KKR vs. PFG
KKR (KKR & Co. Inc.) and PFG (Principal Financial Group, Inc.) are both stocks. Both are in the Financial Services sector — KKR in Asset Management, PFG in Insurance - Diversified. Over the past 10 years, KKR returned 23.50%/yr vs 13.61%/yr for PFG. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
KKR vs. PFG - 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 PFG's 21.10% return. Over the past 10 years, KKR has outperformed PFG with an annualized return of 23.50%, while PFG has yielded a comparatively lower 13.61% 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%
PFG
- 1D
- -0.18%
- 1M
- 5.34%
- YTD
- 21.10%
- 6M
- 22.95%
- 1Y
- 41.47%
- 3Y*
- 17.87%
- 5Y*
- 14.05%
- 10Y*
- 13.61%
KKR vs. PFG - 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% |
PFG Principal Financial Group, Inc. | 21.10% | 18.38% | 1.87% | -2.83% | 20.10% | 51.35% | -5.19% | 29.71% | -34.96% | 25.52% |
Correlation
The correlation between KKR and PFG is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2010 | 0.52 |
The correlation between KKR and PFG has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
Fundamentals
KKR:
$88.94B
PFG:
$23.14B
KKR:
$3.10
PFG:
$6.97
KKR:
30.04
PFG:
15.06
KKR:
3.17
PFG:
0.22
KKR:
4.45
PFG:
1.95
KKR:
1.10
PFG:
1.96
KKR:
$19.99B
PFG:
$12.07B
KKR:
$8.35B
PFG:
$5.76B
KKR:
$9.97B
PFG:
$1.39B
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Return for Risk
KKR vs. PFG — Risk / Return Rank
KKR
PFG
KKR vs. PFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Principal Financial Group, Inc. (PFG). 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 | PFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.33 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 3.48 | -4.02 |
| Martin ratioReturn relative to average drawdown | -0.99 | 11.28 | -12.27 |
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 | PFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | 1.92 | -2.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.53 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.43 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.23 | +0.31 |
Drawdowns
KKR vs. PFG - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum PFG drawdown of -91.50%. Use the drawdown chart below to compare losses from any high point for KKR and PFG.
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Drawdown Indicators
| KKR | PFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -91.50% | +38.40% |
Max Drawdown (1Y)Largest decline over 1 year | -44.62% | -11.96% | -32.66% |
Max Drawdown (3Y)Largest decline over 3 years | -49.42% | -22.43% | -26.99% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -29.32% | -20.10% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -64.73% | +15.31% |
Current DrawdownCurrent decline from peak | -43.68% | -0.18% | -43.50% |
Average DrawdownAverage peak-to-trough decline | -16.18% | -21.85% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.21% | 3.69% | +20.52% |
Volatility
KKR vs. PFG - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 10.21% compared to Principal Financial Group, Inc. (PFG) at 4.90%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than PFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KKR | PFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 4.90% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 29.77% | 15.63% | +14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.30% | 21.73% | +15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.23% | 26.63% | +12.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.64% | 31.96% | +4.68% |
Dividends
KKR vs. PFG - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.80%, less than PFG's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFG Principal Financial Group, Inc. | 3.04% | 3.49% | 3.68% | 3.30% | 3.05% | 3.37% | 4.52% | 3.96% | 4.75% | 2.65% | 2.78% | 3.33% |
Financials
KKR vs. PFG - Financials Comparison
This section allows you to compare key financial metrics between KKR & Co. Inc. and Principal Financial 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 PFG have a correlation of 0.50, 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 PFG (4.90%). In terms of maximum drawdown, KKR dropped -53.10% vs PFG's -91.50%.
PFG currently has the higher Sharpe Ratio (1.92 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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