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

Performance

KKR vs. CG - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKR vs. CG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

KKR:

$92.46B

CG:

$16.01B

EPS

KKR:

$3.10

CG:

$1.48

PE Ratio

KKR:

31.23

CG:

30.11

PEG Ratio

KKR:

3.29

CG:

0.19

PS Ratio

KKR:

4.63

CG:

4.12

PB Ratio

KKR:

1.14

CG:

2.17

Total Revenue (TTM)

KKR:

$19.99B

CG:

$3.99B

Gross Profit (TTM)

KKR:

$8.35B

CG:

$2.92B

EBITDA (TTM)

KKR:

$9.97B

CG:

$1.01B

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Return for Risk

KKR vs. CG — Risk / Return Rank

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

KKR
KKR Risk / Return Rank: 2222
Overall Rank
KKR Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1818
Sortino Ratio Rank
KKR Omega Ratio Rank: 1919
Omega Ratio Rank
KKR Calmar Ratio Rank: 2626
Calmar Ratio Rank
KKR Martin Ratio Rank: 2626
Martin Ratio Rank

CG
CG Risk / Return Rank: 3838
Overall Rank
CG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CG Sortino Ratio Rank: 3535
Sortino Ratio Rank
CG Omega Ratio Rank: 3434
Omega Ratio Rank
CG Calmar Ratio Rank: 4040
Calmar Ratio Rank
CG Martin Ratio Rank: 3939
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. 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.


KKRCGDifference
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

KKR vs. CG - Sharpe Ratio Comparison

The current KKR Sharpe Ratio is -0.54, which is lower than the CG Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of KKR and CG, 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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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


KKRCGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-41.27%

-34.40%

-6.87%

Average Drawdown

Average peak-to-trough decline

-16.25%

-21.76%

+5.51%

Ulcer Index

Depth 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


KKRCGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
4.00B
189.60M
(KKR) Total Revenue
(CG) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

Find the right allocation for KKR and CG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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