KR vs. MGV
Compare and contrast key facts about The Kroger Co. (KR) and Vanguard Mega Cap Value ETF (MGV).
MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KR or MGV.
Performance
KR vs. MGV - Performance Comparison
Returns By Period
In the year-to-date period, KR achieves a 30.96% return, which is significantly higher than MGV's 20.99% return. Both investments have delivered pretty close results over the past 10 years, with KR having a 11.29% annualized return and MGV not far behind at 10.77%.
KR
30.96%
4.03%
9.17%
41.05%
23.74%
11.29%
MGV
20.99%
-0.55%
9.31%
28.70%
11.75%
10.77%
Key characteristics
| KR | MGV | |
|---|---|---|
| Sharpe Ratio | 1.87 | 2.95 |
| Sortino Ratio | 3.07 | 4.17 |
| Omega Ratio | 1.36 | 1.54 |
| Calmar Ratio | 2.76 | 5.93 |
| Martin Ratio | 7.58 | 19.22 |
| Ulcer Index | 5.32% | 1.52% |
| Daily Std Dev | 21.55% | 9.95% |
| Max Drawdown | -74.33% | -56.31% |
| Current Drawdown | -1.84% | -1.34% |
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Correlation
The correlation between KR and MGV is 0.38, 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.
Risk-Adjusted Performance
KR vs. MGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) and Vanguard Mega Cap Value ETF (MGV). 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
KR vs. MGV - Dividend Comparison
KR's dividend yield for the trailing twelve months is around 2.09%, less than MGV's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | 2.09% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
MGV Vanguard Mega Cap Value ETF | 2.25% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
Drawdowns
KR vs. MGV - Drawdown Comparison
The maximum KR drawdown since its inception was -74.33%, which is greater than MGV's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for KR and MGV. For additional features, visit the drawdowns tool.
Volatility
KR vs. MGV - Volatility Comparison
The Kroger Co. (KR) has a higher volatility of 6.50% compared to Vanguard Mega Cap Value ETF (MGV) at 3.70%. This indicates that KR's price experiences larger fluctuations and is considered to be riskier than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.