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KKR vs. AB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KKR vs. AB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR & Co. Inc. (KKR) and AllianceBernstein Holding L.P. (AB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KKR achieves a -26.61% return, which is significantly lower than AB's -0.39% return. Over the past 10 years, KKR has outperformed AB with an annualized return of 23.50%, while AB has yielded a comparatively lower 14.30% annualized return.


KKR

1D
-0.20%
1M
-8.90%
YTD
-26.61%
6M
-28.16%
1Y
-23.96%
3Y*
19.93%
5Y*
11.96%
10Y*
23.50%

AB

1D
-1.64%
1M
-6.29%
YTD
-0.39%
6M
-8.47%
1Y
-0.43%
3Y*
11.52%
5Y*
3.78%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKR vs. AB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KKR
KKR & Co. Inc.
-26.61%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-4.28%41.78%
AB
AllianceBernstein Holding L.P.
-0.39%13.36%30.40%-2.29%-23.46%56.27%23.00%19.85%21.04%16.76%

Correlation

The correlation between KKR and AB is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2010

0.45

The correlation between KKR and AB shifts across timeframes, from 0.36 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KKR:

$88.94B

AB:

$3.39B

EPS

KKR:

$3.10

AB:

$3.22

PE Ratio

KKR:

30.04

AB:

11.38

PS Ratio

KKR:

4.45

AB:

14.16

PB Ratio

KKR:

1.10

AB:

2.69

Total Revenue (TTM)

KKR:

$19.99B

AB:

$250.00M

Gross Profit (TTM)

KKR:

$8.35B

AB:

$250.00M

EBITDA (TTM)

KKR:

$9.97B

AB:

$252.50M

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Return for Risk

KKR vs. AB — Risk / Return Rank

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

KKR
KKR Risk / Return Rank: 1818
Overall Rank
KKR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1616
Sortino Ratio Rank
KKR Omega Ratio Rank: 1616
Omega Ratio Rank
KKR Calmar Ratio Rank: 2323
Calmar Ratio Rank
KKR Martin Ratio Rank: 2222
Martin Ratio Rank

AB
AB Risk / Return Rank: 3838
Overall Rank
AB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AB Sortino Ratio Rank: 3434
Sortino Ratio Rank
AB Omega Ratio Rank: 3434
Omega Ratio Rank
AB Calmar Ratio Rank: 4141
Calmar Ratio Rank
AB Martin Ratio Rank: 4141
Martin Ratio Rank
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.

KKR vs. AB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and AllianceBernstein Holding L.P. (AB). 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.


KKRABDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

0.91

1.02

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.54

-0.03

-0.51

Martin ratioReturn relative to average drawdown

-0.99

-0.07

-0.93

KKR vs. AB - Sharpe Ratio Comparison

The current KKR Sharpe Ratio is -0.65, which is lower than the AB Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of KKR and AB, 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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Sharpe Ratios by Period


KKRABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

-0.02

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.13

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.44

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.46

+0.08

Drawdowns

KKR vs. AB - Drawdown Comparison

The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum AB drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for KKR and AB.


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Drawdown Indicators


KKRABDifference

Max Drawdown

Largest peak-to-trough decline

-53.10%

-87.65%

+34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-44.62%

-14.68%

-29.94%

Max Drawdown (3Y)

Largest decline over 3 years

-49.42%

-20.84%

-28.58%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-45.76%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

-58.08%

+8.66%

Current Drawdown

Current decline from peak

-43.68%

-10.44%

-33.24%

Average Drawdown

Average peak-to-trough decline

-16.18%

-26.21%

+10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.21%

6.68%

+17.53%

Volatility

KKR vs. AB - Volatility Comparison

KKR & Co. Inc. (KKR) has a higher volatility of 10.21% compared to AllianceBernstein Holding L.P. (AB) at 4.11%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than AB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KKRABDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.21%

4.11%

+6.10%

Volatility (6M)

Calculated over the trailing 6-month period

29.77%

18.51%

+11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

37.30%

22.42%

+14.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

28.24%

+10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.64%

32.40%

+4.24%

Dividends

KKR vs. AB - Dividend Comparison

KKR's dividend yield for the trailing twelve months is around 0.80%, less than AB's 9.30% yield.


PositionTTM20252024202320222021202020192018201720162015
AB
AllianceBernstein Holding L.P.
9.30%9.02%8.03%8.44%10.30%7.33%8.26%7.67%10.54%8.50%7.46%8.09%
KKR
KKR & Co. Inc.
0.80%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%

Financials

KKR vs. AB - Financials Comparison

This section allows you to compare key financial metrics between KKR & Co. Inc. and AllianceBernstein Holding L.P.. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
4.00B
0
(KKR) Total Revenue
(AB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


KKR and AB have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KKR has higher volatility (10.21%) compared to AB (4.11%). In terms of maximum drawdown, KKR dropped -53.10% vs AB's -87.65%.

AB currently has the higher Sharpe Ratio (-0.02 vs -0.65), 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 KKR and AB

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