KKR vs. QQQ
KKR (KKR & Co. Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, KKR returned 23.89%/yr vs 20.44%/yr for QQQ. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
KKR vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, KKR achieves a -19.89% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, KKR has outperformed QQQ with an annualized return of 23.89%, while QQQ has yielded a comparatively lower 20.44% annualized return.
KKR
- 1D
- 0.45%
- 1M
- 8.09%
- 6M
- -10.62%
- YTD
- -19.89%
- 1Y
- -28.16%
- 3Y*
- 20.26%
- 5Y*
- 10.73%
- 10Y*
- 23.89%
- ALL TIME*
- 19.29%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $374.31M | $370.90M | $436.47M | |
| $30.32B | $28.40B | $31.45B |
KKR vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -19.89% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between KKR and QQQ is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2010 | 0.55 |
Over the past year, the correlation between KKR and QQQ has dropped to 0.35 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
KKR vs. QQQ — Risk / Return Rank
KKR
QQQ
KKR vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Invesco QQQ ETF (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.
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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.21 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.88 | -2.57 |
| Martin ratioReturn relative to average drawdown | -1.13 | 6.00 | -7.13 |
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Drawdowns
KKR vs. QQQ - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for KKR and QQQ.
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Drawdown Indicators
| KKR | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -82.97% | +29.87% |
Max Drawdown (1Y)Largest decline over 1 year | -43.64% | -11.96% | -31.68% |
Max Drawdown (3Y)Largest decline over 3 years | -49.42% | -22.77% | -26.65% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -35.12% | -14.30% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -35.12% | -14.30% |
Current DrawdownCurrent decline from peak | -38.53% | -7.69% | -30.84% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -32.62% | +16.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.75% | 3.74% | +23.01% |
Volatility
KKR vs. QQQ - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 9.72% compared to Invesco QQQ ETF (QQQ) at 6.87%. 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.
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Volatility by Period
| KKR | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 6.87% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 29.45% | 16.08% | +13.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.52% | 19.38% | +18.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.43% | 22.90% | +16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.59% | 22.50% | +14.09% |
Dividends
KKR vs. QQQ - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 1.02%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 1.02% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
KKR and QQQ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KKR has higher volatility (9.72%) compared to QQQ (6.87%). In terms of maximum drawdown, KKR dropped -53.10% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.81), 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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