RYRIX vs. KR

Last updated Aug 1, 2026

RYRIX (Rydex Retailing Fund) is Consumer Discretionary Equities fund managed by Rydex Funds, while KR (The Kroger Co.) is a stock. Over the past 10 years, RYRIX returned 9.21%/yr vs 8.08%/yr for KR. Their 0.35 correlation means their historical movements had little consistent relationship.

Performance

RYRIX vs. KR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Retailing Fund (RYRIX) 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, RYRIX achieves a 1.16% return, which is significantly higher than KR's -6.63% return. Over the past 10 years, RYRIX has outperformed KR with an annualized return of 9.21%, while KR has yielded a comparatively lower 8.08% annualized return.

RYRIX

• 1D: -0.94%
• 1M: 1.60%
• 6M: -2.12%
• YTD: 1.16%
• 1Y: 5.66%
• 3Y*: 9.78%
• 5Y*: 2.08%
• 10Y*: 9.21%
• ALL TIME*: 6.29%

KR

• 1D: -0.21%
• 1M: -0.82%
• 6M: -7.18%
• YTD: -6.63%
• 1Y: -17.40%
• 3Y*: 8.32%
• 5Y*: 9.55%
• 10Y*: 8.08%
• ALL TIME*: 11.11%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KR The Kroger Co.	$363.70M	$442.10M	$468.76M
RYRIX Rydex Retailing Fund	$0.00	$0.00	$0.00

RYRIX vs. KR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYRIX Rydex Retailing Fund	1.16%	9.71%	15.87%	17.11%	-25.91%	12.25%	44.72%	25.44%	-3.10%	12.82%
KR The Kroger Co.	-6.63%	4.25%	36.91%	4.99%	0.44%	45.41%	11.90%	7.90%	2.08%	-18.97%

Correlation

The correlation between RYRIX and KR is 0.01, 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.	0.01
Correlation (3Y) Balances recent behavior with more history.	0.07
Correlation (5Y) Shows whether the relationship held over a longer period.	0.14
Correlation (10Y) Provides a long-term view across more market conditions.	0.22
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999	0.35

Over the past year, the correlation between RYRIX and KR has dropped to 0.01 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Return for Risk

RYRIX vs. KR — Risk / Return Rank

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

RYRIX

RYRIX Risk / Return Rank: 8
RYRIX Sharpe Ratio Rank: 8
RYRIX Sortino Ratio Rank: 8
RYRIX Omega Ratio Rank: 8
RYRIX Calmar Ratio Rank: 8
RYRIX Martin Ratio Rank: 7

KR

KR Risk / Return Rank: 19
KR Sharpe Ratio Rank: 19
KR Sortino Ratio Rank: 19
KR Omega Ratio Rank: 20
KR Calmar Ratio Rank: 22
KR Martin Ratio Rank: 14

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.

RYRIX vs. KR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Retailing Fund (RYRIX) 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.

	RYRIX	KR	Difference
Sharpe ratio: Return per unit of total volatility	0.28	-0.56	+0.84
Sortino ratio: Return per unit of downside risk	0.53	-0.64	+1.17
Omega ratio: Gain probability vs. loss probability	1.06	0.93	+0.13
Calmar ratio: Return relative to maximum drawdown	0.35	-0.61	+0.96
Martin ratio: Return relative to average drawdown	0.75	-1.23	+1.98

RYRIX vs. KR - Sharpe Ratio Comparison

The current RYRIX Sharpe Ratio is 0.28, which is higher than the KR Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of RYRIX 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.

Drawdowns

RYRIX vs. KR - Drawdown Comparison

The maximum RYRIX drawdown since its inception was -58.26%, smaller than the maximum KR drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for RYRIX and KR.

Drawdown Indicators

	RYRIX	KR	Difference
Max Drawdown Largest peak-to-trough decline	-58.26%	-66.81%	+8.55%
Max Drawdown (1Y) Largest decline over 1 year	-13.35%	-26.16%	+12.81%
Max Drawdown (3Y) Largest decline over 3 years	-19.22%	-26.16%	+6.94%
Max Drawdown (5Y) Largest decline over 5 years	-38.37%	-31.07%	-7.30%
Max Drawdown (10Y) Largest decline over 10 years	-38.37%	-43.83%	+5.46%
Current Drawdown Current decline from peak	-5.59%	-23.22%	+17.63%
Average Drawdown Average peak-to-trough decline	-13.89%	-22.44%	+8.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.15%	12.93%	-6.78%

Volatility

RYRIX vs. KR - Volatility Comparison

The current volatility for Rydex Retailing Fund (RYRIX) is 4.96%, while The Kroger Co. (KR) has a volatility of 9.42%. This indicates that RYRIX 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

	RYRIX	KR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	9.42%	-4.46%
Volatility (6M) Calculated over the trailing 6-month period	12.58%	23.16%	-10.58%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	28.42%	-11.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.67%	27.33%	-5.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.94%	29.17%	-8.23%

Dividends

RYRIX vs. KR - Dividend Comparison

RYRIX's dividend yield for the trailing twelve months is around 1.67%, less than KR's 2.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KR The Kroger Co.	2.42%	2.14%	2.00%	2.41%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%
RYRIX Rydex Retailing Fund	1.67%	1.69%	0.00%	0.00%	0.00%	8.83%	0.00%	0.00%	0.15%	0.00%	0.00%	0.08%

Frequently Asked Questions

Can I hold both RYRIX and KR in my portfolio?

RYRIX and KR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYRIX or KR?

KR has higher volatility (9.42%) compared to RYRIX (4.96%). In terms of maximum drawdown, RYRIX dropped -58.26% vs KR's -66.81%.

Which has better risk-adjusted returns?

RYRIX currently has the higher Sharpe Ratio (0.28 vs -0.56), 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.