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KR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KR and VOO is 0.29, 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.


Performance

KR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Kroger Co. (KR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KR:

1.46

VOO:

0.52

Sortino Ratio

KR:

2.22

VOO:

0.89

Omega Ratio

KR:

1.26

VOO:

1.13

Calmar Ratio

KR:

2.32

VOO:

0.57

Martin Ratio

KR:

7.91

VOO:

2.18

Ulcer Index

KR:

4.14%

VOO:

4.85%

Daily Std Dev

KR:

23.18%

VOO:

19.11%

Max Drawdown

KR:

-74.33%

VOO:

-33.99%

Current Drawdown

KR:

-1.52%

VOO:

-7.67%

Returns By Period

In the year-to-date period, KR achieves a 18.11% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, KR has underperformed VOO with an annualized return of 11.34%, while VOO has yielded a comparatively higher 12.42% annualized return.


KR

YTD

18.11%

1M

5.85%

6M

21.21%

1Y

31.39%

5Y*

23.22%

10Y*

11.34%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

KR vs. VOO — Risk-Adjusted Performance Rank

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

KR
The Risk-Adjusted Performance Rank of KR is 9090
Overall Rank
The Sharpe Ratio Rank of KR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of KR is 8888
Sortino Ratio Rank
The Omega Ratio Rank of KR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of KR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of KR is 9292
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) and Vanguard S&P 500 ETF (VOO). 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.


The current KR Sharpe Ratio is 1.46, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of KR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

KR vs. VOO - Dividend Comparison

KR's dividend yield for the trailing twelve months is around 1.74%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
KR
The Kroger Co.
1.74%2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KR vs. VOO - Drawdown Comparison

The maximum KR drawdown since its inception was -74.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KR and VOO. For additional features, visit the drawdowns tool.


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Volatility

KR vs. VOO - Volatility Comparison

The current volatility for The Kroger Co. (KR) is 6.23%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that KR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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