KHC vs. FTXG
KHC (The Kraft Heinz Company) is a stock, while FTXG (First Trust Nasdaq Food & Beverage ETF) is Consumer Staples Equities fund tracking the Nasdaq U.S. Smart Food & Beverage Index. Over the past 5 years, KHC returned -6.54%/yr vs -0.17%/yr for FTXG. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
KHC vs. FTXG - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a -4.08% return, which is significantly lower than FTXG's 6.56% return.
KHC
- 1D
- 2.00%
- 1M
- -3.84%
- YTD
- -4.08%
- 6M
- -1.85%
- 1Y
- -7.49%
- 3Y*
- -9.69%
- 5Y*
- -6.54%
- 10Y*
- -8.21%
FTXG
- 1D
- 1.63%
- 1M
- -0.52%
- YTD
- 6.56%
- 6M
- 6.55%
- 1Y
- 1.50%
- 3Y*
- -2.50%
- 5Y*
- -0.17%
- 10Y*
- —
KHC vs. FTXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | -4.08% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
FTXG First Trust Nasdaq Food & Beverage ETF | 6.56% | -6.52% | -2.52% | -6.48% | 6.15% | 13.48% | 6.63% | 23.97% | -12.09% | 5.64% |
Correlation
The correlation between KHC and FTXG is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2016 | 0.55 |
The correlation between KHC and FTXG shifts across timeframes, from 0.55 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
KHC vs. FTXG — Risk / Return Rank
KHC
FTXG
KHC vs. FTXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) and First Trust Nasdaq Food & Beverage ETF (FTXG). 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.
| KHC | FTXG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.03 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.15 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.57 | 0.27 | -0.84 |
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Drawdowns
KHC vs. FTXG - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than FTXG's maximum drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for KHC and FTXG.
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Drawdown Indicators
| KHC | FTXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -31.52% | -44.55% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -10.14% | -13.05% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -18.10% | -20.62% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -21.68% | -20.01% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | — | — |
Current DrawdownCurrent decline from peak | -63.71% | -14.19% | -49.52% |
Average DrawdownAverage peak-to-trough decline | -42.48% | -7.67% | -34.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.08% | 5.58% | +7.50% |
Volatility
KHC vs. FTXG - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 8.85% compared to First Trust Nasdaq Food & Beverage ETF (FTXG) at 4.60%. This indicates that KHC's price experiences larger fluctuations and is considered to be riskier than FTXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KHC | FTXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.85% | 4.60% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | 10.20% | +9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.02% | 14.00% | +12.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.51% | 14.50% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.13% | 16.63% | +10.50% |
Dividends
KHC vs. FTXG - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 7.12%, more than FTXG's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 2.73% | 2.93% | 2.75% | 4.27% | 1.50% | 1.52% | 1.35% | 1.25% | 1.37% | 1.56% | 0.30% | 0.00% |
KHC The Kraft Heinz Company | 7.12% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Frequently Asked Questions
KHC and FTXG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KHC has higher volatility (8.85%) compared to FTXG (4.60%). In terms of maximum drawdown, KHC dropped -76.07% vs FTXG's -31.52%.
FTXG currently has the higher Sharpe Ratio (0.11 vs -0.29), 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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