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 15.75%/yr vs 24.88%/yr for KKR. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
CG vs. KKR - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CG having a -23.31% return and KKR slightly lower at -23.44%. Over the past 10 years, CG has underperformed KKR with an annualized return of 15.75%, while KKR has yielded a comparatively higher 24.88% annualized return.
CG
- 1D
- 1.20%
- 1M
- 0.36%
- 6M
- -30.70%
- YTD
- -23.31%
- 1Y
- -21.36%
- 3Y*
- 14.87%
- 5Y*
- 1.90%
- 10Y*
- 15.75%
KKR
- 1D
- 0.70%
- 1M
- 2.03%
- 6M
- -27.52%
- YTD
- -23.44%
- 1Y
- -30.61%
- 3Y*
- 20.81%
- 5Y*
- 11.41%
- 10Y*
- 24.88%
CG vs. KKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | -23.31% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
KKR KKR & Co. Inc. | -23.44% | -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 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
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:
$16.09B
KKR:
$87.04B
CG:
$1.48
KKR:
$3.10
CG:
30.26
KKR:
31.25
CG:
0.19
KKR:
3.29
CG:
4.15
KKR:
4.63
CG:
2.18
KKR:
1.14
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 | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.87 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | -0.71 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.98 | -1.19 | +0.21 |
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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% | -44.62% | +4.26% |
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 | -34.20% | -41.25% | +7.05% |
Average DrawdownAverage peak-to-trough decline | -21.82% | -16.33% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.98% | 26.59% | -4.61% |
Volatility
CG vs. KKR - Volatility Comparison
The Carlyle Group Inc. (CG) has a higher volatility of 10.60% compared to KKR & Co. Inc. (KKR) at 8.66%. This indicates that CG's price experiences larger fluctuations and is considered to be riskier 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 | 10.60% | 8.66% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 27.82% | 29.48% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 37.29% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.95% | 39.32% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.42% | 36.57% | +0.85% |
Dividends
CG vs. KKR - Dividend Comparison
CG's dividend yield for the trailing twelve months is around 3.13%, more than KKR's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.13% | 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. | 1.07% | 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.
CG has higher volatility (10.60%) compared to KKR (8.66%). In terms of maximum drawdown, CG dropped -62.69% vs KKR's -53.10%.
CG currently has the higher Sharpe Ratio (-0.60 vs -0.85), 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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