KKR vs. VOO
Compare and contrast key facts about KKR & Co. Inc. (KKR) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KKR or VOO.
Performance
KKR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, KKR achieves a 83.75% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, KKR has outperformed VOO with an annualized return of 23.94%, while VOO has yielded a comparatively lower 13.12% annualized return.
KKR
83.75%
8.35%
44.98%
127.48%
40.67%
23.94%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| KKR | VOO | |
|---|---|---|
| Sharpe Ratio | 4.12 | 2.64 |
| Sortino Ratio | 5.02 | 3.53 |
| Omega Ratio | 1.67 | 1.49 |
| Calmar Ratio | 7.34 | 3.81 |
| Martin Ratio | 37.93 | 17.34 |
| Ulcer Index | 3.44% | 1.86% |
| Daily Std Dev | 31.70% | 12.20% |
| Max Drawdown | -53.10% | -33.99% |
| Current Drawdown | -2.96% | -2.16% |
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Correlation
The correlation between KKR and VOO 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.
Risk-Adjusted Performance
KKR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR & Co. Inc. (KKR) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
KKR's dividend yield for the trailing twelve months is around 0.46%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KKR vs. VOO - Drawdown Comparison
The maximum KKR drawdown since its inception was -53.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KKR and VOO. For additional features, visit the drawdowns tool.
Volatility
KKR vs. VOO - Volatility Comparison
KKR & Co. Inc. (KKR) has a higher volatility of 11.18% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that KKR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.