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

Correlation

The correlation between KREF and VOO is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

KREF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KKR Real Estate Finance Trust Inc. (KREF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-12.57%
163.25%
KREF
VOO

Key characteristics

Sharpe Ratio

KREF:

-0.08

VOO:

0.54

Sortino Ratio

KREF:

0.13

VOO:

0.88

Omega Ratio

KREF:

1.02

VOO:

1.13

Calmar Ratio

KREF:

-0.05

VOO:

0.55

Martin Ratio

KREF:

-0.24

VOO:

2.27

Ulcer Index

KREF:

10.45%

VOO:

4.55%

Daily Std Dev

KREF:

32.11%

VOO:

19.19%

Max Drawdown

KREF:

-55.29%

VOO:

-33.99%

Current Drawdown

KREF:

-42.98%

VOO:

-9.90%

Returns By Period

In the year-to-date period, KREF achieves a -10.02% return, which is significantly lower than VOO's -5.74% return.


KREF

YTD

-10.02%

1M

-18.93%

6M

-20.30%

1Y

2.24%

5Y*

1.04%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

KREF vs. VOO — Risk-Adjusted Performance Rank

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

KREF
The Risk-Adjusted Performance Rank of KREF is 4545
Overall Rank
The Sharpe Ratio Rank of KREF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of KREF is 4040
Sortino Ratio Rank
The Omega Ratio Rank of KREF is 4141
Omega Ratio Rank
The Calmar Ratio Rank of KREF is 4949
Calmar Ratio Rank
The Martin Ratio Rank of KREF is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

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.


The chart of Sharpe ratio for KREF, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.00
KREF: -0.08
VOO: 0.54
The chart of Sortino ratio for KREF, currently valued at 0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
KREF: 0.13
VOO: 0.88
The chart of Omega ratio for KREF, currently valued at 1.02, compared to the broader market0.501.001.502.00
KREF: 1.02
VOO: 1.13
The chart of Calmar ratio for KREF, currently valued at -0.05, compared to the broader market0.001.002.003.004.005.00
KREF: -0.05
VOO: 0.55
The chart of Martin ratio for KREF, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.00
KREF: -0.24
VOO: 2.27

The current KREF Sharpe Ratio is -0.08, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of KREF 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.08
0.54
KREF
VOO

Dividends

KREF vs. VOO - Dividend Comparison

KREF's dividend yield for the trailing twelve months is around 11.26%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
KREF
KKR Real Estate Finance Trust Inc.
11.26%9.90%13.00%12.32%9.53%9.60%8.42%8.83%4.95%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.98%
-9.90%
KREF
VOO

Volatility

KREF vs. VOO - Volatility Comparison

KKR Real Estate Finance Trust Inc. (KREF) has a higher volatility of 15.25% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.25%
13.96%
KREF
VOO