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

Correlation

The correlation between CG and KKR is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CG vs. KKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Carlyle Group Inc. (CG) 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%December2025FebruaryMarchAprilMay
275.03%
1,261.04%
CG
KKR

Key characteristics

Sharpe Ratio

CG:

-0.14

KKR:

0.57

Sortino Ratio

CG:

0.11

KKR:

1.05

Omega Ratio

CG:

1.02

KKR:

1.15

Calmar Ratio

CG:

-0.16

KKR:

0.59

Martin Ratio

CG:

-0.42

KKR:

1.74

Ulcer Index

CG:

14.96%

KKR:

15.18%

Daily Std Dev

CG:

44.30%

KKR:

46.58%

Max Drawdown

CG:

-62.70%

KKR:

-53.10%

Current Drawdown

CG:

-27.96%

KKR:

-29.92%

Fundamentals

Market Cap

CG:

$13.94B

KKR:

$104.79B

EPS

CG:

$2.77

KKR:

$3.28

PE Ratio

CG:

13.95

KKR:

34.73

PEG Ratio

CG:

0.91

KKR:

0.55

PS Ratio

CG:

2.98

KKR:

4.00

PB Ratio

CG:

2.52

KKR:

4.30

Total Revenue (TTM)

CG:

$3.34B

KKR:

$12.04B

Gross Profit (TTM)

CG:

$1.31B

KKR:

$2.82B

EBITDA (TTM)

CG:

$261.30M

KKR:

$6.99B

Returns By Period

In the year-to-date period, CG achieves a -18.72% return, which is significantly higher than KKR's -20.85% return. Over the past 10 years, CG has underperformed KKR with an annualized return of 8.57%, while KKR has yielded a comparatively higher 20.44% annualized return.


CG

YTD

-18.72%

1M

-11.98%

6M

-17.22%

1Y

3.54%

5Y*

16.81%

10Y*

8.57%

KKR

YTD

-20.85%

1M

-3.28%

6M

-14.79%

1Y

21.08%

5Y*

38.38%

10Y*

20.44%

*Annualized

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Risk-Adjusted Performance

CG vs. KKR — Risk-Adjusted Performance Rank

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

CG
The Risk-Adjusted Performance Rank of CG is 4242
Overall Rank
The Sharpe Ratio Rank of CG is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of CG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CG is 4141
Calmar Ratio Rank
The Martin Ratio Rank of CG is 4343
Martin Ratio Rank

KKR
The Risk-Adjusted Performance Rank of KKR is 7171
Overall Rank
The Sharpe Ratio Rank of KKR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of KKR is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KKR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of KKR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of KKR is 7171
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.

CG vs. KKR - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for CG, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.003.00
CG: -0.14
KKR: 0.57
The chart of Sortino ratio for CG, currently valued at 0.11, compared to the broader market-6.00-4.00-2.000.002.004.00
CG: 0.11
KKR: 1.05
The chart of Omega ratio for CG, currently valued at 1.02, compared to the broader market0.501.001.502.00
CG: 1.02
KKR: 1.15
The chart of Calmar ratio for CG, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00
CG: -0.16
KKR: 0.59
The chart of Martin ratio for CG, currently valued at -0.42, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
CG: -0.42
KKR: 1.74

The current CG Sharpe Ratio is -0.14, which is lower than the KKR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CG 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 Ratio-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
-0.14
0.57
CG
KKR

Dividends

CG vs. KKR - Dividend Comparison

CG's dividend yield for the trailing twelve months is around 3.43%, more than KKR's 0.60% yield.


TTM20242023202220212020201920182017201620152014
CG
The Carlyle Group Inc.
3.43%2.77%3.38%4.11%1.82%3.18%4.24%7.87%5.41%11.02%21.70%6.84%
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

CG vs. KKR - Drawdown Comparison

The maximum CG drawdown since its inception was -62.70%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-27.96%
-29.92%
CG
KKR

Volatility

CG vs. KKR - Volatility Comparison

The current volatility for The Carlyle Group Inc. (CG) is 26.76%, while KKR & Co. Inc. (KKR) has a volatility of 29.52%. 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.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
26.76%
29.52%
CG
KKR

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.


Quarterly
Annual

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


-2.00B0.002.00B4.00B6.00B8.00B10.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
771.30M
3.20B
(CG) Total Revenue
(KKR) Total Revenue
Values in USD except per share items

CG vs. KKR - Profitability Comparison

The chart below illustrates the profitability comparison between The Carlyle Group Inc. 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%
(CG) Gross Margin
(KKR) Gross Margin
CG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Carlyle Group Inc. reported a gross profit of 771.30M and revenue of 771.30M. 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%.
CG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Carlyle Group Inc. reported an operating income of 265.40M and revenue of 771.30M, resulting in an operating margin of 34.4%.
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%.
CG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Carlyle Group Inc. reported a net income of 210.90M and revenue of 771.30M, resulting in a net margin of 27.3%.
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%.