WAL vs. KRE

In the year-to-date period, WAL achieves a -8.67% return, which is significantly lower than KRE's -2.04% return. Over the past 10 years, WAL has outperformed KRE with an annualized return of 10.52%, while KRE has yielded a comparatively lower 5.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Western Alliance Bancorporation (WAL) 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.

The current WAL Sharpe Ratio is 0.43, which is comparable to the KRE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WAL and KRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WAL's dividend yield for the trailing twelve months is around 2.00%, less than KRE's 2.66% yield.

The maximum WAL drawdown since its inception was -92.14%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for WAL and KRE. For additional features, visit the drawdowns tool.

Western Alliance Bancorporation (WAL) has a higher volatility of 10.93% compared to SPDR S&P Regional Banking ETF (KRE) at 7.07%. This indicates that WAL'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.