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POR vs. KHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

POR vs. KHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portland General Electric Company (POR) and The Kraft Heinz Company (KHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POR achieves a 4.80% return, which is significantly lower than KHC's 9.84% return. Over the past 10 years, POR has outperformed KHC with an annualized return of 5.16%, while KHC has yielded a comparatively lower -7.50% annualized return.


POR

1D
-1.60%
1M
-5.29%
6M
-0.78%
YTD
4.80%
1Y
21.43%
3Y*
6.58%
5Y*
3.81%
10Y*
5.16%
ALL TIME*
5.80%

KHC

1D
-3.42%
1M
3.67%
6M
8.81%
YTD
9.84%
1Y
1.54%
3Y*
-4.96%
5Y*
-2.39%
10Y*
-7.50%
ALL TIME*
-4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$431.57M$350.30M$343.42M
$65.79M$54.35M$62.23M

POR vs. KHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POR
Portland General Electric Company
4.80%15.37%5.30%-7.74%-4.00%28.12%-20.19%25.10%3.95%8.31%
KHC
The Kraft Heinz Company
9.84%-16.31%-12.96%-5.04%18.18%7.98%13.78%-21.20%-42.25%-8.37%

Correlation

The correlation between POR and KHC is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2015

0.34

Fundamentals

Market Cap

POR:

$5.70B

KHC:

$30.51B

EPS

POR:

$2.27

KHC:

-$2.86

PS Ratio

POR:

1.60

KHC:

1.23

PB Ratio

POR:

1.39

KHC:

0.85

Total Revenue (TTM)

POR:

$3.49B

KHC:

$24.90B

Gross Profit (TTM)

POR:

$1.27B

KHC:

$8.17B

EBITDA (TTM)

POR:

$1.12B

KHC:

-$1.83B

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Return for Risk

POR vs. KHC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

POR
POR Risk / Return Rank: 7474
Overall Rank
POR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
POR Sortino Ratio Rank: 7272
Sortino Ratio Rank
POR Omega Ratio Rank: 7070
Omega Ratio Rank
POR Calmar Ratio Rank: 7474
Calmar Ratio Rank
POR Martin Ratio Rank: 7878
Martin Ratio Rank

KHC
KHC Risk / Return Rank: 4242
Overall Rank
KHC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
KHC Sortino Ratio Rank: 3838
Sortino Ratio Rank
KHC Omega Ratio Rank: 3737
Omega Ratio Rank
KHC Calmar Ratio Rank: 4444
Calmar Ratio Rank
KHC Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

POR vs. KHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Portland General Electric Company (POR) and The Kraft Heinz Company (KHC). 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.


PORKHCDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.20

1.03

+0.17

Calmar ratioReturn relative to maximum drawdown

1.68

0.07

+1.61

Martin ratioReturn relative to average drawdown

5.04

0.13

+4.91

POR vs. KHC - Sharpe Ratio Comparison

The current POR Sharpe Ratio is 1.17, which is higher than the KHC Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of POR and KHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POR vs. KHC - Drawdown Comparison

The maximum POR drawdown since its inception was -53.30%, smaller than the maximum KHC drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for POR and KHC.


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Drawdown Indicators


PORKHCDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-76.07%

+22.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-21.67%

+8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-38.72%

+22.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.54%

-41.69%

+14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-45.04%

-76.07%

+31.03%

Current Drawdown

Current decline from peak

-8.19%

-58.44%

+50.25%

Average Drawdown

Average peak-to-trough decline

-13.97%

-42.66%

+28.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

11.76%

-7.50%

Volatility

POR vs. KHC - Volatility Comparison

The current volatility for Portland General Electric Company (POR) is 4.77%, while The Kraft Heinz Company (KHC) has a volatility of 9.81%. This indicates that POR experiences smaller price fluctuations and is considered to be less risky than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PORKHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

9.81%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

20.68%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

27.16%

-8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

23.00%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.10%

27.33%

-3.23%

Dividends

POR vs. KHC - Dividend Comparison

POR's dividend yield for the trailing twelve months is around 4.32%, less than KHC's 6.22% yield.


PositionTTM20252024202320222021202020192018201720162015
KHC
The Kraft Heinz Company
6.22%6.60%5.21%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%25.01%
POR
Portland General Electric Company
4.32%4.32%4.53%4.33%3.65%3.21%3.71%2.72%3.11%2.94%2.91%3.24%

Financials

POR vs. KHC - Financials Comparison

This section allows you to compare key financial metrics between Portland General Electric Company and The Kraft Heinz Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


POR and KHC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KHC has higher volatility (9.81%) compared to POR (4.77%). In terms of maximum drawdown, POR dropped -53.30% vs KHC's -76.07%.

POR currently has the higher Sharpe Ratio (1.17 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for POR and KHC

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