DREVX vs. KR
DREVX (BNY Mellon Large Cap Securities Fund) is Large Cap Growth Equities fund managed by BNY Mellon, while KR (The Kroger Co.) is a stock. Over the past 10 years, DREVX returned 15.71%/yr vs 8.09%/yr for KR. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
DREVX vs. KR - Performance Comparison
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Returns By Period
In the year-to-date period, DREVX achieves a 9.50% return, which is significantly higher than KR's -6.55% return. Over the past 10 years, DREVX has outperformed KR with an annualized return of 15.71%, while KR has yielded a comparatively lower 8.09% annualized return.
DREVX
- 1D
- 1.73%
- 1M
- 3.02%
- 6M
- 9.22%
- YTD
- 9.50%
- 1Y
- 16.09%
- 3Y*
- 20.80%
- 5Y*
- 13.87%
- 10Y*
- 15.71%
- ALL TIME*
- 6.86%
KR
- 1D
- -0.74%
- 1M
- -0.74%
- 6M
- -9.01%
- YTD
- -6.55%
- 1Y
- -17.59%
- 3Y*
- 7.65%
- 5Y*
- 8.95%
- 10Y*
- 8.09%
- ALL TIME*
- 11.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $386.82M | $441.81M | $476.98M |
DREVX vs. KR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 9.50% | 16.70% | 27.17% | 31.07% | -17.94% | 27.17% | 26.52% | 27.09% | -1.29% | 20.12% |
KR The Kroger Co. | -6.55% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
Correlation
The correlation between DREVX and KR is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.33 |
Correlation (3Y) Balances recent behavior with more history. | -0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1980 | 0.30 |
The correlation between DREVX and KR shifts across timeframes, from -0.33 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DREVX vs. KR — Risk / Return Rank
DREVX
KR
DREVX vs. KR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Large Cap Securities Fund (DREVX) and The Kroger Co. (KR). 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.
| DREVX | KR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.92 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.67 | +2.28 |
| Martin ratioReturn relative to average drawdown | 6.50 | -1.35 | +7.84 |
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Drawdowns
DREVX vs. KR - Drawdown Comparison
The maximum DREVX drawdown since its inception was -54.68%, smaller than the maximum KR drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for DREVX and KR.
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Drawdown Indicators
| DREVX | KR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -66.81% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -26.16% | +14.75% |
Max Drawdown (3Y)Largest decline over 3 years | -22.52% | -26.16% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -31.07% | +6.38% |
Max Drawdown (10Y)Largest decline over 10 years | -32.25% | -43.83% | +11.58% |
Current DrawdownCurrent decline from peak | 0.00% | -23.16% | +23.16% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -22.44% | +9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 13.09% | -10.27% |
Volatility
DREVX vs. KR - Volatility Comparison
The current volatility for BNY Mellon Large Cap Securities Fund (DREVX) is 4.57%, while The Kroger Co. (KR) has a volatility of 8.82%. This indicates that DREVX experiences smaller price fluctuations and is considered to be less risky than KR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREVX | KR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 8.82% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 23.11% | -11.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 28.36% | -13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 27.28% | -8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 29.15% | -10.15% |
Dividends
DREVX vs. KR - Dividend Comparison
DREVX's dividend yield for the trailing twelve months is around 9.68%, more than KR's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREVX BNY Mellon Large Cap Securities Fund | 9.68% | 12.89% | 8.77% | 5.12% | 4.82% | 11.43% | 6.28% | 6.74% | 9.01% | 9.11% | 8.71% | 11.24% |
KR The Kroger Co. | 2.42% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
Frequently Asked Questions
DREVX and KR have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KR has higher volatility (8.82%) compared to DREVX (4.57%). In terms of maximum drawdown, DREVX dropped -54.68% vs KR's -66.81%.
DREVX currently has the higher Sharpe Ratio (1.25 vs -0.62), 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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