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MDT vs. KR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDT and KR is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

MDT vs. KR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medtronic plc (MDT) and The Kroger Co. (KR). The values are adjusted to include any dividend payments, if applicable.

40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%NovemberDecember2025FebruaryMarchApril
118,435.21%
43,378.26%
MDT
KR

Key characteristics

Sharpe Ratio

MDT:

0.33

KR:

1.24

Sortino Ratio

MDT:

0.58

KR:

1.99

Omega Ratio

MDT:

1.08

KR:

1.23

Calmar Ratio

MDT:

0.19

KR:

2.02

Martin Ratio

MDT:

1.17

KR:

6.62

Ulcer Index

MDT:

6.02%

KR:

4.32%

Daily Std Dev

MDT:

21.38%

KR:

23.13%

Max Drawdown

MDT:

-57.63%

KR:

-74.33%

Current Drawdown

MDT:

-30.05%

KR:

-4.08%

Fundamentals

Market Cap

MDT:

$108.12B

KR:

$47.15B

EPS

MDT:

$3.28

KR:

$3.67

PE Ratio

MDT:

25.70

KR:

19.44

PEG Ratio

MDT:

1.44

KR:

1.74

PS Ratio

MDT:

3.26

KR:

0.32

PB Ratio

MDT:

2.17

KR:

5.74

Total Revenue (TTM)

MDT:

$33.20B

KR:

$147.12B

Gross Profit (TTM)

MDT:

$20.88B

KR:

$32.43B

EBITDA (TTM)

MDT:

$9.39B

KR:

$7.74B

Returns By Period

In the year-to-date period, MDT achieves a 6.19% return, which is significantly lower than KR's 15.03% return. Over the past 10 years, MDT has underperformed KR with an annualized return of 3.53%, while KR has yielded a comparatively higher 11.36% annualized return.


MDT

YTD

6.19%

1M

-3.86%

6M

-5.55%

1Y

9.78%

5Y*

-0.44%

10Y*

3.53%

KR

YTD

15.03%

1M

6.01%

6M

23.28%

1Y

27.94%

5Y*

23.11%

10Y*

11.36%

*Annualized

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Risk-Adjusted Performance

MDT vs. KR — Risk-Adjusted Performance Rank

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

MDT
The Risk-Adjusted Performance Rank of MDT is 6060
Overall Rank
The Sharpe Ratio Rank of MDT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 6666
Martin Ratio Rank

KR
The Risk-Adjusted Performance Rank of KR is 8888
Overall Rank
The Sharpe Ratio Rank of KR is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of KR is 8686
Sortino Ratio Rank
The Omega Ratio Rank of KR is 8181
Omega Ratio Rank
The Calmar Ratio Rank of KR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of KR is 9090
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.

MDT vs. KR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and The Kroger Co. (KR). 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 chart of Sharpe ratio for MDT, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.00
MDT: 0.33
KR: 1.24
The chart of Sortino ratio for MDT, currently valued at 0.58, compared to the broader market-6.00-4.00-2.000.002.004.00
MDT: 0.58
KR: 1.99
The chart of Omega ratio for MDT, currently valued at 1.08, compared to the broader market0.501.001.502.00
MDT: 1.08
KR: 1.23
The chart of Calmar ratio for MDT, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.00
MDT: 0.19
KR: 2.02
The chart of Martin ratio for MDT, currently valued at 1.17, compared to the broader market-5.000.005.0010.0015.0020.00
MDT: 1.17
KR: 6.62

The current MDT Sharpe Ratio is 0.33, which is lower than the KR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MDT and KR, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.33
1.24
MDT
KR

Dividends

MDT vs. KR - Dividend Comparison

MDT's dividend yield for the trailing twelve months is around 3.33%, more than KR's 1.79% yield.


TTM20242023202220212020201920182017201620152014
MDT
Medtronic plc
3.33%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
KR
The Kroger Co.
1.79%2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%

Drawdowns

MDT vs. KR - Drawdown Comparison

The maximum MDT drawdown since its inception was -57.63%, smaller than the maximum KR drawdown of -74.33%. Use the drawdown chart below to compare losses from any high point for MDT and KR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.05%
-4.08%
MDT
KR

Volatility

MDT vs. KR - Volatility Comparison

Medtronic plc (MDT) and The Kroger Co. (KR) have volatilities of 9.60% and 9.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.60%
9.80%
MDT
KR

Financials

MDT vs. KR - Financials Comparison

This section allows you to compare key financial metrics between Medtronic plc and The Kroger Co.. 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