AGO vs. KKR
Compare and contrast key facts about Assured Guaranty Ltd. (AGO) and KKR & Co. Inc. (KKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGO or KKR.
Key characteristics
AGO | KKR | |
---|---|---|
YTD Return | 3.32% | 15.01% |
1Y Return | 48.63% | 87.62% |
3Y Return (Ann) | 16.94% | 20.17% |
5Y Return (Ann) | 12.38% | 32.78% |
10Y Return (Ann) | 14.27% | 19.02% |
Sharpe Ratio | 1.97 | 2.81 |
Daily Std Dev | 22.56% | 28.60% |
Max Drawdown | -90.18% | -93.66% |
Current Drawdown | -18.62% | -6.42% |
Fundamentals
AGO | KKR | |
---|---|---|
Market Cap | $4.36B | $84.98B |
EPS | $12.30 | $4.09 |
PE Ratio | 6.38 | 23.36 |
PEG Ratio | 2.52 | 1.30 |
Revenue (TTM) | $950.00M | $18.66B |
Gross Profit (TTM) | $788.00M | $2.34B |
EBITDA (TTM) | $309.00M | $3.94B |
Correlation
The correlation between AGO and KKR is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AGO vs. KKR - Performance Comparison
In the year-to-date period, AGO achieves a 3.32% return, which is significantly lower than KKR's 15.01% return. Over the past 10 years, AGO has underperformed KKR with an annualized return of 14.27%, while KKR has yielded a comparatively higher 19.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
AGO vs. KKR - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.49%, more than KKR's 0.69% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Assured Guaranty Ltd. | 1.49% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% | 1.69% | 1.70% |
KKR & Co. Inc. | 0.69% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
Drawdowns
AGO vs. KKR - Drawdown Comparison
The maximum AGO drawdown since its inception was -90.18%, roughly equal to the maximum KKR drawdown of -93.66%. Use the drawdown chart below to compare losses from any high point for AGO and KKR. For additional features, visit the drawdowns tool.
Volatility
AGO vs. KKR - Volatility Comparison
The current volatility for Assured Guaranty Ltd. (AGO) is 4.93%, while KKR & Co. Inc. (KKR) has a volatility of 8.55%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities