KKR vs. BOXX
KKR (KKR & Co. Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, KKR returned 20.48%/yr vs 4.71%/yr for BOXX. At a correlation of -0.02, they often move in opposite directions.
Performance
KKR vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, KKR achieves a -27.73% return, which is significantly lower than BOXX's 1.71% return.
KKR
- 1D
- -2.13%
- 1M
- -2.40%
- YTD
- -27.73%
- 6M
- -29.55%
- 1Y
- -27.69%
- 3Y*
- 20.48%
- 5Y*
- 9.52%
- 10Y*
- 24.22%
BOXX
- 1D
- 0.01%
- 1M
- 0.17%
- YTD
- 1.71%
- 6M
- 1.83%
- 1Y
- 3.96%
- 3Y*
- 4.71%
- 5Y*
- —
- 10Y*
- —
KKR vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -27.73% | -13.32% | 79.65% | 80.48% | 1.15% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.71% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between KKR and BOXX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | -0.02 |
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Return for Risk
KKR vs. BOXX — Risk / Return Rank
KKR
BOXX
KKR vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
| KKR | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.13 | ||
| Sortino ratioReturn per unit of downside risk | -35.85 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 8.67 | -7.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 57.81 | -58.43 |
| Martin ratioReturn relative to average drawdown | -1.09 | 493.36 | -494.45 |
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Drawdowns
KKR vs. BOXX - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for KKR and BOXX.
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Drawdown Indicators
| KKR | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -0.12% | -52.98% |
Max Drawdown (1Y)Largest decline over 1 year | -44.62% | -0.07% | -44.55% |
Max Drawdown (3Y)Largest decline over 3 years | -49.42% | -0.12% | -49.30% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | — | — |
Current DrawdownCurrent decline from peak | -44.54% | -0.01% | -44.53% |
Average DrawdownAverage peak-to-trough decline | -16.26% | -0.00% | -16.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.38% | 0.01% | +25.37% |
Volatility
KKR vs. BOXX - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 9.94% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.10%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KKR | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 0.10% | +9.84% |
Volatility (6M)Calculated over the trailing 6-month period | 29.32% | 0.26% | +29.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.42% | 0.32% | +37.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.27% | 0.37% | +38.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.58% | 0.37% | +36.21% |
Dividends
KKR vs. BOXX - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 1.14%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KKR KKR & Co. Inc. | 1.14% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
Frequently Asked Questions
KKR and BOXX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KKR has higher volatility (9.94%) compared to BOXX (0.10%). In terms of maximum drawdown, KKR dropped -53.10% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.38 vs -0.75), 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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