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KRC vs. GMG.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KRC vs. GMG.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kilroy Realty Corporation (KRC) and Goodman Group (GMG.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KRC is traded in USD, while GMG.AX is traded in AUD. To make them comparable, the GMG.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KRC achieves a 4.68% return, which is significantly lower than GMG.AX's 7.38% return. Over the past 10 years, KRC has underperformed GMG.AX with an annualized return of -0.50%, while GMG.AX has yielded a comparatively higher 17.89% annualized return.


KRC

1D
-0.85%
1M
11.41%
YTD
4.68%
6M
-1.93%
1Y
13.55%
3Y*
14.88%
5Y*
-7.27%
10Y*
-0.50%

GMG.AX

1D
2.16%
1M
-2.27%
YTD
7.38%
6M
13.95%
1Y
1.13%
3Y*
19.76%
5Y*
8.13%
10Y*
17.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRC vs. GMG.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KRC
Kilroy Realty Corporation
4.68%-2.00%7.81%10.09%-39.25%19.30%-29.18%36.76%-13.54%4.28%
GMG.AX
Goodman Group
7.38%-5.42%28.58%47.61%-37.57%34.02%57.99%27.94%17.26%32.17%

Correlation

The correlation between KRC and GMG.AX is 0.08, 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

0.08

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

0.16

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

0.19

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2012

0.18

The correlation between KRC and GMG.AX shifts across timeframes, from 0.08 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

KRC vs. GMG.AX — Risk / Return Rank

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

KRC
KRC Risk / Return Rank: 5454
Overall Rank
KRC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
KRC Sortino Ratio Rank: 5353
Sortino Ratio Rank
KRC Omega Ratio Rank: 5151
Omega Ratio Rank
KRC Calmar Ratio Rank: 5252
Calmar Ratio Rank
KRC Martin Ratio Rank: 5252
Martin Ratio Rank

GMG.AX
GMG.AX Risk / Return Rank: 3232
Overall Rank
GMG.AX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GMG.AX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GMG.AX Omega Ratio Rank: 2828
Omega Ratio Rank
GMG.AX Calmar Ratio Rank: 3737
Calmar Ratio Rank
GMG.AX Martin Ratio Rank: 3636
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.

KRC vs. GMG.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kilroy Realty Corporation (KRC) and Goodman Group (GMG.AX). 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.


KRCGMG.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.10

1.03

+0.07

Calmar ratioReturn relative to maximum drawdown

0.39

0.04

+0.34

Martin ratioReturn relative to average drawdown

0.82

0.10

+0.72

KRC vs. GMG.AX - Sharpe Ratio Comparison

The current KRC Sharpe Ratio is 0.49, which is higher than the GMG.AX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of KRC and GMG.AX, 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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Drawdowns

KRC vs. GMG.AX - Drawdown Comparison

The maximum KRC drawdown since its inception was -81.27%, which is greater than GMG.AX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for KRC and GMG.AX.


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Drawdown Indicators


KRCGMG.AXDifference

Max Drawdown

Largest peak-to-trough decline

-81.27%

-49.89%

-31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-35.32%

-26.04%

-9.28%

Max Drawdown (3Y)

Largest decline over 3 years

-35.32%

-38.99%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-64.91%

-48.87%

-16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.55%

-49.89%

-16.66%

Current Drawdown

Current decline from peak

-40.61%

-13.35%

-27.26%

Average Drawdown

Average peak-to-trough decline

-23.42%

-11.50%

-11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.67%

11.17%

+5.50%

Volatility

KRC vs. GMG.AX - Volatility Comparison

The current volatility for Kilroy Realty Corporation (KRC) is 7.59%, while Goodman Group (GMG.AX) has a volatility of 8.45%. This indicates that KRC experiences smaller price fluctuations and is considered to be less risky than GMG.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KRCGMG.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

8.45%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

22.47%

23.98%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

27.82%

28.60%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.96%

30.02%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.59%

29.37%

+2.22%

Dividends

KRC vs. GMG.AX - Dividend Comparison

KRC's dividend yield for the trailing twelve months is around 5.63%, more than GMG.AX's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
GMG.AX
Goodman Group
0.95%0.97%0.42%1.19%1.73%1.13%1.59%2.24%2.75%3.20%3.48%3.67%
KRC
Kilroy Realty Corporation
5.63%5.78%5.34%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.61%2.21%

Financials

KRC vs. GMG.AX - Financials Comparison

This section allows you to compare key financial metrics between Kilroy Realty Corporation and Goodman Group. 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


Please note, different currencies. KRC values in USD, GMG.AX values in AUD

Frequently Asked Questions


KRC and GMG.AX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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