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KRO vs. BKLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KRO and BKLN is 0.32, 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.


-0.50.00.51.00.3

Performance

KRO vs. BKLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kronos Worldwide, Inc. (KRO) and Invesco Senior Loan ETF (BKLN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-20.55%
4.32%
KRO
BKLN

Key characteristics

Sharpe Ratio

KRO:

0.13

BKLN:

3.74

Sortino Ratio

KRO:

0.50

BKLN:

5.61

Omega Ratio

KRO:

1.07

BKLN:

2.02

Calmar Ratio

KRO:

0.09

BKLN:

5.02

Martin Ratio

KRO:

0.29

BKLN:

44.31

Ulcer Index

KRO:

19.29%

BKLN:

0.19%

Daily Std Dev

KRO:

43.41%

BKLN:

2.23%

Max Drawdown

KRO:

-87.14%

BKLN:

-24.17%

Current Drawdown

KRO:

-54.76%

BKLN:

-0.05%

Returns By Period

In the year-to-date period, KRO achieves a -8.41% return, which is significantly lower than BKLN's 0.59% return. Over the past 10 years, KRO has underperformed BKLN with an annualized return of 2.30%, while BKLN has yielded a comparatively higher 3.71% annualized return.


KRO

YTD

-8.41%

1M

-8.22%

6M

-20.55%

1Y

8.64%

5Y*

0.91%

10Y*

2.30%

BKLN

YTD

0.59%

1M

0.10%

6M

4.32%

1Y

8.15%

5Y*

4.44%

10Y*

3.71%

*Annualized

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Risk-Adjusted Performance

KRO vs. BKLN — Risk-Adjusted Performance Rank

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

KRO
The Risk-Adjusted Performance Rank of KRO is 4848
Overall Rank
The Sharpe Ratio Rank of KRO is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of KRO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of KRO is 4646
Omega Ratio Rank
The Calmar Ratio Rank of KRO is 5050
Calmar Ratio Rank
The Martin Ratio Rank of KRO is 4949
Martin Ratio Rank

BKLN
The Risk-Adjusted Performance Rank of BKLN is 9797
Overall Rank
The Sharpe Ratio Rank of BKLN is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BKLN is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BKLN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BKLN is 9898
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.

KRO vs. BKLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kronos Worldwide, Inc. (KRO) and Invesco Senior Loan ETF (BKLN). 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.


Sharpe ratio
The chart of Sharpe ratio for KRO, currently valued at 0.13, compared to the broader market-2.000.002.000.133.74
The chart of Sortino ratio for KRO, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.505.61
The chart of Omega ratio for KRO, currently valued at 1.07, compared to the broader market0.501.001.502.001.072.02
The chart of Calmar ratio for KRO, currently valued at 0.09, compared to the broader market0.002.004.006.000.095.02
The chart of Martin ratio for KRO, currently valued at 0.29, compared to the broader market-10.000.0010.0020.0030.000.2944.31
KRO
BKLN

The current KRO Sharpe Ratio is 0.13, which is lower than the BKLN Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of KRO and BKLN, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.13
3.74
KRO
BKLN

Dividends

KRO vs. BKLN - Dividend Comparison

KRO's dividend yield for the trailing twelve months is around 5.38%, less than BKLN's 7.69% yield.


TTM20242023202220212020201920182017201620152014
KRO
Kronos Worldwide, Inc.
5.38%4.92%7.65%8.09%4.80%4.83%5.37%5.90%2.33%5.03%10.64%4.61%
BKLN
Invesco Senior Loan ETF
7.69%8.41%8.59%4.93%3.11%3.56%4.86%4.51%3.51%4.55%4.11%4.12%

Drawdowns

KRO vs. BKLN - Drawdown Comparison

The maximum KRO drawdown since its inception was -87.14%, which is greater than BKLN's maximum drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for KRO and BKLN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-54.76%
-0.05%
KRO
BKLN

Volatility

KRO vs. BKLN - Volatility Comparison

Kronos Worldwide, Inc. (KRO) has a higher volatility of 8.57% compared to Invesco Senior Loan ETF (BKLN) at 0.38%. This indicates that KRO's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.57%
0.38%
KRO
BKLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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