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LPLA vs. KKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LPLAKKR
YTD Return37.70%84.86%
1Y Return38.10%146.44%
3Y Return (Ann)24.61%25.44%
5Y Return (Ann)30.09%40.79%
10Y Return (Ann)23.84%24.66%
Sharpe Ratio1.214.60
Sortino Ratio1.745.43
Omega Ratio1.261.73
Calmar Ratio1.226.18
Martin Ratio3.2142.73
Ulcer Index12.62%3.42%
Daily Std Dev33.33%31.75%
Max Drawdown-69.32%-53.10%
Current Drawdown0.00%-0.05%

Fundamentals


LPLAKKR
Market Cap$23.38B$140.45B
EPS$13.65$3.23
PE Ratio22.8847.12
PEG Ratio1.611.04
Total Revenue (TTM)$11.52B$24.19B
Gross Profit (TTM)$8.70B$6.65B
EBITDA (TTM)$2.28B$8.43B

Correlation

-0.50.00.51.00.4

The correlation between LPLA and KKR is 0.44, 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

LPLA vs. KKR - Performance Comparison

In the year-to-date period, LPLA achieves a 37.70% return, which is significantly lower than KKR's 84.86% return. Both investments have delivered pretty close results over the past 10 years, with LPLA having a 23.84% annualized return and KKR not far ahead at 24.66%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
16.54%
48.00%
LPLA
KKR

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Risk-Adjusted Performance

LPLA vs. KKR - Risk-Adjusted Performance 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.


LPLA
Sharpe ratio
The chart of Sharpe ratio for LPLA, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21
Sortino ratio
The chart of Sortino ratio for LPLA, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.006.001.74
Omega ratio
The chart of Omega ratio for LPLA, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for LPLA, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Martin ratio
The chart of Martin ratio for LPLA, currently valued at 3.21, compared to the broader market0.0010.0020.0030.003.21
KKR
Sharpe ratio
The chart of Sharpe ratio for KKR, currently valued at 4.60, compared to the broader market-4.00-2.000.002.004.004.60
Sortino ratio
The chart of Sortino ratio for KKR, currently valued at 5.43, compared to the broader market-4.00-2.000.002.004.006.005.43
Omega ratio
The chart of Omega ratio for KKR, currently valued at 1.73, compared to the broader market0.501.001.502.001.73
Calmar ratio
The chart of Calmar ratio for KKR, currently valued at 6.18, compared to the broader market0.002.004.006.006.18
Martin ratio
The chart of Martin ratio for KKR, currently valued at 42.73, compared to the broader market0.0010.0020.0030.0042.73

LPLA vs. KKR - Sharpe Ratio Comparison

The current LPLA Sharpe Ratio is 1.21, which is lower than the KKR Sharpe Ratio of 4.60. The chart below compares the historical Sharpe Ratios of LPLA and KKR, 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-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.21
4.60
LPLA
KKR

Dividends

LPLA vs. KKR - Dividend Comparison

LPLA's dividend yield for the trailing twelve months is around 0.29%, less than KKR's 0.56% yield.


TTM20232022202120202019201820172016201520142013
LPLA
LPL Financial Holdings Inc.
0.29%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%1.38%
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

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.05%
LPLA
KKR

Volatility

LPLA vs. KKR - Volatility Comparison

LPL Financial Holdings Inc. (LPLA) has a higher volatility of 13.51% compared to KKR & Co. Inc. (KKR) at 10.78%. This indicates that LPLA's price experiences larger fluctuations and is considered to be riskier than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.51%
10.78%
LPLA
KKR

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