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LPLA vs. KKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LPLA vs. KKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LPL Financial Holdings Inc. (LPLA) and KKR & Co. Inc. (KKR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LPLA achieves a -0.77% return, which is significantly higher than KKR's -19.89% return. Over the past 10 years, LPLA has outperformed KKR with an annualized return of 31.87%, while KKR has yielded a comparatively lower 23.89% annualized return.


LPLA

1D
4.28%
1M
19.83%
6M
-2.77%
YTD
-0.77%
1Y
-4.03%
3Y*
15.40%
5Y*
20.76%
10Y*
31.87%
ALL TIME*
18.24%

KKR

1D
0.45%
1M
8.09%
6M
-10.62%
YTD
-19.89%
1Y
-28.16%
3Y*
20.26%
5Y*
10.73%
10Y*
23.89%
ALL TIME*
19.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$374.31M$370.90M$436.47M
$245.98M$229.65M$293.81M

LPLA vs. KKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LPLA
LPL Financial Holdings Inc.
-0.77%9.76%44.12%5.88%35.69%54.63%14.58%52.95%8.53%66.03%
KKR
KKR & Co. Inc.
-19.89%-13.32%79.65%80.48%-36.98%85.76%41.13%51.57%-4.28%41.78%

Correlation

The correlation between LPLA and KKR is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2010

0.45

The correlation between LPLA and KKR has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

Fundamentals

Market Cap

LPLA:

$28.29B

KKR:

$91.07B

EPS

LPLA:

$12.53

KKR:

$3.10

PE Ratio

LPLA:

28.23

KKR:

32.70

PEG Ratio

LPLA:

1.19

KKR:

3.45

PS Ratio

LPLA:

1.45

KKR:

4.84

PB Ratio

LPLA:

4.93

KKR:

1.20

Total Revenue (TTM)

LPLA:

$19.61B

KKR:

$19.99B

Gross Profit (TTM)

LPLA:

$11.37B

KKR:

$8.35B

EBITDA (TTM)

LPLA:

$2.34B

KKR:

$9.97B

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Return for Risk

LPLA vs. KKR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LPLA
LPLA Risk / Return Rank: 3131
Overall Rank
LPLA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LPLA Sortino Ratio Rank: 3030
Sortino Ratio Rank
LPLA Omega Ratio Rank: 2929
Omega Ratio Rank
LPLA Calmar Ratio Rank: 3434
Calmar Ratio Rank
LPLA Martin Ratio Rank: 3232
Martin Ratio Rank

KKR
KKR Risk / Return Rank: 1414
Overall Rank
KKR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KKR Sortino Ratio Rank: 1212
Sortino Ratio Rank
KKR Omega Ratio Rank: 1313
Omega Ratio Rank
KKR Calmar Ratio Rank: 1818
Calmar Ratio Rank
KKR Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LPLA vs. KKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LPL Financial Holdings Inc. (LPLA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LPLAKKRDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

0.98

0.88

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.32

-0.69

+0.37

Martin ratioReturn relative to average drawdown

-0.63

-1.13

+0.50

LPLA vs. KKR - Sharpe Ratio Comparison

The current LPLA Sharpe Ratio is -0.28, which is higher than the KKR Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of LPLA and KKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LPLA vs. KKR - Drawdown Comparison

The maximum LPLA drawdown since its inception was -69.32%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for LPLA and KKR.


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Drawdown Indicators


LPLAKKRDifference

Max Drawdown

Largest peak-to-trough decline

-69.32%

-53.10%

-16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-32.26%

-43.64%

+11.38%

Max Drawdown (3Y)

Largest decline over 3 years

-33.18%

-49.42%

+16.24%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

-49.42%

+16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-60.34%

-49.42%

-10.92%

Current Drawdown

Current decline from peak

-11.03%

-38.53%

+27.50%

Average Drawdown

Average peak-to-trough decline

-13.98%

-16.42%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.47%

26.75%

-9.28%

Volatility

LPLA vs. KKR - Volatility Comparison

The current volatility for LPL Financial Holdings Inc. (LPLA) is 8.03%, while KKR & Co. Inc. (KKR) has a volatility of 9.72%. This indicates that LPLA 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.


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Volatility by Period


LPLAKKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

9.72%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

28.77%

29.45%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

37.05%

37.52%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.02%

39.43%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.84%

36.59%

+1.25%

Dividends

LPLA vs. KKR - Dividend Comparison

LPLA's dividend yield for the trailing twelve months is around 0.34%, less than KKR's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
KKR
KKR & Co. Inc.
1.02%0.57%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%
LPLA
LPL Financial Holdings Inc.
0.34%0.34%0.37%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%

Financials

LPLA vs. KKR - Financials Comparison

This section allows you to compare key financial metrics between LPL Financial Holdings Inc. and KKR & Co. Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


LPLA and KKR have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KKR has higher volatility (9.72%) compared to LPLA (8.03%). In terms of maximum drawdown, LPLA dropped -69.32% vs KKR's -53.10%.

LPLA currently has the higher Sharpe Ratio (-0.28 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LPLA and KKR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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