KR vs. MGV
KR (The Kroger Co.) is a stock, while MGV (Vanguard Mega Cap Value ETF) is Large Cap Value Equities fund tracking the CRSP US Mega Cap Value Index. Over the past 10 years, KR returned 7.15%/yr vs 13.34%/yr for MGV. At a 0.35 correlation, their price movements are largely independent.
Performance
KR vs. MGV - Performance Comparison
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Returns By Period
In the year-to-date period, KR achieves a -7.75% return, which is significantly lower than MGV's 15.89% return. Over the past 10 years, KR has underperformed MGV with an annualized return of 7.15%, while MGV has yielded a comparatively higher 13.34% annualized return.
KR
- 1D
- 2.31%
- 1M
- -15.17%
- YTD
- -7.75%
- 6M
- -7.48%
- 1Y
- -21.30%
- 3Y*
- 9.72%
- 5Y*
- 10.14%
- 10Y*
- 7.15%
MGV
- 1D
- -0.82%
- 1M
- 3.65%
- YTD
- 15.89%
- 6M
- 15.48%
- 1Y
- 28.43%
- 3Y*
- 19.53%
- 5Y*
- 12.99%
- 10Y*
- 13.34%
KR vs. MGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | -7.75% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
MGV Vanguard Mega Cap Value ETF | 15.89% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
Correlation
The correlation between KR and MGV is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.35 |
The correlation between KR and MGV shifts across timeframes, from -0.04 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KR vs. MGV — Risk / Return Rank
KR
MGV
KR vs. MGV - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KR | MGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.60 | ||
| Sortino ratioReturn per unit of downside risk | -4.99 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.50 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 4.45 | -5.28 |
| Martin ratioReturn relative to average drawdown | -2.01 | 16.89 | -18.90 |
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Drawdowns
KR vs. MGV - Drawdown Comparison
The maximum KR drawdown since its inception was -66.81%, which is greater than MGV's maximum drawdown of -56.07%. Use the drawdown chart below to compare losses from any high point for KR and MGV.
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Drawdown Indicators
| KR | MGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.81% | -56.07% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -6.42% | -19.43% |
Max Drawdown (3Y)Largest decline over 3 years | -25.85% | -13.18% | -12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -16.54% | -14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -46.25% | -35.41% | -10.84% |
Current DrawdownCurrent decline from peak | -24.14% | -0.82% | -23.32% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -7.77% | -14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.63% | 1.69% | +8.94% |
Volatility
KR vs. MGV - Volatility Comparison
The Kroger Co. (KR) has a higher volatility of 11.60% compared to Vanguard Mega Cap Value ETF (MGV) at 3.49%. 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.
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Volatility by Period
| KR | MGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 3.49% | +8.11% |
Volatility (6M)Calculated over the trailing 6-month period | 22.03% | 7.82% | +14.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.41% | 10.18% | +17.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.11% | 13.58% | +13.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.10% | 16.32% | +12.78% |
Dividends
KR vs. MGV - Dividend Comparison
KR's dividend yield for the trailing twelve months is around 2.45%, more than MGV's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | 2.45% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
MGV Vanguard Mega Cap Value ETF | 1.84% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Frequently Asked Questions
KR and MGV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KR has higher volatility (11.60%) compared to MGV (3.49%). In terms of maximum drawdown, KR dropped -66.81% vs MGV's -56.07%.
MGV currently has the higher Sharpe Ratio (2.81 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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