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 12.76%/yr vs 8.17%/yr for KR. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
MGV vs. KR - Performance Comparison
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Returns By Period
In the year-to-date period, MGV achieves a 17.26% return, which is significantly higher than KR's -5.86% return. Over the past 10 years, MGV has outperformed KR with an annualized return of 12.76%, while KR has yielded a comparatively lower 8.17% annualized return.
MGV
- 1D
- 0.42%
- 1M
- -0.09%
- 6M
- 10.64%
- YTD
- 17.26%
- 1Y
- 29.26%
- 3Y*
- 18.40%
- 5Y*
- 12.90%
- 10Y*
- 12.76%
- ALL TIME*
- 9.32%
KR
- 1D
- 0.83%
- 1M
- 0.00%
- 6M
- -6.72%
- YTD
- -5.86%
- 1Y
- -16.71%
- 3Y*
- 7.92%
- 5Y*
- 9.09%
- 10Y*
- 8.17%
- ALL TIME*
- 11.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $379.83M | $444.19M | $475.41M | |
| $37.79M | $38.66M | $40.05M |
MGV vs. KR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 17.26% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
KR The Kroger Co. | -5.86% | 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 -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 -0.05 (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 | +3.48 | ||
| Sortino ratioReturn per unit of downside risk | +4.77 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 0.92 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | -0.64 | +5.22 |
| Martin ratioReturn relative to average drawdown | 17.81 | -1.29 | +19.10 |
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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% | -26.16% | +19.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -26.16% | +12.98% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -31.07% | +14.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.41% | -43.83% | +8.42% |
Current DrawdownCurrent decline from peak | -0.93% | -22.58% | +21.65% |
Average DrawdownAverage peak-to-trough decline | -7.73% | -22.44% | +14.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 13.01% | -11.36% |
Volatility
MGV vs. KR - Volatility Comparison
The current volatility for Vanguard Mega Cap Value ETF (MGV) is 2.77%, while The Kroger Co. (KR) has a volatility of 8.79%. 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 | 2.77% | 8.79% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 23.10% | -15.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 28.41% | -18.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.55% | 27.28% | -13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 29.14% | -12.84% |
Dividends
MGV vs. KR - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 1.86%, less than KR's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | 2.40% | 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 | 1.86% | 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 -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KR has higher volatility (8.79%) compared to MGV (2.77%). In terms of maximum drawdown, MGV dropped -56.07% vs KR's -66.81%.
MGV currently has the higher Sharpe Ratio (2.88 vs -0.59), 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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