CG vs. KKR
CG (The Carlyle Group Inc.) and KKR (KKR & Co. Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, CG returned 15.81%/yr vs 23.89%/yr for KKR. Their 0.66 correlation means they have sometimes moved together and sometimes differently.
Performance
CG vs. KKR - Performance Comparison
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Returns By Period
In the year-to-date period, CG achieves a -21.07% return, which is significantly lower than KKR's -19.89% return. Over the past 10 years, CG has underperformed KKR with an annualized return of 15.81%, while KKR has yielded a comparatively higher 23.89% annualized return.
CG
- 1D
- 1.46%
- 1M
- 8.72%
- 6M
- -20.62%
- YTD
- -21.07%
- 1Y
- -22.14%
- 3Y*
- 12.55%
- 5Y*
- 1.35%
- 10Y*
- 15.81%
- ALL TIME*
- 10.94%
KKR
- 1D
- 0.45%
- 1M
- 9.58%
- 6M
- -10.62%
- YTD
- -19.89%
- 1Y
- -30.13%
- 3Y*
- 20.26%
- 5Y*
- 10.73%
- 10Y*
- 23.89%
- ALL TIME*
- 19.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $125.47M | $119.43M | $152.66M | |
| $374.31M | $370.90M | $436.47M |
CG vs. KKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | -21.07% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
KKR KKR & Co. Inc. | -19.89% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
Correlation
The correlation between CG and KKR is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.66 |
The correlation between CG and KKR shifts across timeframes, from 0.66 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CG:
$16.57B
KKR:
$91.07B
CG:
$1.48
KKR:
$3.10
CG:
31.15
KKR:
32.70
CG:
0.19
KKR:
3.45
CG:
4.27
KKR:
4.84
CG:
2.24
KKR:
1.20
CG:
$3.99B
KKR:
$19.99B
CG:
$2.92B
KKR:
$8.35B
CG:
$1.01B
KKR:
$9.97B
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Return for Risk
CG vs. KKR — Risk / Return Rank
CG
KKR
CG vs. KKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Carlyle Group Inc. (CG) 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.
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.
| CG | KKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.88 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.69 | +0.14 |
| Martin ratioReturn relative to average drawdown | -0.95 | -1.13 | +0.18 |
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Drawdowns
CG vs. KKR - Drawdown Comparison
The maximum CG drawdown since its inception was -62.69%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for CG and KKR.
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Drawdown Indicators
| CG | KKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -53.10% | -9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -40.36% | -43.64% | +3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -40.36% | -49.42% | +9.06% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -49.42% | -7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -56.75% | -49.42% | -7.33% |
Current DrawdownCurrent decline from peak | -32.27% | -38.53% | +6.26% |
Average DrawdownAverage peak-to-trough decline | -21.87% | -16.42% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.42% | 26.75% | -3.33% |
Volatility
CG vs. KKR - Volatility Comparison
The current volatility for The Carlyle Group Inc. (CG) is 8.71%, while KKR & Co. Inc. (KKR) has a volatility of 9.72%. This indicates that CG 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
| CG | KKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 9.72% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 27.96% | 29.45% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.50% | 37.52% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.88% | 39.43% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.46% | 36.59% | +0.87% |
Dividends
CG vs. KKR - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.04%, more than KKR's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.04% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
KKR KKR & Co. Inc. | 1.02% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
Financials
CG vs. KKR - Financials Comparison
This section allows you to compare key financial metrics between The Carlyle Group Inc. 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
Frequently Asked Questions
CG and KKR have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KKR has higher volatility (9.72%) compared to CG (8.71%). In terms of maximum drawdown, CG dropped -62.69% vs KKR's -53.10%.
CG currently has the higher Sharpe Ratio (-0.61 vs -0.81), 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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