KREF vs. VOO
Compare and contrast key facts about KKR Real Estate Finance Trust Inc. (KREF) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KREF or VOO.
Key characteristics
| KREF | VOO | |
|---|---|---|
| YTD Return | -4.95% | 26.88% |
| 1Y Return | 13.92% | 37.59% |
| 3Y Return (Ann) | -8.93% | 10.23% |
| 5Y Return (Ann) | 0.15% | 15.93% |
| Sharpe Ratio | 0.40 | 3.06 |
| Sortino Ratio | 0.79 | 4.08 |
| Omega Ratio | 1.11 | 1.58 |
| Calmar Ratio | 0.28 | 4.43 |
| Martin Ratio | 0.69 | 20.25 |
| Ulcer Index | 19.57% | 1.85% |
| Daily Std Dev | 33.43% | 12.23% |
| Max Drawdown | -55.29% | -33.99% |
| Current Drawdown | -28.47% | -0.30% |
Correlation
The correlation between KREF and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
KREF vs. VOO - Performance Comparison
In the year-to-date period, KREF achieves a -4.95% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KREF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Real Estate Finance Trust Inc. (KREF) 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.
Dividends
KREF vs. VOO - Dividend Comparison
KREF's dividend yield for the trailing twelve months is around 10.09%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KREF KKR Real Estate Finance Trust Inc. | 10.09% | 13.00% | 12.32% | 9.53% | 9.60% | 8.42% | 8.83% | 4.95% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KREF vs. VOO - Drawdown Comparison
The maximum KREF drawdown since its inception was -55.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KREF and VOO. For additional features, visit the drawdowns tool.
Volatility
KREF vs. VOO - Volatility Comparison
KKR Real Estate Finance Trust Inc. (KREF) has a higher volatility of 6.18% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that KREF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.