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AGO vs. KKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGO and KKR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AGO vs. KKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assured Guaranty Ltd. (AGO) and KKR & Co. Inc. (KKR). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2025FebruaryMarchAprilMay
624.34%
1,876.39%
AGO
KKR

Key characteristics

Sharpe Ratio

AGO:

0.53

KKR:

0.50

Sortino Ratio

AGO:

0.92

KKR:

0.97

Omega Ratio

AGO:

1.11

KKR:

1.14

Calmar Ratio

AGO:

0.66

KKR:

0.52

Martin Ratio

AGO:

2.26

KKR:

1.48

Ulcer Index

AGO:

6.32%

KKR:

15.55%

Daily Std Dev

AGO:

27.01%

KKR:

46.46%

Max Drawdown

AGO:

-90.18%

KKR:

-53.10%

Current Drawdown

AGO:

-7.83%

KKR:

-30.35%

Fundamentals

Market Cap

AGO:

$4.50B

KKR:

$105.93B

EPS

AGO:

$6.87

KKR:

$3.28

PE Ratio

AGO:

13.13

KKR:

35.00

PEG Ratio

AGO:

2.52

KKR:

0.55

PS Ratio

AGO:

4.98

KKR:

4.00

PB Ratio

AGO:

0.82

KKR:

4.30

Total Revenue (TTM)

AGO:

$611.00M

KKR:

$12.04B

Gross Profit (TTM)

AGO:

$526.00M

KKR:

$2.82B

EBITDA (TTM)

AGO:

$129.00M

KKR:

$6.00B

Returns By Period

In the year-to-date period, AGO achieves a -2.24% return, which is significantly higher than KKR's -21.33% return. Over the past 10 years, AGO has underperformed KKR with an annualized return of 14.56%, while KKR has yielded a comparatively higher 20.47% annualized return.


AGO

YTD

-2.24%

1M

14.49%

6M

0.06%

1Y

13.50%

5Y*

27.59%

10Y*

14.56%

KKR

YTD

-21.33%

1M

19.14%

6M

-23.59%

1Y

17.42%

5Y*

35.82%

10Y*

20.47%

*Annualized

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Risk-Adjusted Performance

AGO vs. KKR — Risk-Adjusted Performance Rank

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

AGO
The Risk-Adjusted Performance Rank of AGO is 7070
Overall Rank
The Sharpe Ratio Rank of AGO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AGO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AGO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AGO is 7575
Martin Ratio Rank

KKR
The Risk-Adjusted Performance Rank of KKR is 6969
Overall Rank
The Sharpe Ratio Rank of KKR is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of KKR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of KKR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of KKR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of KKR is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGO vs. KKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) 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.


The current AGO Sharpe Ratio is 0.53, which is comparable to the KKR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of AGO and KKR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.50
0.38
AGO
KKR

Dividends

AGO vs. KKR - Dividend Comparison

AGO's dividend yield for the trailing twelve months is around 1.45%, more than KKR's 0.60% yield.


TTM20242023202220212020201920182017201620152014
AGO
Assured Guaranty Ltd.
1.45%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.68%1.38%1.82%1.69%
KKR
KKR & Co. Inc.
0.60%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%

Drawdowns

AGO vs. KKR - Drawdown Comparison

The maximum AGO drawdown since its inception was -90.18%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for AGO and KKR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-7.83%
-30.35%
AGO
KKR

Volatility

AGO vs. KKR - Volatility Comparison

The current volatility for Assured Guaranty Ltd. (AGO) is 9.64%, while KKR & Co. Inc. (KKR) has a volatility of 21.23%. This indicates that AGO 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
9.64%
21.23%
AGO
KKR

Financials

AGO vs. KKR - Financials Comparison

This section allows you to compare key financial metrics between Assured Guaranty Ltd. 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


-2.00B0.002.00B4.00B6.00B8.00B10.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
152.00M
3.20B
(AGO) Total Revenue
(KKR) Total Revenue
Values in USD except per share items

AGO vs. KKR - Profitability Comparison

The chart below illustrates the profitability comparison between Assured Guaranty Ltd. and KKR & Co. Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
100.0%
29.7%
(AGO) Gross Margin
(KKR) Gross Margin
AGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Assured Guaranty Ltd. reported a gross profit of 152.00M and revenue of 152.00M. Therefore, the gross margin over that period was 100.0%.

KKR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, KKR & Co. Inc. reported a gross profit of 948.76M and revenue of 3.20B. Therefore, the gross margin over that period was 29.7%.

AGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Assured Guaranty Ltd. reported an operating income of 30.00M and revenue of 152.00M, resulting in an operating margin of 19.7%.

KKR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, KKR & Co. Inc. reported an operating income of 292.74M and revenue of 3.20B, resulting in an operating margin of 9.2%.

AGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Assured Guaranty Ltd. reported a net income of 18.00M and revenue of 152.00M, resulting in a net margin of 11.8%.

KKR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, KKR & Co. Inc. reported a net income of 1.13B and revenue of 3.20B, resulting in a net margin of 35.2%.