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

Correlation

The correlation between KTB 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

KTB vs. VOO - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
105.47%
115.67%
KTB
VOO

Key characteristics

Sharpe Ratio

KTB:

0.14

VOO:

0.59

Sortino Ratio

KTB:

0.48

VOO:

0.94

Omega Ratio

KTB:

1.07

VOO:

1.14

Calmar Ratio

KTB:

0.13

VOO:

0.60

Martin Ratio

KTB:

0.34

VOO:

2.34

Ulcer Index

KTB:

16.81%

VOO:

4.80%

Daily Std Dev

KTB:

41.51%

VOO:

19.10%

Max Drawdown

KTB:

-67.20%

VOO:

-33.99%

Current Drawdown

KTB:

-28.87%

VOO:

-8.16%

Returns By Period

In the year-to-date period, KTB achieves a -20.35% return, which is significantly lower than VOO's -3.92% return.


KTB

YTD

-20.35%

1M

20.26%

6M

-20.86%

1Y

2.42%

5Y*

34.62%

10Y*

N/A

VOO

YTD

-3.92%

1M

11.29%

6M

-4.41%

1Y

9.97%

5Y*

15.75%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

KTB vs. VOO — Risk-Adjusted Performance Rank

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

KTB
The Risk-Adjusted Performance Rank of KTB is 5555
Overall Rank
The Sharpe Ratio Rank of KTB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of KTB is 5151
Sortino Ratio Rank
The Omega Ratio Rank of KTB is 5151
Omega Ratio Rank
The Calmar Ratio Rank of KTB is 5858
Calmar Ratio Rank
The Martin Ratio Rank of KTB is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
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.

KTB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kontoor Brands, Inc. (KTB) 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 current KTB Sharpe Ratio is 0.14, which is lower than the VOO Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of KTB 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.06
0.53
KTB
VOO

Dividends

KTB vs. VOO - Dividend Comparison

KTB's dividend yield for the trailing twelve months is around 3.02%, more than VOO's 1.35% yield.


TTM20242023202220212020201920182017201620152014
KTB
Kontoor Brands, Inc.
3.02%2.37%3.11%4.65%3.24%2.37%2.67%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.35%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KTB vs. VOO - Drawdown Comparison

The maximum KTB drawdown since its inception was -67.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KTB and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-28.87%
-8.16%
KTB
VOO

Volatility

KTB vs. VOO - Volatility Comparison

Kontoor Brands, Inc. (KTB) has a higher volatility of 18.80% compared to Vanguard S&P 500 ETF (VOO) at 11.23%. This indicates that KTB'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%20.00%December2025FebruaryMarchAprilMay
18.80%
11.23%
KTB
VOO