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KR vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KR and MDT is 0.20, 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.


-0.50.00.51.00.2

Performance

KR vs. MDT - Performance Comparison

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

40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
37,532.88%
110,744.88%
KR
MDT

Key characteristics

Sharpe Ratio

KR:

1.65

MDT:

-0.02

Sortino Ratio

KR:

2.78

MDT:

0.09

Omega Ratio

KR:

1.32

MDT:

1.01

Calmar Ratio

KR:

2.60

MDT:

-0.01

Martin Ratio

KR:

6.89

MDT:

-0.07

Ulcer Index

KR:

5.35%

MDT:

5.50%

Daily Std Dev

KR:

22.30%

MDT:

17.53%

Max Drawdown

KR:

-74.33%

MDT:

-57.63%

Current Drawdown

KR:

-3.81%

MDT:

-34.58%

Fundamentals

Market Cap

KR:

$44.26B

MDT:

$104.34B

EPS

KR:

$3.78

MDT:

$3.27

PE Ratio

KR:

16.18

MDT:

24.88

PEG Ratio

KR:

2.79

MDT:

1.49

Total Revenue (TTM)

KR:

$149.88B

MDT:

$33.00B

Gross Profit (TTM)

KR:

$57.94B

MDT:

$20.67B

EBITDA (TTM)

KR:

$7.47B

MDT:

$9.19B

Returns By Period

In the year-to-date period, KR achieves a 36.33% return, which is significantly higher than MDT's -0.40% return. Over the past 10 years, KR has outperformed MDT with an annualized return of 10.76%, while MDT has yielded a comparatively lower 3.19% annualized return.


KR

YTD

36.33%

1M

4.87%

6M

18.50%

1Y

38.27%

5Y*

22.87%

10Y*

10.76%

MDT

YTD

-0.40%

1M

-8.63%

6M

2.04%

1Y

-0.02%

5Y*

-4.19%

10Y*

3.19%

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Risk-Adjusted Performance

KR vs. MDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) and Medtronic plc (MDT). 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 1.65, compared to the broader market-4.00-2.000.002.001.65-0.02
The chart of Sortino ratio for KR, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.780.09
The chart of Omega ratio for KR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.01
The chart of Calmar ratio for KR, currently valued at 2.60, compared to the broader market0.002.004.006.002.60-0.01
The chart of Martin ratio for KR, currently valued at 6.89, compared to the broader market0.0010.0020.006.89-0.07
KR
MDT

The current KR Sharpe Ratio is 1.65, which is higher than the MDT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of KR and MDT, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.65
-0.02
KR
MDT

Dividends

KR vs. MDT - Dividend Comparison

KR's dividend yield for the trailing twelve months is around 2.00%, less than MDT's 2.61% yield.


TTM20232022202120202019201820172016201520142013
KR
The Kroger Co.
2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%
MDT
Medtronic plc
2.61%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%

Drawdowns

KR vs. MDT - Drawdown Comparison

The maximum KR drawdown since its inception was -74.33%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for KR and MDT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.81%
-34.58%
KR
MDT

Volatility

KR vs. MDT - Volatility Comparison

The Kroger Co. (KR) has a higher volatility of 8.31% compared to Medtronic plc (MDT) at 4.51%. This indicates that KR's price experiences larger fluctuations and is considered to be riskier than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
8.31%
4.51%
KR
MDT

Financials

KR vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between The Kroger Co. and Medtronic plc. 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
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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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