KKR vs. QQQ
Compare and contrast key facts about KKR & Co. Inc. (KKR) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KKR or QQQ.
Performance
KKR vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, KKR achieves a 83.75% return, which is significantly higher than QQQ's 21.78% return. Over the past 10 years, KKR has outperformed QQQ with an annualized return of 23.94%, while QQQ has yielded a comparatively lower 17.95% annualized return.
KKR
83.75%
8.35%
44.98%
127.48%
40.67%
23.94%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| KKR | QQQ | |
|---|---|---|
| Sharpe Ratio | 4.12 | 1.70 |
| Sortino Ratio | 5.02 | 2.29 |
| Omega Ratio | 1.67 | 1.31 |
| Calmar Ratio | 7.34 | 2.19 |
| Martin Ratio | 37.93 | 7.96 |
| Ulcer Index | 3.44% | 3.72% |
| Daily Std Dev | 31.70% | 17.39% |
| Max Drawdown | -53.10% | -82.98% |
| Current Drawdown | -2.96% | -3.42% |
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Correlation
The correlation between KKR and QQQ is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
KKR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Invesco QQQ (QQQ). 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.
Dividends
KKR vs. QQQ - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.46%, less than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 0.46% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
KKR vs. QQQ - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for KKR and QQQ. For additional features, visit the drawdowns tool.
Volatility
KKR vs. QQQ - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 11.18% compared to Invesco QQQ (QQQ) at 5.58%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.