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KLG vs. MGK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KLG and MGK is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

KLG vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WK Kellogg Co (KLG) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
13.55%
12.66%
KLG
MGK

Key characteristics

Sharpe Ratio

KLG:

0.79

MGK:

1.54

Sortino Ratio

KLG:

1.44

MGK:

2.08

Omega Ratio

KLG:

1.18

MGK:

1.28

Calmar Ratio

KLG:

1.01

MGK:

2.07

Martin Ratio

KLG:

1.54

MGK:

7.57

Ulcer Index

KLG:

23.21%

MGK:

3.70%

Daily Std Dev

KLG:

45.09%

MGK:

18.16%

Max Drawdown

KLG:

-42.06%

MGK:

-48.36%

Current Drawdown

KLG:

-16.58%

MGK:

-0.48%

Returns By Period

In the year-to-date period, KLG achieves a 10.06% return, which is significantly higher than MGK's 3.60% return.


KLG

YTD

10.06%

1M

17.79%

6M

18.29%

1Y

39.54%

5Y*

N/A

10Y*

N/A

MGK

YTD

3.60%

1M

2.08%

6M

13.82%

1Y

29.76%

5Y*

18.37%

10Y*

16.46%

*Annualized

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Risk-Adjusted Performance

KLG vs. MGK — Risk-Adjusted Performance Rank

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

KLG
The Risk-Adjusted Performance Rank of KLG is 7070
Overall Rank
The Sharpe Ratio Rank of KLG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of KLG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of KLG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of KLG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of KLG is 6363
Martin Ratio Rank

MGK
The Risk-Adjusted Performance Rank of MGK is 6464
Overall Rank
The Sharpe Ratio Rank of MGK is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 6161
Sortino Ratio Rank
The Omega Ratio Rank of MGK is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MGK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MGK is 6565
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.

KLG vs. MGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WK Kellogg Co (KLG) and Vanguard Mega Cap Growth ETF (MGK). 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.


Sharpe ratio
The chart of Sharpe ratio for KLG, currently valued at 0.79, compared to the broader market-2.000.002.000.791.54
The chart of Sortino ratio for KLG, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.006.001.442.08
The chart of Omega ratio for KLG, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.28
The chart of Calmar ratio for KLG, currently valued at 1.01, compared to the broader market0.002.004.006.001.012.07
The chart of Martin ratio for KLG, currently valued at 1.54, compared to the broader market-10.000.0010.0020.0030.001.547.57
KLG
MGK

The current KLG Sharpe Ratio is 0.79, which is lower than the MGK Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of KLG and MGK, 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 Ratio0.501.001.502.002.503.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.79
1.54
KLG
MGK

Dividends

KLG vs. MGK - Dividend Comparison

KLG's dividend yield for the trailing twelve months is around 3.23%, more than MGK's 0.41% yield.


TTM20242023202220212020201920182017201620152014
KLG
WK Kellogg Co
3.23%3.56%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.41%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%

Drawdowns

KLG vs. MGK - Drawdown Comparison

The maximum KLG drawdown since its inception was -42.06%, smaller than the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for KLG and MGK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.58%
-0.48%
KLG
MGK

Volatility

KLG vs. MGK - Volatility Comparison

WK Kellogg Co (KLG) has a higher volatility of 15.09% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.16%. This indicates that KLG's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.09%
5.16%
KLG
MGK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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