FFH.TO vs. KKR
Compare and contrast key facts about Fairfax Financial Holdings Limited (FFH.TO) and KKR & Co. Inc. (KKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFH.TO or KKR.
Key characteristics
| FFH.TO | KKR | |
|---|---|---|
| YTD Return | 50.90% | 66.16% |
| 1Y Return | 50.78% | 125.91% |
| 3Y Return (Ann) | 53.20% | 20.79% |
| 5Y Return (Ann) | 27.80% | 37.86% |
| 10Y Return (Ann) | 15.32% | 23.57% |
| Sharpe Ratio | 2.23 | 4.35 |
| Sortino Ratio | 2.76 | 5.10 |
| Omega Ratio | 1.42 | 1.69 |
| Calmar Ratio | 4.59 | 4.96 |
| Martin Ratio | 19.28 | 39.53 |
| Ulcer Index | 3.09% | 3.42% |
| Daily Std Dev | 26.20% | 30.89% |
| Max Drawdown | -88.18% | -53.10% |
| Current Drawdown | -3.86% | -4.39% |
Fundamentals
| FFH.TO | KKR | |
|---|---|---|
| Market Cap | CA$43.03B | $126.14B |
| EPS | CA$218.73 | $4.21 |
| PE Ratio | 8.30 | 32.50 |
| PEG Ratio | 0.28 | 0.93 |
| Total Revenue (TTM) | CA$21.10B | $24.19B |
| Gross Profit (TTM) | CA$22.66B | $6.65B |
| EBITDA (TTM) | CA$2.11B | $8.43B |
Correlation
The correlation between FFH.TO and KKR is 0.24, 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
FFH.TO vs. KKR - Performance Comparison
In the year-to-date period, FFH.TO achieves a 50.90% return, which is significantly lower than KKR's 66.16% return. Over the past 10 years, FFH.TO has underperformed KKR with an annualized return of 15.32%, while KKR has yielded a comparatively higher 23.57% 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
FFH.TO vs. KKR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairfax Financial Holdings Limited (FFH.TO) 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
FFH.TO vs. KKR - Dividend Comparison
FFH.TO's dividend yield for the trailing twelve months is around 0.83%, more than KKR's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | 0.83% | 0.82% | 1.25% | 1.60% | 2.30% | 1.64% | 1.66% | 1.49% | 1.54% | 1.52% | 1.64% | 2.33% |
KKR KKR & Co. Inc. | 0.62% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
Drawdowns
FFH.TO vs. KKR - Drawdown Comparison
The maximum FFH.TO drawdown since its inception was -88.18%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for FFH.TO and KKR. For additional features, visit the drawdowns tool.
Volatility
FFH.TO vs. KKR - Volatility Comparison
Fairfax Financial Holdings Limited (FFH.TO) has a higher volatility of 11.58% compared to KKR & Co. Inc. (KKR) at 6.69%. This indicates that FFH.TO'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.
Financials
FFH.TO vs. KKR - Financials Comparison
This section allows you to compare key financial metrics between Fairfax Financial Holdings Limited 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