PortfoliosLab logo
K vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between K and VTV is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

K vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kellogg Company (K) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
345.83%
484.71%
K
VTV

Key characteristics

Sharpe Ratio

K:

2.04

VTV:

0.43

Sortino Ratio

K:

5.95

VTV:

0.70

Omega Ratio

K:

1.92

VTV:

1.10

Calmar Ratio

K:

2.77

VTV:

0.46

Martin Ratio

K:

16.13

VTV:

1.79

Ulcer Index

K:

2.88%

VTV:

3.70%

Daily Std Dev

K:

22.77%

VTV:

15.48%

Max Drawdown

K:

-55.91%

VTV:

-59.27%

Current Drawdown

K:

-0.28%

VTV:

-8.36%

Returns By Period

In the year-to-date period, K achieves a 2.74% return, which is significantly higher than VTV's -2.12% return. Over the past 10 years, K has underperformed VTV with an annualized return of 6.89%, while VTV has yielded a comparatively higher 9.59% annualized return.


K

YTD

2.74%

1M

0.21%

6M

3.58%

1Y

47.53%

5Y*

10.04%

10Y*

6.89%

VTV

YTD

-2.12%

1M

-4.69%

6M

-4.01%

1Y

6.78%

5Y*

13.74%

10Y*

9.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

K vs. VTV — Risk-Adjusted Performance Rank

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

K
The Risk-Adjusted Performance Rank of K is 9898
Overall Rank
The Sharpe Ratio Rank of K is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of K is 9999
Sortino Ratio Rank
The Omega Ratio Rank of K is 9999
Omega Ratio Rank
The Calmar Ratio Rank of K is 9696
Calmar Ratio Rank
The Martin Ratio Rank of K is 9898
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 5555
Overall Rank
The Sharpe Ratio Rank of VTV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 5757
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.

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.


The chart of Sharpe ratio for K, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.00
K: 2.04
VTV: 0.43
The chart of Sortino ratio for K, currently valued at 5.95, compared to the broader market-6.00-4.00-2.000.002.004.00
K: 5.95
VTV: 0.70
The chart of Omega ratio for K, currently valued at 1.92, compared to the broader market0.501.001.502.00
K: 1.92
VTV: 1.10
The chart of Calmar ratio for K, currently valued at 2.77, compared to the broader market0.001.002.003.004.005.00
K: 2.77
VTV: 0.46
The chart of Martin ratio for K, currently valued at 16.13, compared to the broader market-5.000.005.0010.0015.0020.00
K: 16.13
VTV: 1.79

The current K Sharpe Ratio is 2.04, which is higher than the VTV Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of K and VTV, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.04
0.43
K
VTV

Dividends

K vs. VTV - Dividend Comparison

K's dividend yield for the trailing twelve months is around 2.75%, more than VTV's 2.38% yield.


TTM20242023202220212020201920182017201620152014
K
Kellogg Company
2.75%2.79%3.99%3.28%3.59%3.66%3.27%3.86%3.12%2.77%2.74%2.90%
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

K vs. VTV - Drawdown Comparison

The maximum K drawdown since its inception was -55.91%, smaller than the maximum VTV 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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.28%
-8.36%
K
VTV

Volatility

K vs. VTV - Volatility Comparison

The current volatility for Kellogg Company (K) is 1.26%, while Vanguard Value ETF (VTV) has a volatility of 11.20%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
1.26%
11.20%
K
VTV