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KR vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KR vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Kroger Co. (KR) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KR achieves a 0.64% return, which is significantly lower than VTI's 11.72% return. Over the past 10 years, KR has underperformed VTI with an annualized return of 7.82%, while VTI has yielded a comparatively higher 15.04% annualized return.


KR

1D
1.65%
1M
-6.50%
YTD
0.64%
6M
-0.41%
1Y
-4.22%
3Y*
12.94%
5Y*
12.39%
10Y*
7.82%

VTI

1D
0.47%
1M
4.59%
YTD
11.72%
6M
11.43%
1Y
28.79%
3Y*
22.37%
5Y*
12.80%
10Y*
15.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KR vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KR
The Kroger Co.
0.64%4.25%36.91%4.99%0.44%45.41%11.90%7.90%2.08%-18.97%
VTI
Vanguard Total Stock Market ETF
11.72%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between KR and VTI is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2001

0.33

The correlation between KR and VTI shifts across timeframes, from -0.29 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KR vs. VTI — Risk / Return Rank

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

KR
KR Risk / Return Rank: 3333
Overall Rank
KR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KR Sortino Ratio Rank: 3030
Sortino Ratio Rank
KR Omega Ratio Rank: 3030
Omega Ratio Rank
KR Calmar Ratio Rank: 3434
Calmar Ratio Rank
KR Martin Ratio Rank: 3434
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 7373
Overall Rank
VTI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTI Omega Ratio Rank: 7373
Omega Ratio Rank
VTI Calmar Ratio Rank: 6666
Calmar Ratio Rank
VTI Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KR vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) and Vanguard Total Stock Market ETF (VTI). 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.


KRVTIDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

1.00

1.43

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.22

3.24

-3.46

Martin ratioReturn relative to average drawdown

-0.43

14.94

-15.37

KR vs. VTI - Sharpe Ratio Comparison

The current KR Sharpe Ratio is -0.15, which is lower than the VTI Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of KR and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KRVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

2.38

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.74

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.82

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Drawdowns

KR vs. VTI - Drawdown Comparison

The maximum KR drawdown since its inception was -66.81%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KR and VTI.


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Drawdown Indicators


KRVTIDifference

Max Drawdown

Largest peak-to-trough decline

-66.81%

-55.45%

-11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-19.44%

-8.92%

-10.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-19.30%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.07%

-25.36%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-46.25%

-35.00%

-11.25%

Current Drawdown

Current decline from peak

-17.24%

-0.26%

-16.98%

Average Drawdown

Average peak-to-trough decline

-22.45%

-8.03%

-14.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

1.93%

+7.93%

Volatility

KR vs. VTI - Volatility Comparison

The Kroger Co. (KR) has a higher volatility of 8.90% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. This indicates that KR's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KRVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

2.90%

+6.00%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

9.13%

+11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

12.17%

+15.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.84%

17.40%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.93%

18.30%

+10.63%

Dividends

KR vs. VTI - Dividend Comparison

KR's dividend yield for the trailing twelve months is around 2.25%, more than VTI's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
KR
The Kroger Co.
2.25%2.14%2.00%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%0.94%
VTI
Vanguard Total Stock Market ETF
1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


KR and VTI have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KR has higher volatility (8.90%) compared to VTI (2.90%). In terms of maximum drawdown, KR dropped -66.81% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (2.38 vs -0.15), 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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