KKR vs. CG
KKR (KKR & Co. Inc.) and CG (The Carlyle Group Inc.) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, KKR returned 24.94%/yr vs 16.21%/yr for CG. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
KKR vs. CG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with KKR having a -23.47% return and CG slightly lower at -23.55%. Over the past 10 years, KKR has outperformed CG with an annualized return of 24.94%, while CG has yielded a comparatively lower 16.21% annualized return.
KKR
- 1D
- -0.11%
- 1M
- 3.35%
- YTD
- -23.47%
- 6M
- -25.76%
- 1Y
- -20.20%
- 3Y*
- 22.80%
- 5Y*
- 11.30%
- 10Y*
- 24.94%
CG
- 1D
- -0.51%
- 1M
- -1.89%
- YTD
- -23.55%
- 6M
- -26.74%
- 1Y
- -2.39%
- 3Y*
- 17.72%
- 5Y*
- 2.46%
- 10Y*
- 16.21%
KKR vs. CG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -23.47% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
CG The Carlyle Group Inc. | -23.55% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
Correlation
The correlation between KKR and CG is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.65 |
The correlation between KKR and CG shifts across timeframes, from 0.65 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KKR:
$92.46B
CG:
$16.01B
KKR:
$3.10
CG:
$1.48
KKR:
31.23
CG:
30.11
KKR:
3.29
CG:
0.19
KKR:
4.63
CG:
4.12
KKR:
1.14
CG:
2.17
KKR:
$19.99B
CG:
$3.99B
KKR:
$8.35B
CG:
$2.92B
KKR:
$9.97B
CG:
$1.01B
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Return for Risk
KKR vs. CG — Risk / Return Rank
KKR
CG
KKR vs. CG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and The Carlyle Group Inc. (CG). 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 | CG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.02 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | -0.06 | -0.39 |
| Martin ratioReturn relative to average drawdown | -0.80 | -0.12 | -0.69 |
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Drawdowns
KKR vs. CG - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum CG drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for KKR and CG.
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Drawdown Indicators
| KKR | CG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -62.69% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -44.62% | -37.83% | -6.79% |
Max Drawdown (3Y)Largest decline over 3 years | -49.42% | -38.53% | -10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -56.75% | +7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -56.75% | +7.33% |
Current DrawdownCurrent decline from peak | -41.27% | -34.40% | -6.87% |
Average DrawdownAverage peak-to-trough decline | -16.25% | -21.76% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.14% | 20.30% | +4.84% |
Volatility
KKR vs. CG - Volatility Comparison
KKR & Co. Inc. (KKR) and The Carlyle Group Inc. (CG) have volatilities of 9.01% and 9.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KKR | CG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | 9.17% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 29.08% | 27.73% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.28% | 36.12% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 39.81% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.62% | 37.40% | -0.78% |
Dividends
KKR vs. CG - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 1.07%, less than CG's 3.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.14% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
KKR KKR & Co. Inc. | 1.07% | 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. CG - Financials Comparison
This section allows you to compare key financial metrics between KKR & Co. Inc. and The Carlyle Group 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
Frequently Asked Questions
KKR and CG have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CG has higher volatility (9.17%) compared to KKR (9.01%). In terms of maximum drawdown, KKR dropped -53.10% vs CG's -62.69%.
CG currently has the higher Sharpe Ratio (-0.07 vs -0.54), 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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