K vs. VTV
Compare and contrast key facts about Kellogg Company (K) and Vanguard Value ETF (VTV).
VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: K or VTV.
Performance
K vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, K achieves a 48.03% return, which is significantly higher than VTV's 20.50% return. Over the past 10 years, K has underperformed VTV with an annualized return of 5.24%, while VTV has yielded a comparatively higher 10.48% annualized return.
K
48.03%
-0.56%
31.99%
58.47%
10.80%
5.24%
VTV
20.50%
-0.49%
9.86%
28.68%
11.65%
10.48%
Key characteristics
| K | VTV | |
|---|---|---|
| Sharpe Ratio | 2.33 | 2.88 |
| Sortino Ratio | 4.86 | 4.04 |
| Omega Ratio | 1.60 | 1.52 |
| Calmar Ratio | 1.37 | 5.75 |
| Martin Ratio | 15.96 | 18.45 |
| Ulcer Index | 3.78% | 1.59% |
| Daily Std Dev | 25.86% | 10.18% |
| Max Drawdown | -82.53% | -59.27% |
| Current Drawdown | -9.32% | -1.24% |
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Correlation
The correlation between K and VTV is 0.43, 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.
Risk-Adjusted Performance
K vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) and Vanguard Value ETF (VTV). 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
K vs. VTV - Dividend Comparison
K's dividend yield for the trailing twelve months is around 2.79%, more than VTV's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
K Kellogg Company | 2.79% | 10.56% | 3.28% | 3.59% | 3.13% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
K vs. VTV - Drawdown Comparison
The maximum K drawdown since its inception was -82.53%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for K and VTV. For additional features, visit the drawdowns tool.
Volatility
K vs. VTV - Volatility Comparison
The current volatility for Kellogg Company (K) is 1.13%, while Vanguard Value ETF (VTV) has a volatility of 3.69%. This indicates that K experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.