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 24.13%/yr vs 2.43%/yr for TFLO. Their -0.05 correlation means they have often moved in opposite directions in the past.
Performance
KKR vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, KKR achieves a -14.54% return, which is significantly lower than TFLO's 2.28% return. Over the past 10 years, KKR has outperformed TFLO with an annualized return of 24.13%, while TFLO has yielded a comparatively lower 2.43% annualized return.
KKR
- 1D
- 1.55%
- 1M
- 15.31%
- 6M
- 5.49%
- YTD
- -14.54%
- 1Y
- -24.72%
- 3Y*
- 22.57%
- 5Y*
- 10.98%
- 10Y*
- 24.13%
- ALL TIME*
- 19.76%
TFLO
- 1D
- 0.04%
- 1M
- 0.34%
- 6M
- 1.92%
- YTD
- 2.28%
- 1Y
- 3.92%
- 3Y*
- 4.65%
- 5Y*
- 3.78%
- 10Y*
- 2.43%
- ALL TIME*
- 1.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $433.10M | $391.70M | $438.28M | |
| $88.45M | $74.01M | $74.32M |
KKR vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | -14.54% | -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 | 2.28% | 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 was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | -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 | -14.40 | ||
| Sortino ratioReturn per unit of downside risk | -47.98 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 12.30 | -11.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 198.82 | -199.39 |
| Martin ratioReturn relative to average drawdown | -0.92 | 764.25 | -765.17 |
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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 | -43.64% | -0.02% | -43.62% |
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 | -34.42% | 0.00% | -34.42% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -0.10% | -16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.86% | 0.01% | +26.85% |
Volatility
KKR vs. TFLO - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 10.59% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. 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 | 10.59% | 0.07% | +10.52% |
Volatility (6M)Calculated over the trailing 6-month period | 29.91% | 0.19% | +29.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.74% | 0.29% | +37.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.49% | 0.35% | +39.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.63% | 0.45% | +36.18% |
Dividends
KKR vs. TFLO - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.96%, less than TFLO's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 0.96% | 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 | 3.79% | 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 (10.59%) compared to TFLO (0.07%). In terms of maximum drawdown, KKR dropped -53.10% vs TFLO's -5.01%.
TFLO currently has the higher Sharpe Ratio (13.75 vs -0.66), 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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