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KKR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KKR and SPY is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

KKR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR & Co. Inc. (KKR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
1,832.52%
557.52%
KKR
SPY

Key characteristics

Sharpe Ratio

KKR:

0.36

SPY:

0.51

Sortino Ratio

KKR:

0.80

SPY:

0.86

Omega Ratio

KKR:

1.11

SPY:

1.13

Calmar Ratio

KKR:

0.38

SPY:

0.55

Martin Ratio

KKR:

1.15

SPY:

2.26

Ulcer Index

KKR:

14.53%

SPY:

4.55%

Daily Std Dev

KKR:

46.69%

SPY:

20.08%

Max Drawdown

KKR:

-53.10%

SPY:

-55.19%

Current Drawdown

KKR:

-31.90%

SPY:

-9.89%

Returns By Period

In the year-to-date period, KKR achieves a -23.08% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, KKR has outperformed SPY with an annualized return of 20.07%, while SPY has yielded a comparatively lower 11.99% annualized return.


KKR

YTD

-23.08%

1M

-4.86%

6M

-18.56%

1Y

20.47%

5Y*

38.48%

10Y*

20.07%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

KKR vs. SPY — Risk-Adjusted Performance Rank

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

KKR
The Risk-Adjusted Performance Rank of KKR is 6565
Overall Rank
The Sharpe Ratio Rank of KKR is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of KKR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of KKR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of KKR is 6969
Calmar Ratio Rank
The Martin Ratio Rank of KKR is 6666
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KKR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for KKR, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.00
KKR: 0.36
SPY: 0.51
The chart of Sortino ratio for KKR, currently valued at 0.80, compared to the broader market-6.00-4.00-2.000.002.004.00
KKR: 0.80
SPY: 0.86
The chart of Omega ratio for KKR, currently valued at 1.11, compared to the broader market0.501.001.502.00
KKR: 1.11
SPY: 1.13
The chart of Calmar ratio for KKR, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
KKR: 0.38
SPY: 0.55
The chart of Martin ratio for KKR, currently valued at 1.15, compared to the broader market-5.000.005.0010.0015.0020.00
KKR: 1.15
SPY: 2.26

The current KKR Sharpe Ratio is 0.36, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of KKR and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.36
0.51
KKR
SPY

Dividends

KKR vs. SPY - Dividend Comparison

KKR's dividend yield for the trailing twelve months is around 0.62%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
KKR
KKR & Co. Inc.
0.62%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

KKR vs. SPY - Drawdown Comparison

The maximum KKR drawdown since its inception was -53.10%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KKR and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.90%
-9.89%
KKR
SPY

Volatility

KKR vs. SPY - Volatility Comparison

KKR & Co. Inc. (KKR) has a higher volatility of 29.75% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
29.75%
15.12%
KKR
SPY