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KFY vs. UPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KFY vs. UPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Korn Ferry (KFY) and United Parcel Service, Inc. (UPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KFY achieves a 26.69% return, which is significantly higher than UPS's 8.33% return. Over the past 10 years, KFY has outperformed UPS with an annualized return of 15.69%, while UPS has yielded a comparatively lower 3.56% annualized return.


KFY

1D
0.19%
1M
19.01%
6M
20.40%
YTD
26.69%
1Y
22.81%
3Y*
18.99%
5Y*
5.68%
10Y*
15.69%
ALL TIME*
7.29%

UPS

1D
-1.00%
1M
-5.82%
6M
1.16%
YTD
8.33%
1Y
31.82%
3Y*
-12.82%
5Y*
-7.35%
10Y*
3.56%
ALL TIME*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.81M$33.47M$38.48M
$677.11M$574.68M$599.26M

KFY vs. UPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KFY
Korn Ferry
26.69%0.59%16.09%19.13%-32.32%75.24%4.01%8.28%-3.69%42.17%
UPS
United Parcel Service, Inc.
8.33%-15.93%-15.93%-5.96%-16.21%30.02%48.64%24.24%-15.48%7.14%

Correlation

The correlation between KFY and UPS is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.41

Correlation (10Y)
Provides a long-term view across more market conditions.

0.41

Correlation (All Time)
Calculated using the full available price history since Nov 10, 1999

0.39

The correlation between KFY and UPS shifts across timeframes, from 0.29 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KFY:

$4.18B

UPS:

$88.54B

EPS

KFY:

$5.30

UPS:

$5.37

PE Ratio

KFY:

15.53

UPS:

19.40

PS Ratio

KFY:

1.47

UPS:

0.99

PB Ratio

KFY:

2.17

UPS:

5.89

Total Revenue (TTM)

KFY:

$2.94B

UPS:

$89.93B

Gross Profit (TTM)

KFY:

$752.49M

UPS:

$8.57B

EBITDA (TTM)

KFY:

$463.91M

UPS:

$7.78B

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Return for Risk

KFY vs. UPS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KFY
KFY Risk / Return Rank: 6464
Overall Rank
KFY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KFY Sortino Ratio Rank: 6161
Sortino Ratio Rank
KFY Omega Ratio Rank: 6161
Omega Ratio Rank
KFY Calmar Ratio Rank: 6565
Calmar Ratio Rank
KFY Martin Ratio Rank: 6464
Martin Ratio Rank

UPS
UPS Risk / Return Rank: 7373
Overall Rank
UPS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UPS Sortino Ratio Rank: 6969
Sortino Ratio Rank
UPS Omega Ratio Rank: 7272
Omega Ratio Rank
UPS Calmar Ratio Rank: 7474
Calmar Ratio Rank
UPS Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KFY vs. UPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Korn Ferry (KFY) and United Parcel Service, Inc. (UPS). 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.


KFYUPSDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.14

1.21

-0.06

Calmar ratioReturn relative to maximum drawdown

0.94

1.48

-0.54

Martin ratioReturn relative to average drawdown

1.81

3.62

-1.81

KFY vs. UPS - Sharpe Ratio Comparison

The current KFY Sharpe Ratio is 0.67, which is lower than the UPS Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of KFY and UPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KFY vs. UPS - Drawdown Comparison

The maximum KFY drawdown since its inception was -86.57%, which is greater than UPS's maximum drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for KFY and UPS.


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Drawdown Indicators


KFYUPSDifference

Max Drawdown

Largest peak-to-trough decline

-86.57%

-57.92%

-28.65%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

-19.90%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

-49.04%

+24.90%

Max Drawdown (5Y)

Largest decline over 5 years

-44.83%

-57.92%

+13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-67.08%

-57.92%

-9.16%

Current Drawdown

Current decline from peak

-2.86%

-44.29%

+41.43%

Average Drawdown

Average peak-to-trough decline

-42.32%

-15.45%

-26.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

8.11%

+2.80%

Volatility

KFY vs. UPS - Volatility Comparison

The current volatility for Korn Ferry (KFY) is 9.60%, while United Parcel Service, Inc. (UPS) has a volatility of 10.33%. This indicates that KFY experiences smaller price fluctuations and is considered to be less risky than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KFYUPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

10.33%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

24.14%

23.79%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

29.41%

28.94%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

28.70%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

27.83%

+7.10%

Dividends

KFY vs. UPS - Dividend Comparison

KFY's dividend yield for the trailing twelve months is around 2.50%, less than UPS's 6.29% yield.


PositionTTM20252024202320222021202020192018201720162015
KFY
Korn Ferry
2.50%2.91%2.13%1.42%1.36%0.61%0.92%0.94%1.01%0.97%1.36%1.21%
UPS
United Parcel Service, Inc.
6.29%6.61%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%

Financials

KFY vs. UPS - Financials Comparison

This section allows you to compare key financial metrics between Korn Ferry and United Parcel Service, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


KFY and UPS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPS has higher volatility (10.33%) compared to KFY (9.60%). In terms of maximum drawdown, KFY dropped -86.57% vs UPS's -57.92%.

UPS currently has the higher Sharpe Ratio (1.02 vs 0.67), 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.

Portfolio Optimizer

Find the right allocation for KFY and UPS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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