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WAL vs. KRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAL vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Alliance Bancorporation (WAL) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

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WAL vs. KRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAL
Western Alliance Bancorporation
-15.33%2.55%29.67%14.12%-43.68%81.72%7.77%45.90%-30.25%16.24%
KRE
SPDR S&P Regional Banking ETF
1.11%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%

Returns By Period

In the year-to-date period, WAL achieves a -15.33% return, which is significantly lower than KRE's 1.11% return. Over the past 10 years, WAL has outperformed KRE with an annualized return of 9.14%, while KRE has yielded a comparatively lower 8.29% annualized return.


WAL

1D
4.24%
1M
-11.79%
YTD
-15.33%
6M
-17.49%
1Y
-6.00%
3Y*
28.92%
5Y*
-3.59%
10Y*
9.14%

KRE

1D
2.42%
1M
-1.86%
YTD
1.11%
6M
4.17%
1Y
17.51%
3Y*
17.48%
5Y*
2.24%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WAL vs. KRE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAL
WAL Risk / Return Rank: 3535
Overall Rank
WAL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WAL Sortino Ratio Rank: 3333
Sortino Ratio Rank
WAL Omega Ratio Rank: 3333
Omega Ratio Rank
WAL Calmar Ratio Rank: 3737
Calmar Ratio Rank
WAL Martin Ratio Rank: 3535
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 4040
Overall Rank
KRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
KRE Omega Ratio Rank: 3939
Omega Ratio Rank
KRE Calmar Ratio Rank: 5252
Calmar Ratio Rank
KRE Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAL vs. KRE - Risk-Adjusted Trends Comparison

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.


WALKREDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.63

-0.76

Sortino ratio

Return per unit of downside risk

0.11

1.00

-0.89

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.17

1.23

-1.40

Martin ratio

Return relative to average drawdown

-0.45

3.07

-3.52

WAL vs. KRE - Sharpe Ratio Comparison

The current WAL Sharpe Ratio is -0.14, which is lower than the KRE Sharpe Ratio of 0.63. 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.


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Sharpe Ratios by Period


WALKREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.63

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.07

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.26

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.12

-0.02

Correlation

The correlation between WAL and KRE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WAL vs. KRE - Dividend Comparison

WAL's dividend yield for the trailing twelve months is around 2.26%, less than KRE's 2.42% yield.


TTM20252024202320222021202020192018201720162015
WAL
Western Alliance Bancorporation
2.26%1.86%1.78%2.20%2.38%1.11%1.67%0.88%0.00%0.00%0.00%0.00%
KRE
SPDR S&P Regional Banking ETF
2.42%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%

Drawdowns

WAL vs. KRE - Drawdown Comparison

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.


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Drawdown Indicators


WALKREDifference

Max Drawdown

Largest peak-to-trough decline

-92.14%

-68.54%

-23.60%

Max Drawdown (1Y)

Largest decline over 1 year

-30.26%

-14.95%

-15.31%

Max Drawdown (5Y)

Largest decline over 5 years

-84.79%

-52.69%

-32.10%

Max Drawdown (10Y)

Largest decline over 10 years

-84.79%

-54.92%

-29.87%

Current Drawdown

Current decline from peak

-36.37%

-11.00%

-25.37%

Average Drawdown

Average peak-to-trough decline

-38.58%

-22.05%

-16.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.31%

6.00%

+5.31%

Volatility

WAL vs. KRE - Volatility Comparison

Western Alliance Bancorporation (WAL) has a higher volatility of 12.63% compared to SPDR S&P Regional Banking ETF (KRE) at 5.28%. 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.


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Volatility by Period


WALKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.63%

5.28%

+7.35%

Volatility (6M)

Calculated over the trailing 6-month period

30.69%

17.94%

+12.75%

Volatility (1Y)

Calculated over the trailing 1-year period

44.09%

28.13%

+15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.39%

30.07%

+30.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.26%

31.96%

+20.30%