNEX returned 92.57% vs 24.92% for KEAT. At a 0.34 correlation, their price movements are largely independent.
Performance
SNEX vs. KEAT - Performance Comparison
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Returns By Period
In the year-to-date period, SNEX achieves a 71.98% return, which is significantly higher than KEAT's 9.05% return.
SNEX
- 1D
- 1.39%
- 1M
- 3.01%
- YTD
- 71.98%
- 6M
- 75.17%
- 1Y
- 92.57%
- 3Y*
- 63.59%
- 5Y*
- 40.37%
- 10Y*
- 29.72%
KEAT
- 1D
- -0.72%
- 1M
- -1.47%
- YTD
- 9.05%
- 6M
- 9.91%
- 1Y
- 24.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SNEX vs. KEAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SNEX StoneX Group Inc. | 71.98% | 45.65% | 41.29% |
KEAT Keating Active ETF | 9.05% | 22.76% | 2.41% |
Correlation
The correlation between SNEX and KEAT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2024 | 0.34 |
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Return for Risk
SNEX vs. KEAT — Risk / Return Rank
SNEX
KEAT
SNEX vs. KEAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and Keating Active ETF (KEAT). 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.
| SNEX | KEAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 4.14 | +0.31 |
| Martin ratioReturn relative to average drawdown | 11.43 | 11.38 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNEX | KEAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.44 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.52 | -1.32 |
Drawdowns
SNEX vs. KEAT - Drawdown Comparison
The maximum SNEX drawdown since its inception was -97.89%, which is greater than KEAT's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for SNEX and KEAT.
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Drawdown Indicators
| SNEX | KEAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.89% | -7.45% | -90.44% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -6.04% | -14.87% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.65% | — | — |
Current DrawdownCurrent decline from peak | -10.54% | -5.92% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -42.93% | -1.57% | -41.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 2.20% | +5.93% |
Volatility
SNEX vs. KEAT - Volatility Comparison
StoneX Group Inc. (SNEX) has a higher volatility of 17.29% compared to Keating Active ETF (KEAT) at 2.55%. This indicates that SNEX's price experiences larger fluctuations and is considered to be riskier than KEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNEX | KEAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.29% | 2.55% | +14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 30.77% | 8.32% | +22.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.87% | 10.25% | +31.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.99% | 10.27% | +24.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.43% | 10.27% | +26.16% |
Dividends
SNEX vs. KEAT - Dividend Comparison
SNEX has not paid dividends to shareholders, while KEAT's dividend yield for the trailing twelve months is around 2.25%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
KEAT Keating Active ETF | 2.25% | 2.48% | 1.72% |
SNEX StoneX Group Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SNEX and KEAT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNEX has higher volatility (17.29%) compared to KEAT (2.55%). In terms of maximum drawdown, SNEX dropped -97.89% vs KEAT's -7.45%.
KEAT currently has the higher Sharpe Ratio (2.44 vs 2.22), 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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