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AB vs. KKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AB vs. KKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianceBernstein Holding L.P. (AB) and KKR & Co. Inc. (KKR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AB achieves a -0.39% return, which is significantly higher than KKR's -26.61% return. Over the past 10 years, AB has underperformed KKR with an annualized return of 14.30%, while KKR has yielded a comparatively higher 23.50% annualized return.


AB

1D
-1.64%
1M
-6.29%
YTD
-0.39%
6M
-8.47%
1Y
-0.43%
3Y*
11.52%
5Y*
3.78%
10Y*
14.30%

KKR

1D
-0.20%
1M
-8.90%
YTD
-26.61%
6M
-28.16%
1Y
-23.96%
3Y*
19.93%
5Y*
11.96%
10Y*
23.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AB vs. KKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AB
AllianceBernstein Holding L.P.
-0.39%13.36%30.40%-2.29%-23.46%56.27%23.00%19.85%21.04%16.76%
KKR
KKR & Co. Inc.
-26.61%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-4.28%41.78%

Correlation

The correlation between AB and KKR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2010

0.45

The correlation between AB and KKR shifts across timeframes, from 0.36 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AB:

$3.39B

KKR:

$88.94B

EPS

AB:

$3.22

KKR:

$3.10

PE Ratio

AB:

11.38

KKR:

30.04

PS Ratio

AB:

14.16

KKR:

4.45

PB Ratio

AB:

2.69

KKR:

1.10

Total Revenue (TTM)

AB:

$250.00M

KKR:

$19.99B

Gross Profit (TTM)

AB:

$250.00M

KKR:

$8.35B

EBITDA (TTM)

AB:

$252.50M

KKR:

$9.97B

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Return for Risk

AB vs. KKR — Risk / Return Rank

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

AB
AB Risk / Return Rank: 3838
Overall Rank
AB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AB Sortino Ratio Rank: 3434
Sortino Ratio Rank
AB Omega Ratio Rank: 3434
Omega Ratio Rank
AB Calmar Ratio Rank: 4141
Calmar Ratio Rank
AB Martin Ratio Rank: 4141
Martin Ratio Rank

KKR
KKR Risk / Return Rank: 1818
Overall Rank
KKR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1616
Sortino Ratio Rank
KKR Omega Ratio Rank: 1616
Omega Ratio Rank
KKR Calmar Ratio Rank: 2323
Calmar Ratio Rank
KKR Martin Ratio Rank: 2222
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.

AB vs. KKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and KKR & Co. Inc. (KKR). 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.


ABKKRDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.02

0.91

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.54

+0.51

Martin ratioReturn relative to average drawdown

-0.07

-0.99

+0.93

AB vs. KKR - Sharpe Ratio Comparison

The current AB Sharpe Ratio is -0.02, which is higher than the KKR Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of AB and KKR, 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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Sharpe Ratios by Period


ABKKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.65

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.31

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.64

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.08

Drawdowns

AB vs. KKR - Drawdown Comparison

The maximum AB drawdown since its inception was -87.65%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for AB and KKR.


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Drawdown Indicators


ABKKRDifference

Max Drawdown

Largest peak-to-trough decline

-87.65%

-53.10%

-34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-44.62%

+29.94%

Max Drawdown (3Y)

Largest decline over 3 years

-20.84%

-49.42%

+28.58%

Max Drawdown (5Y)

Largest decline over 5 years

-45.76%

-49.42%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-58.08%

-49.42%

-8.66%

Current Drawdown

Current decline from peak

-10.44%

-43.68%

+33.24%

Average Drawdown

Average peak-to-trough decline

-26.21%

-16.18%

-10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

24.21%

-17.53%

Volatility

AB vs. KKR - Volatility Comparison

The current volatility for AllianceBernstein Holding L.P. (AB) is 4.11%, while KKR & Co. Inc. (KKR) has a volatility of 10.21%. This indicates that AB experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABKKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

10.21%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.51%

29.77%

-11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

37.30%

-14.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.24%

39.23%

-10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

36.64%

-4.24%

Dividends

AB vs. KKR - Dividend Comparison

AB's dividend yield for the trailing twelve months is around 9.30%, more than KKR's 0.80% yield.


PositionTTM20252024202320222021202020192018201720162015
AB
AllianceBernstein Holding L.P.
9.30%9.02%8.03%8.44%10.30%7.33%8.26%7.67%10.54%8.50%7.46%8.09%
KKR
KKR & Co. Inc.
0.80%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%

Financials

AB vs. KKR - Financials Comparison

This section allows you to compare key financial metrics between AllianceBernstein Holding L.P. and KKR & Co. Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B202220232024202520260
4.00B
(AB) Total Revenue
(KKR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AB and KKR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KKR has higher volatility (10.21%) compared to AB (4.11%). In terms of maximum drawdown, AB dropped -87.65% vs KKR's -53.10%.

AB currently has the higher Sharpe Ratio (-0.02 vs -0.65), 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 AB and KKR

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