MGV vs. KR
MGV (Vanguard Mega Cap Value ETF) is Large Cap Value Equities fund tracking the CRSP US Mega Cap Value Index, while KR (The Kroger Co.) is a stock. Over the past 10 years, MGV returned 13.33%/yr vs 7.42%/yr for KR. At a 0.35 correlation, their price movements are largely independent.
Performance
MGV vs. KR - Performance Comparison
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Returns By Period
In the year-to-date period, MGV achieves a 15.82% return, which is significantly higher than KR's -5.44% return. Over the past 10 years, MGV has outperformed KR with an annualized return of 13.33%, while KR has yielded a comparatively lower 7.42% annualized return.
MGV
- 1D
- -0.06%
- 1M
- 3.59%
- YTD
- 15.82%
- 6M
- 14.74%
- 1Y
- 27.31%
- 3Y*
- 19.50%
- 5Y*
- 12.83%
- 10Y*
- 13.33%
KR
- 1D
- 2.51%
- 1M
- -13.04%
- YTD
- -5.44%
- 6M
- -6.11%
- 1Y
- -18.69%
- 3Y*
- 10.63%
- 5Y*
- 10.66%
- 10Y*
- 7.42%
MGV vs. KR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 15.82% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
KR The Kroger Co. | -5.44% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
Correlation
The correlation between MGV and KR is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.35 |
The correlation between MGV and KR shifts across timeframes, from -0.04 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MGV vs. KR — Risk / Return Rank
MGV
KR
MGV vs. KR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) 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.
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.
| MGV | KR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.39 | ||
| Sortino ratioReturn per unit of downside risk | +4.69 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.90 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | -0.73 | +5.00 |
| Martin ratioReturn relative to average drawdown | 16.22 | -1.76 | +17.97 |
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Drawdowns
MGV vs. KR - Drawdown Comparison
The maximum MGV drawdown since its inception was -56.07%, smaller than the maximum KR drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for MGV and KR.
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Drawdown Indicators
| MGV | KR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -66.81% | +10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -25.85% | +19.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -25.85% | +12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -31.07% | +14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.41% | -46.25% | +10.84% |
Current DrawdownCurrent decline from peak | -0.88% | -22.24% | +21.36% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -22.44% | +14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 10.69% | -9.00% |
Volatility
MGV vs. KR - Volatility Comparison
The current volatility for Vanguard Mega Cap Value ETF (MGV) is 3.45%, while The Kroger Co. (KR) has a volatility of 12.01%. This indicates that MGV experiences smaller price fluctuations and is considered to be less risky than KR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGV | KR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 12.01% | -8.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 22.17% | -14.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 27.37% | -17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 27.13% | -13.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 29.11% | -12.79% |
Dividends
MGV vs. KR - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 1.84%, less than KR's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | 2.39% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
MGV Vanguard Mega Cap Value ETF | 1.84% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Frequently Asked Questions
MGV and KR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KR has higher volatility (12.01%) compared to MGV (3.45%). In terms of maximum drawdown, MGV dropped -56.07% vs KR's -66.81%.
MGV currently has the higher Sharpe Ratio (2.71 vs -0.69), 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.
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