KKR vs. C
KKR (KKR & Co. Inc.) and C (Citigroup Inc.) are both stocks. Both are in the Financial Services sector — KKR in Asset Management, C in Banks - Diversified. Over the past 10 years, KKR returned 23.50%/yr vs 15.14%/yr for C. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
KKR vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, KKR achieves a -26.61% return, which is significantly lower than C's 15.36% return. Over the past 10 years, KKR has outperformed C with an annualized return of 23.50%, while C has yielded a comparatively lower 15.14% 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%
C
- 1D
- 0.61%
- 1M
- 6.16%
- YTD
- 15.36%
- 6M
- 23.58%
- 1Y
- 74.17%
- 3Y*
- 44.93%
- 5Y*
- 15.19%
- 10Y*
- 15.14%
KKR vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -26.61% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
C Citigroup Inc. | 15.36% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
Correlation
The correlation between KKR and C is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2010 | 0.51 |
The correlation between KKR and C has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
Fundamentals
KKR:
$88.94B
C:
$236.71B
KKR:
$3.10
C:
$8.65
KKR:
30.04
C:
15.41
KKR:
4.45
C:
1.44
KKR:
1.10
C:
1.24
KKR:
$19.99B
C:
$171.19B
KKR:
$8.35B
C:
$77.85B
KKR:
$9.97B
C:
$24.12B
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Return for Risk
KKR vs. C — Risk / Return Rank
KKR
C
KKR vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Citigroup Inc. (C). 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.
| KKR | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.30 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.42 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 5.05 | -5.59 |
| Martin ratioReturn relative to average drawdown | -0.99 | 14.54 | -15.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KKR | C | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | 2.65 | -3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.52 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.46 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.15 | +0.38 |
Drawdowns
KKR vs. C - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for KKR and C.
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Drawdown Indicators
| KKR | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -98.00% | +44.90% |
Max Drawdown (1Y)Largest decline over 1 year | -44.62% | -14.76% | -29.86% |
Max Drawdown (3Y)Largest decline over 3 years | -49.42% | -31.31% | -18.11% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -45.78% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -56.51% | +7.09% |
Current DrawdownCurrent decline from peak | -43.68% | -64.43% | +20.75% |
Average DrawdownAverage peak-to-trough decline | -16.18% | -43.51% | +27.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.21% | 5.12% | +19.09% |
Volatility
KKR vs. C - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 10.21% compared to Citigroup Inc. (C) at 8.43%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KKR | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 8.43% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 29.77% | 22.84% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.30% | 28.19% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 29.18% | +10.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.64% | 33.23% | +3.41% |
Dividends
KKR vs. C - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.80%, less than C's 1.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.80% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
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. C - Financials Comparison
This section allows you to compare key financial metrics between KKR & Co. Inc. and Citigroup 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.
Total Revenue: Total amount of money received from sales and other business activities
KKR vs. C - Profitability Comparison
KKR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a gross profit of 3.98B and revenue of 4.00B. Therefore, the gross margin over that period was 99.5%.
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a gross profit of 21.76B and revenue of 44.14B. Therefore, the gross margin over that period was 49.3%.
KKR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported an operating income of 205.35M and revenue of 4.00B, resulting in an operating margin of 5.1%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported an operating income of 7.52B and revenue of 44.14B, resulting in an operating margin of 17.0%.
KKR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a net income of 405.23M and revenue of 4.00B, resulting in a net margin of 10.1%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a net income of 5.79B and revenue of 44.14B, resulting in a net margin of 13.1%.
Frequently Asked Questions
KKR and C have a correlation of 0.49, 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 C (8.43%). In terms of maximum drawdown, KKR dropped -53.10% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.65 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.
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