PEX vs. KKR
Compare and contrast key facts about ProShares Global Listed Private Equity ETF (PEX) and KKR & Co. Inc. (KKR).
PEX is a passively managed fund by ProShares that tracks the performance of the LPX Direct Listed Private Equity Index. It was launched on Feb 26, 2013.
Performance
PEX vs. KKR - Performance Comparison
Loading graphics...
PEX vs. KKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEX ProShares Global Listed Private Equity ETF | -13.96% | 0.21% | 13.05% | 23.11% | -25.98% | 28.34% | -1.14% | 25.53% | -13.31% | 14.33% |
KKR KKR & Co. Inc. | -27.31% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
Returns By Period
In the year-to-date period, PEX achieves a -13.96% return, which is significantly higher than KKR's -27.31% return. Over the past 10 years, PEX has underperformed KKR with an annualized return of 4.38%, while KKR has yielded a comparatively higher 22.66% annualized return.
PEX
- 1D
- 2.67%
- 1M
- -6.84%
- YTD
- -13.96%
- 6M
- -15.90%
- 1Y
- -12.72%
- 3Y*
- 4.51%
- 5Y*
- 0.04%
- 10Y*
- 4.38%
KKR
- 1D
- 2.37%
- 1M
- 5.50%
- YTD
- -27.31%
- 6M
- -28.58%
- 1Y
- -19.49%
- 3Y*
- 21.66%
- 5Y*
- 13.91%
- 10Y*
- 22.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PEX vs. KKR — Risk / Return Rank
PEX
KKR
PEX vs. KKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Global Listed Private Equity ETF (PEX) and KKR & Co. Inc. (KKR). 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.
| PEX | KKR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.68 | -0.43 | -0.25 |
Sortino ratioReturn per unit of downside risk | -0.87 | -0.33 | -0.54 |
Omega ratioGain probability vs. loss probability | 0.89 | 0.95 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.54 | -0.43 | -0.12 |
Martin ratioReturn relative to average drawdown | -1.39 | -0.99 | -0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PEX | KKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | -0.43 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.36 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.62 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.54 | -0.30 |
Correlation
The correlation between PEX and KKR is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PEX vs. KKR - Dividend Comparison
PEX's dividend yield for the trailing twelve months is around 13.04%, more than KKR's 0.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEX ProShares Global Listed Private Equity ETF | 13.04% | 12.80% | 14.11% | 13.02% | 1.77% | 13.64% | 5.52% | 7.94% | 4.72% | 24.26% | 3.24% | 12.50% |
KKR KKR & Co. Inc. | 0.80% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
Drawdowns
PEX vs. KKR - Drawdown Comparison
The maximum PEX drawdown since its inception was -49.17%, smaller than the maximum KKR drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for PEX and KKR.
Loading graphics...
Drawdown Indicators
| PEX | KKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.17% | -53.10% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -24.72% | -44.62% | +19.90% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -49.42% | +12.84% |
Max Drawdown (10Y)Largest decline over 10 years | -49.17% | -49.42% | +0.25% |
Current DrawdownCurrent decline from peak | -22.24% | -44.22% | +21.98% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -15.88% | +7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.64% | 19.23% | -9.59% |
Volatility
PEX vs. KKR - Volatility Comparison
The current volatility for ProShares Global Listed Private Equity ETF (PEX) is 6.62%, while KKR & Co. Inc. (KKR) has a volatility of 10.40%. This indicates that PEX experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PEX | KKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 10.40% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 29.27% | -17.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 45.58% | -26.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 38.85% | -21.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 36.50% | -17.12% |