KBR vs. VOO
KBR (KBR, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, KBR returned 10.54%/yr vs 15.35%/yr for VOO. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
KBR vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, KBR achieves a -8.80% return, which is significantly lower than VOO's 13.52% return. Over the past 10 years, KBR has underperformed VOO with an annualized return of 10.54%, while VOO has yielded a comparatively higher 15.35% annualized return.
KBR
- 1D
- -3.97%
- 1M
- -2.94%
- 6M
- -14.02%
- YTD
- -8.80%
- 1Y
- -25.63%
- 3Y*
- -15.04%
- 5Y*
- 0.16%
- 10Y*
- 10.54%
- ALL TIME*
- 4.06%
VOO
- 1D
- -0.19%
- 1M
- 2.46%
- 6M
- 12.84%
- YTD
- 13.52%
- 1Y
- 24.01%
- 3Y*
- 21.49%
- 5Y*
- 13.30%
- 10Y*
- 15.35%
- ALL TIME*
- 14.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
KBR KBR, Inc. | $76.99M | $62.20M | $65.66M |
| $4.29B | $3.83B | $5.49B |
KBR vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KBR KBR, Inc. | -8.80% | -29.66% | 5.58% | 5.94% | 11.93% | 55.64% | 3.23% | 103.61% | -22.05% | 21.16% |
VOO Vanguard S&P 500 ETF | 13.52% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between KBR and VOO is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.56 |
Over the past year, the correlation between KBR and VOO has dropped to 0.25 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
KBR vs. VOO — Risk / Return Rank
KBR
VOO
KBR vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KBR, Inc. (KBR) and Vanguard S&P 500 ETF (VOO). 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.
| KBR | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.34 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.71 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.14 | 11.57 | -12.71 |
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Drawdowns
KBR vs. VOO - Drawdown Comparison
The maximum KBR drawdown since its inception was -77.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KBR and VOO.
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Drawdown Indicators
| KBR | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -33.99% | -43.48% |
Max Drawdown (1Y)Largest decline over 1 year | -41.07% | -8.90% | -32.17% |
Max Drawdown (3Y)Largest decline over 3 years | -57.39% | -18.69% | -38.70% |
Max Drawdown (5Y)Largest decline over 5 years | -57.39% | -24.52% | -32.87% |
Max Drawdown (10Y)Largest decline over 10 years | -57.94% | -33.99% | -23.95% |
Current DrawdownCurrent decline from peak | -48.27% | -0.19% | -48.08% |
Average DrawdownAverage peak-to-trough decline | -34.06% | -3.67% | -30.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.60% | 2.08% | +20.52% |
Volatility
KBR vs. VOO - Volatility Comparison
KBR, Inc. (KBR) has a higher volatility of 12.04% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that KBR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KBR | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.04% | 4.07% | +7.97% |
Volatility (6M)Calculated over the trailing 6-month period | 27.34% | 10.27% | +17.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.71% | 12.81% | +20.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.31% | 16.96% | +12.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.69% | 18.03% | +18.66% |
Dividends
KBR vs. VOO - Dividend Comparison
KBR's dividend yield for the trailing twelve months is around 1.82%, more than VOO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBR KBR, Inc. | 1.82% | 1.64% | 1.04% | 0.97% | 0.91% | 0.92% | 1.29% | 1.05% | 2.11% | 1.61% | 1.92% | 1.89% |
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
KBR and VOO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KBR has higher volatility (12.04%) compared to VOO (4.07%). In terms of maximum drawdown, KBR dropped -77.47% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.88 vs -0.77), 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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