K vs. VYM

Last updated Jun 24, 2026

K (Kellogg Company) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. At a 0.44 correlation, their price movements are largely independent.

Performance

K vs. VYM - Performance Comparison

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

Returns By Period

K

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VYM

• 1D: -0.16%
• 1M: 0.26%
• YTD: 11.51%
• 6M: 10.83%
• 1Y: 24.08%
• 3Y*: 18.41%
• 5Y*: 11.88%
• 10Y*: 11.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

K vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
K Kellogg Company	0.00%	5.99%	49.75%	-7.44%	14.35%	7.44%	-6.78%	26.08%	-13.32%	-4.93%
VYM Vanguard High Dividend Yield ETF	11.51%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between K and VYM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006	0.44

Over the past year, the correlation between K and VYM has dropped to 0.15 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

Return for Risk

K vs. VYM — Risk / Return Rank

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

K

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VYM

VYM Risk / Return Rank: 75
VYM Sharpe Ratio Rank: 76
VYM Sortino Ratio Rank: 79
VYM Omega Ratio Rank: 75
VYM Calmar Ratio Rank: 73
VYM Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

K vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) and Vanguard High Dividend Yield ETF (VYM). 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.

	K	VYM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.33	—
Sortino ratio: Return per unit of downside risk	—	3.33	—
Omega ratio: Gain probability vs. loss probability	—	1.42	—
Calmar ratio: Return relative to maximum drawdown	—	3.61	—
Martin ratio: Return relative to average drawdown	—	13.43	—

Drawdowns

Drawdown Indicators

	K	VYM	Difference
Max Drawdown Largest peak-to-trough decline	—	-56.98%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-6.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.21%	—
Current Drawdown Current decline from peak	—	-1.28%	—
Average Drawdown Average peak-to-trough decline	—	-7.18%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.80%	—

Volatility

Volatility by Period

	K	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.39%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.93%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.32%	—

Dividends

K vs. VYM - Dividend Comparison

K has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.30%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%
VYM Vanguard High Dividend Yield ETF	2.30%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both K and VYM in my portfolio?

K and VYM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.