KKR vs. TFLO
KKR (KKR & Co. Inc.) is a stock, while TFLO (iShares Treasury Floating Rate Bond ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Index. Over the past 10 years, KKR returned 24.49%/yr vs 2.38%/yr for TFLO. At a correlation of -0.05, they often move in opposite directions.
Performance
KKR vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, KKR achieves a -26.16% return, which is significantly lower than TFLO's 1.81% return. Over the past 10 years, KKR has outperformed TFLO with an annualized return of 24.49%, while TFLO has yielded a comparatively lower 2.38% annualized return.
KKR
- 1D
- -3.51%
- 1M
- -0.27%
- YTD
- -26.16%
- 6M
- -28.14%
- 1Y
- -22.71%
- 3Y*
- 21.35%
- 5Y*
- 10.22%
- 10Y*
- 24.49%
TFLO
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.81%
- 6M
- 1.91%
- 1Y
- 3.99%
- 3Y*
- 4.72%
- 5Y*
- 3.68%
- 10Y*
- 2.38%
KKR vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -26.16% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.81% | 4.22% | 5.34% | 5.12% | 1.99% | -0.02% | 0.43% | 2.04% | 1.76% | 1.01% |
Correlation
The correlation between KKR and TFLO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014 | -0.05 |
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Return for Risk
KKR vs. TFLO — Risk / Return Rank
KKR
TFLO
KKR vs. TFLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and iShares Treasury Floating Rate Bond ETF (TFLO). 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 | TFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.72 | ||
| Sortino ratioReturn per unit of downside risk | -51.79 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 14.01 | -13.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 202.27 | -202.78 |
| Martin ratioReturn relative to average drawdown | -0.90 | 827.47 | -828.37 |
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Drawdowns
KKR vs. TFLO - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for KKR and TFLO.
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Drawdown Indicators
| KKR | TFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -5.01% | -48.09% |
Max Drawdown (1Y)Largest decline over 1 year | -44.62% | -0.02% | -44.60% |
Max Drawdown (3Y)Largest decline over 3 years | -49.42% | -0.04% | -49.38% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -0.13% | -49.29% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -0.16% | -49.26% |
Current DrawdownCurrent decline from peak | -43.33% | 0.00% | -43.33% |
Average DrawdownAverage peak-to-trough decline | -16.25% | -0.10% | -16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.26% | 0.00% | +25.26% |
Volatility
KKR vs. TFLO - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 9.73% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.08%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KKR | TFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 0.08% | +9.65% |
Volatility (6M)Calculated over the trailing 6-month period | 29.27% | 0.20% | +29.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.37% | 0.29% | +37.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.26% | 0.35% | +38.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.58% | 0.46% | +36.12% |
Dividends
KKR vs. TFLO - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 1.11%, less than TFLO's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 1.11% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
TFLO iShares Treasury Floating Rate Bond ETF | 3.89% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
Frequently Asked Questions
KKR and TFLO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KKR has higher volatility (9.73%) compared to TFLO (0.08%). In terms of maximum drawdown, KKR dropped -53.10% vs TFLO's -5.01%.
TFLO currently has the higher Sharpe Ratio (14.11 vs -0.61), 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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