PortfoliosLab logoPortfoliosLab logo
KKR vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KKR vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR & Co. Inc. (KKR) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KKR achieves a -29.76% return, which is significantly lower than NVO's -1.67% return. Over the past 10 years, KKR has outperformed NVO with an annualized return of 23.95%, while NVO has yielded a comparatively lower 8.17% annualized return.


KKR

1D
-1.32%
1M
-7.02%
YTD
-29.76%
6M
-30.81%
1Y
-33.13%
3Y*
17.61%
5Y*
9.45%
10Y*
23.95%

NVO

1D
0.56%
1M
6.06%
YTD
-1.67%
6M
-2.80%
1Y
-26.15%
3Y*
-13.58%
5Y*
5.11%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKR vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KKR
KKR & Co. Inc.
-29.76%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-4.28%41.78%
NVO
Novo Nordisk A/S
-1.67%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between KKR and NVO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.25

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

0.28

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2010

0.27

Fundamentals

Market Cap

KKR:

$84.87B

NVO:

$215.05B

EPS

KKR:

$3.10

NVO:

DKK 27.42

PE Ratio

KKR:

28.67

NVO:

11.57

PEG Ratio

KKR:

3.02

NVO:

0.50

PS Ratio

KKR:

4.25

NVO:

4.30

PB Ratio

KKR:

1.05

NVO:

6.95

Total Revenue (TTM)

KKR:

$19.99B

NVO:

DKK 327.80B

Gross Profit (TTM)

KKR:

$8.35B

NVO:

DKK 268.30B

EBITDA (TTM)

KKR:

$9.97B

NVO:

DKK 181.54B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KKR vs. NVO — Risk / Return Rank

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

KKR
KKR Risk / Return Rank: 1111
Overall Rank
KKR Sharpe Ratio Rank: 88
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1010
Sortino Ratio Rank
KKR Omega Ratio Rank: 1111
Omega Ratio Rank
KKR Calmar Ratio Rank: 1515
Calmar Ratio Rank
KKR Martin Ratio Rank: 1313
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 2424
Overall Rank
NVO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVO Omega Ratio Rank: 2222
Omega Ratio Rank
NVO Calmar Ratio Rank: 2525
Calmar Ratio Rank
NVO Martin Ratio Rank: 2828
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. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Novo Nordisk A/S (NVO). 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.


KKRNVODifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

0.86

0.94

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.53

-0.21

Martin ratioReturn relative to average drawdown

-1.29

-0.84

-0.45

KKR vs. NVO - Sharpe Ratio Comparison

The current KKR Sharpe Ratio is -0.90, which is lower than the NVO Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of KKR and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KKR vs. NVO - Drawdown Comparison

The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for KKR and NVO.


Loading charts...

Drawdown Indicators


KKRNVODifference

Max Drawdown

Largest peak-to-trough decline

-53.10%

-74.70%

+21.60%

Max Drawdown (1Y)

Largest decline over 1 year

-44.62%

-49.17%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-49.42%

-74.70%

+25.28%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-74.70%

+25.28%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

-74.70%

+25.28%

Current Drawdown

Current decline from peak

-46.10%

-64.87%

+18.77%

Average Drawdown

Average peak-to-trough decline

-16.28%

-17.83%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.75%

31.10%

-5.35%

Volatility

KKR vs. NVO - Volatility Comparison

The current volatility for KKR & Co. Inc. (KKR) is 10.34%, while Novo Nordisk A/S (NVO) has a volatility of 11.68%. This indicates that KKR experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KKRNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

11.68%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

29.47%

37.71%

-8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

37.19%

51.65%

-14.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.29%

38.48%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.56%

32.57%

+3.99%

Dividends

KKR vs. NVO - Dividend Comparison

KKR's dividend yield for the trailing twelve months is around 1.17%, less than NVO's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
KKR
KKR & Co. Inc.
1.17%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%
NVO
Novo Nordisk A/S
3.73%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Financials

KKR vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between KKR & Co. Inc. and Novo Nordisk A/S. 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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.00B
96.82B
(KKR) Total Revenue
(NVO) Total Revenue
Please note, different currencies. KKR values in USD, NVO values in DKK

KKR vs. NVO - Profitability Comparison

The chart below illustrates the profitability comparison between KKR & Co. Inc. and Novo Nordisk A/S over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
99.5%
86.0%
Portfolio components
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%.

NVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.

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%.

NVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.

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%.

NVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.


Frequently Asked Questions


KKR and NVO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (11.68%) compared to KKR (10.34%). In terms of maximum drawdown, KKR dropped -53.10% vs NVO's -74.70%.

NVO currently has the higher Sharpe Ratio (-0.51 vs -0.90), 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 NVO

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

Open Portfolio Optimizer