XRT vs. KSS
XRT (SPDR S&P Retail ETF) is Consumer Discretionary Equities fund tracking the S&P Retail Select Industry, while KSS (Kohl's Corporation) is a stock. Over the past 10 years, XRT returned 9.25%/yr vs -2.08%/yr for KSS. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
XRT vs. KSS - Performance Comparison
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Returns By Period
In the year-to-date period, XRT achieves a 1.06% return, which is significantly higher than KSS's -12.58% return. Over the past 10 years, XRT has outperformed KSS with an annualized return of 9.25%, while KSS has yielded a comparatively lower -2.08% annualized return.
XRT
- 1D
- 0.32%
- 1M
- 4.15%
- YTD
- 1.06%
- 6M
- -0.21%
- 1Y
- 12.05%
- 3Y*
- 12.88%
- 5Y*
- -0.91%
- 10Y*
- 9.25%
KSS
- 1D
- -0.40%
- 1M
- 35.28%
- YTD
- -12.58%
- 6M
- -16.70%
- 1Y
- 123.15%
- 3Y*
- -0.10%
- 5Y*
- -15.80%
- 10Y*
- -2.08%
XRT vs. KSS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 1.06% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
KSS Kohl's Corporation | -12.58% | 51.46% | -45.83% | 23.77% | -45.98% | 23.58% | -17.18% | -19.22% | 26.65% | 15.75% |
Correlation
The correlation between XRT and KSS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006 | 0.68 |
The correlation between XRT and KSS has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
XRT vs. KSS — Risk / Return Rank
XRT
KSS
XRT vs. KSS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and Kohl's Corporation (KSS). 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.
| XRT | KSS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.31 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.39 | -1.50 |
| Martin ratioReturn relative to average drawdown | 2.02 | 4.70 | -2.68 |
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Drawdowns
XRT vs. KSS - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.81%, smaller than the maximum KSS drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for XRT and KSS.
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Drawdown Indicators
| XRT | KSS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -89.16% | +23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -51.84% | +38.31% |
Max Drawdown (3Y)Largest decline over 3 years | -25.62% | -77.01% | +51.39% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -87.56% | +42.99% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -89.16% | +42.14% |
Current DrawdownCurrent decline from peak | -11.14% | -67.60% | +56.46% |
Average DrawdownAverage peak-to-trough decline | -14.99% | -29.42% | +14.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 26.29% | -20.32% |
Volatility
XRT vs. KSS - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 6.36%, while Kohl's Corporation (KSS) has a volatility of 25.84%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than KSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRT | KSS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 25.84% | -19.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 44.73% | -30.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 88.76% | -68.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.93% | 69.55% | -42.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 63.60% | -36.41% |
Dividends
XRT vs. KSS - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 0.79%, less than KSS's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSS Kohl's Corporation | 2.85% | 2.45% | 14.25% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% |
XRT SPDR S&P Retail ETF | 0.79% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Frequently Asked Questions
XRT and KSS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSS has higher volatility (25.84%) compared to XRT (6.36%). In terms of maximum drawdown, XRT dropped -65.81% vs KSS's -89.16%.
KSS currently has the higher Sharpe Ratio (1.40 vs 0.59), 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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