KD vs. VEA
KD (Kyndryl Holdings, Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 3 years, KD returned -1.97%/yr vs 17.68%/yr for VEA. At a 0.42 correlation, their price movements are largely independent.
Performance
KD vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, KD achieves a -54.74% return, which is significantly lower than VEA's 12.88% return.
KD
- 1D
- 2.56%
- 1M
- -0.08%
- 6M
- -55.56%
- YTD
- -54.74%
- 1Y
- -69.07%
- 3Y*
- -1.97%
- 5Y*
- —
- 10Y*
- —
VEA
- 1D
- -1.12%
- 1M
- -2.66%
- 6M
- 8.56%
- YTD
- 12.88%
- 1Y
- 27.21%
- 3Y*
- 17.68%
- 5Y*
- 9.88%
- 10Y*
- 10.02%
KD vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KD Kyndryl Holdings, Inc. | -54.74% | -23.24% | 66.51% | 86.87% | -38.56% | -63.80% |
VEA Vanguard FTSE Developed Markets ETF | 12.88% | 35.16% | 3.15% | 17.93% | -15.34% | -0.21% |
Correlation
The correlation between KD and VEA 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 | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2021 | 0.42 |
Over the past year, the correlation between KD and VEA has dropped to 0.15 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
KD vs. VEA — Risk / Return Rank
KD
VEA
KD vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kyndryl Holdings, Inc. (KD) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| KD | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.29 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.35 | -3.30 |
| Martin ratioReturn relative to average drawdown | -1.38 | 8.89 | -10.27 |
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Drawdowns
KD vs. VEA - Drawdown Comparison
The maximum KD drawdown since its inception was -83.54%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for KD and VEA.
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Drawdown Indicators
| KD | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.54% | -60.68% | -22.86% |
Max Drawdown (1Y)Largest decline over 1 year | -73.17% | -11.63% | -61.54% |
Max Drawdown (3Y)Largest decline over 3 years | -75.63% | -13.45% | -62.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -75.96% | -3.26% | -72.70% |
Average DrawdownAverage peak-to-trough decline | -58.89% | -13.22% | -45.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.96% | 3.07% | +46.89% |
Volatility
KD vs. VEA - Volatility Comparison
Kyndryl Holdings, Inc. (KD) has a higher volatility of 15.41% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.28%. This indicates that KD's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KD | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.41% | 5.28% | +10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 88.97% | 15.12% | +73.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.93% | 17.03% | +56.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.94% | 16.80% | +42.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.94% | 17.17% | +41.77% |
Dividends
KD vs. VEA - Dividend Comparison
KD has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KD Kyndryl Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.59% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
KD and VEA 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.
KD has higher volatility (15.41%) compared to VEA (5.28%). In terms of maximum drawdown, KD dropped -83.54% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.61 vs -0.94), 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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