PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KR vs. ACI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KR and ACI is 0.40, 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.


-0.50.00.51.00.4

Performance

KR vs. ACI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Kroger Co. (KR) and Albertsons Companies, Inc. (ACI). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
151.00%
88.16%
KR
ACI

Key characteristics

Sharpe Ratio

KR:

1.83

ACI:

-0.57

Sortino Ratio

KR:

3.02

ACI:

-0.73

Omega Ratio

KR:

1.35

ACI:

0.92

Calmar Ratio

KR:

2.90

ACI:

-0.33

Martin Ratio

KR:

7.67

ACI:

-0.82

Ulcer Index

KR:

5.36%

ACI:

12.68%

Daily Std Dev

KR:

22.45%

ACI:

18.20%

Max Drawdown

KR:

-74.33%

ACI:

-32.80%

Current Drawdown

KR:

-1.52%

ACI:

-23.11%

Fundamentals

Market Cap

KR:

$45.11B

ACI:

$11.54B

EPS

KR:

$3.78

ACI:

$1.71

PE Ratio

KR:

16.49

ACI:

11.65

PEG Ratio

KR:

2.84

ACI:

5.89

Total Revenue (TTM)

KR:

$149.88B

ACI:

$61.16B

Gross Profit (TTM)

KR:

$32.20B

ACI:

$16.96B

EBITDA (TTM)

KR:

$7.78B

ACI:

$2.91B

Returns By Period

In the year-to-date period, KR achieves a 39.58% return, which is significantly higher than ACI's -11.29% return.


KR

YTD

39.58%

1M

3.04%

6M

26.30%

1Y

41.25%

5Y*

23.62%

10Y*

10.85%

ACI

YTD

-11.29%

1M

1.53%

6M

2.12%

1Y

-11.25%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KR vs. ACI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) and Albertsons Companies, Inc. (ACI). 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 KR, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.83-0.57
The chart of Sortino ratio for KR, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.02-0.73
The chart of Omega ratio for KR, currently valued at 1.35, compared to the broader market0.501.001.502.001.350.92
The chart of Calmar ratio for KR, currently valued at 2.90, compared to the broader market0.002.004.006.002.90-0.33
The chart of Martin ratio for KR, currently valued at 7.67, compared to the broader market0.005.0010.0015.0020.0025.007.67-0.82
KR
ACI

The current KR Sharpe Ratio is 1.83, which is higher than the ACI Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of KR and ACI, 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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.83
-0.57
KR
ACI

Dividends

KR vs. ACI - Dividend Comparison

KR's dividend yield for the trailing twelve months is around 1.96%, less than ACI's 2.41% yield.


TTM20232022202120202019201820172016201520142013
KR
The Kroger Co.
1.96%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%
ACI
Albertsons Companies, Inc.
2.41%2.09%35.34%1.39%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KR vs. ACI - Drawdown Comparison

The maximum KR drawdown since its inception was -74.33%, which is greater than ACI's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for KR and ACI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.52%
-23.11%
KR
ACI

Volatility

KR vs. ACI - Volatility Comparison

The Kroger Co. (KR) and Albertsons Companies, Inc. (ACI) have volatilities of 8.45% and 8.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
8.45%
8.18%
KR
ACI

Financials

KR vs. ACI - Financials Comparison

This section allows you to compare key financial metrics between The Kroger Co. and Albertsons Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab