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MGV vs. KR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGV and KR is 0.34, 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

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.

300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
282.00%
771.76%
MGV
KR

Key characteristics

Sharpe Ratio

MGV:

0.55

KR:

1.21

Sortino Ratio

MGV:

0.86

KR:

1.95

Omega Ratio

MGV:

1.12

KR:

1.22

Calmar Ratio

MGV:

0.64

KR:

1.98

Martin Ratio

MGV:

2.60

KR:

6.51

Ulcer Index

MGV:

3.25%

KR:

4.31%

Daily Std Dev

MGV:

15.28%

KR:

23.06%

Max Drawdown

MGV:

-56.31%

KR:

-74.33%

Current Drawdown

MGV:

-7.44%

KR:

-2.23%

Returns By Period

In the year-to-date period, MGV achieves a -1.43% return, which is significantly lower than KR's 17.25% return. Over the past 10 years, MGV has underperformed KR with an annualized return of 10.04%, while KR has yielded a comparatively higher 11.39% annualized return.


MGV

YTD

-1.43%

1M

-4.89%

6M

-3.73%

1Y

7.64%

5Y*

14.27%

10Y*

10.04%

KR

YTD

17.25%

1M

10.90%

6M

27.17%

1Y

29.86%

5Y*

23.61%

10Y*

11.39%

*Annualized

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Risk-Adjusted Performance

MGV vs. KR — Risk-Adjusted Performance Rank

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

MGV
The Risk-Adjusted Performance Rank of MGV is 6666
Overall Rank
The Sharpe Ratio Rank of MGV is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MGV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MGV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MGV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MGV is 7070
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.

MGV vs. KR - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for MGV, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.00
MGV: 0.55
KR: 1.21
The chart of Sortino ratio for MGV, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.00
MGV: 0.86
KR: 1.95
The chart of Omega ratio for MGV, currently valued at 1.12, compared to the broader market0.501.001.502.00
MGV: 1.12
KR: 1.22
The chart of Calmar ratio for MGV, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
MGV: 0.64
KR: 1.98
The chart of Martin ratio for MGV, currently valued at 2.60, compared to the broader market0.0020.0040.0060.00
MGV: 2.60
KR: 6.51

The current MGV Sharpe Ratio is 0.55, which is lower than the KR Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MGV 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.55
1.21
MGV
KR

Dividends

MGV vs. KR - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 2.34%, more than KR's 1.75% yield.


TTM20242023202220212020201920182017201620152014
MGV
Vanguard Mega Cap Value ETF
2.34%2.31%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%
KR
The Kroger Co.
1.75%2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%

Drawdowns

MGV vs. KR - Drawdown Comparison

The maximum MGV drawdown since its inception was -56.31%, smaller than the maximum KR drawdown of -74.33%. Use the drawdown chart below to compare losses from any high point for MGV and KR. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.44%
-2.23%
MGV
KR

Volatility

MGV vs. KR - Volatility Comparison

Vanguard Mega Cap Value ETF (MGV) has a higher volatility of 11.09% compared to The Kroger Co. (KR) at 9.78%. This indicates that MGV's price experiences larger fluctuations and is considered to be riskier than KR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.09%
9.78%
MGV
KR