LCSSX vs. KKR
Compare and contrast key facts about ClearBridge Select Fund (LCSSX) and KKR & Co. Inc. (KKR).
LCSSX is managed by Legg Mason. It was launched on Nov 30, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSSX or KKR.
Key characteristics
| LCSSX | KKR | |
|---|---|---|
| YTD Return | 25.12% | 84.77% |
| 1Y Return | 36.17% | 130.32% |
| 3Y Return (Ann) | -1.87% | 25.80% |
| 5Y Return (Ann) | 14.96% | 40.19% |
| 10Y Return (Ann) | 13.75% | 24.42% |
| Sharpe Ratio | 2.56 | 4.39 |
| Sortino Ratio | 3.39 | 5.26 |
| Omega Ratio | 1.45 | 1.70 |
| Calmar Ratio | 1.30 | 7.41 |
| Martin Ratio | 13.92 | 40.88 |
| Ulcer Index | 2.92% | 3.42% |
| Daily Std Dev | 15.92% | 31.85% |
| Max Drawdown | -45.27% | -53.10% |
| Current Drawdown | -6.10% | -2.42% |
Correlation
The correlation between LCSSX and KKR is 0.62, 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
LCSSX vs. KKR - Performance Comparison
In the year-to-date period, LCSSX achieves a 25.12% return, which is significantly lower than KKR's 84.77% return. Over the past 10 years, LCSSX has underperformed KKR with an annualized return of 13.75%, while KKR has yielded a comparatively higher 24.42% annualized 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
LCSSX vs. KKR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Select Fund (LCSSX) and KKR & Co. Inc. (KKR). 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
LCSSX vs. KKR - Dividend Comparison
LCSSX has not paid dividends to shareholders, while KKR's dividend yield for the trailing twelve months is around 0.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCSSX ClearBridge Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.67% |
KKR KKR & Co. Inc. | 0.56% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
Drawdowns
LCSSX vs. KKR - Drawdown Comparison
The maximum LCSSX drawdown since its inception was -45.27%, smaller than the maximum KKR drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for LCSSX and KKR. For additional features, visit the drawdowns tool.
Volatility
LCSSX vs. KKR - Volatility Comparison
The current volatility for ClearBridge Select Fund (LCSSX) is 4.72%, while KKR & Co. Inc. (KKR) has a volatility of 11.15%. This indicates that LCSSX experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.