KLG vs. STLG

Last updated Apr 1, 2026

Compare and contrast key facts about WK Kellogg Co (KLG) and iShares Factors US Growth Style ETF (STLG).

STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.

Performance

KLG vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WK Kellogg Co (KLG) and iShares Factors US Growth Style ETF (STLG). The values are adjusted to include any dividend payments, if applicable.

KLG vs. STLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KLG WK Kellogg Co	0.00%	0.00%	0.00%	-21.47%
STLG iShares Factors US Growth Style ETF	-6.01%	21.49%	37.42%	15.99%

Returns By Period

KLG

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

STLG

• 1D: 3.86%
• 1M: -5.81%
• YTD: -6.01%
• 6M: -2.39%
• 1Y: 25.79%
• 3Y*: 25.22%
• 5Y*: 15.18%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KLG vs. STLG — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 67
STLG Sharpe Ratio Rank: 62
STLG Sortino Ratio Rank: 66
STLG Omega Ratio Rank: 63
STLG Calmar Ratio Rank: 74
STLG Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KLG vs. STLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WK Kellogg Co (KLG) and iShares Factors US Growth Style ETF (STLG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KLG	STLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.71	—

Correlation

The correlation between KLG and STLG is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

KLG vs. STLG - Dividend Comparison

KLG has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.32%.

	TTM	2025	2024	2023	2022	2021	2020
KLG WK Kellogg Co	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
STLG iShares Factors US Growth Style ETF	0.32%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%

Drawdowns

Drawdown Indicators

	KLG	STLG	Difference
Max Drawdown Largest peak-to-trough decline	—	-31.34%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.61%	—
Current Drawdown Current decline from peak	—	-10.35%	—
Average Drawdown Average peak-to-trough decline	—	-7.53%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.71%	—

Volatility

Volatility by Period

	KLG	STLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	24.39%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.86%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	24.02%	—