MGV vs. KR

Last updated Jun 5, 2026

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 12.84%/yr vs 7.82%/yr for KR. At a 0.35 correlation, their price movements are largely independent.

Performance

MGV vs. KR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Value ETF (MGV) and The Kroger Co. (KR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MGV achieves a 14.01% return, which is significantly higher than KR's 0.64% return. Over the past 10 years, MGV has outperformed KR with an annualized return of 12.84%, while KR has yielded a comparatively lower 7.82% annualized return.

MGV

• 1D: 0.77%
• 1M: 4.80%
• YTD: 14.01%
• 6M: 14.90%
• 1Y: 28.63%
• 3Y*: 19.33%
• 5Y*: 12.10%
• 10Y*: 12.84%

KR

• 1D: 1.65%
• 1M: -6.50%
• YTD: 0.64%
• 6M: -0.41%
• 1Y: -4.22%
• 3Y*: 12.94%
• 5Y*: 12.39%
• 10Y*: 7.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MGV vs. KR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MGV Vanguard Mega Cap Value ETF	14.01%	15.45%	16.94%	9.16%	-1.22%	25.93%	2.50%	25.54%	-4.13%	16.85%
KR The Kroger Co.	0.64%	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 -0.00, 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	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007	0.35

The correlation between MGV and KR shifts across timeframes, from -0.00 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MGV vs. KR — Risk / Return Rank

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

MGV

MGV Risk / Return Rank: 87
MGV Sharpe Ratio Rank: 88
MGV Sortino Ratio Rank: 90
MGV Omega Ratio Rank: 87
MGV Calmar Ratio Rank: 84
MGV Martin Ratio Rank: 84

KR

KR Risk / Return Rank: 33
KR Sharpe Ratio Rank: 35
KR Sortino Ratio Rank: 30
KR Omega Ratio Rank: 30
KR Calmar Ratio Rank: 34
KR Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	MGV	KR	Difference
Sharpe ratio: Return per unit of total volatility	2.93	-0.15	+3.08
Sortino ratio: Return per unit of downside risk	4.16	-0.03	+4.19
Omega ratio: Gain probability vs. loss probability	1.53	1.00	+0.53
Calmar ratio: Return relative to maximum drawdown	4.48	-0.22	+4.70
Martin ratio: Return relative to average drawdown	17.05	-0.43	+17.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MGV vs. KR - Sharpe Ratio Comparison

The current MGV Sharpe Ratio is 2.93, which is higher than the KR Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of MGV and KR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MGV	KR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.93	-0.15	+3.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.46	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.27	+0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.36	+0.13

Drawdowns

MGV vs. KR - Drawdown Comparison

The maximum MGV drawdown since its inception was -55.87%, 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.

Drawdown Indicators

	MGV	KR	Difference
Max Drawdown Largest peak-to-trough decline	-55.87%	-66.81%	+10.94%
Max Drawdown (1Y) Largest decline over 1 year	-6.42%	-19.44%	+13.02%
Max Drawdown (3Y) Largest decline over 3 years	-13.18%	-19.44%	+6.26%
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 Drawdown Current decline from peak	0.00%	-17.24%	+17.24%
Average Drawdown Average peak-to-trough decline	-7.69%	-22.45%	+14.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	9.86%	-8.18%

Volatility

MGV vs. KR - Volatility Comparison

The current volatility for Vanguard Mega Cap Value ETF (MGV) is 2.37%, while The Kroger Co. (KR) has a volatility of 8.90%. 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.

Volatility by Period

	MGV	KR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.37%	8.90%	-6.53%
Volatility (6M) Calculated over the trailing 6-month period	7.49%	20.57%	-13.08%
Volatility (1Y) Calculated over the trailing 1-year period	9.85%	27.39%	-17.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.57%	26.84%	-13.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.33%	28.93%	-12.60%

Dividends

MGV vs. KR - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 1.87%, less than KR's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KR The Kroger Co.	2.25%	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	1.87%	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

Can I hold both MGV and KR in my portfolio?

MGV and KR have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MGV or KR?

KR has higher volatility (8.90%) compared to MGV (2.37%). In terms of maximum drawdown, MGV dropped -55.87% vs KR's -66.81%.

Which has better risk-adjusted returns?

MGV currently has the higher Sharpe Ratio (2.93 vs -0.15), 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.