RYRIX vs. KR

Last updated Jun 3, 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 9.23%/yr vs 7.63%/yr for KR. At a 0.35 correlation, their price movements are largely independent.

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 -3.32% return, which is significantly lower than KR's -0.46% return. Over the past 10 years, RYRIX has outperformed KR with an annualized return of 9.23%, while KR has yielded a comparatively lower 7.63% annualized return.

RYRIX

• 1D: -1.00%
• 1M: -4.13%
• YTD: -3.32%
• 6M: -3.77%
• 1Y: 4.04%
• 3Y*: 11.87%
• 5Y*: 1.29%
• 10Y*: 9.23%

KR

• 1D: 0.07%
• 1M: -8.68%
• YTD: -0.46%
• 6M: -7.21%
• 1Y: -7.85%
• 3Y*: 12.72%
• 5Y*: 12.21%
• 10Y*: 7.63%

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

RYRIX vs. KR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYRIX Rydex Retailing Fund	-3.32%	9.71%	15.87%	17.11%	-25.91%	12.25%	44.72%	25.44%	-3.10%	12.82%
KR The Kroger Co.	-0.46%	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 -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jan 5, 1999	0.35

The correlation between RYRIX and KR shifts across timeframes, from -0.04 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RYRIX vs. KR — Risk / Return Rank

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

RYRIX

RYRIX Risk / Return Rank: 4
RYRIX Sharpe Ratio Rank: 4
RYRIX Sortino Ratio Rank: 4
RYRIX Omega Ratio Rank: 4
RYRIX Calmar Ratio Rank: 4
RYRIX Martin Ratio Rank: 4

KR

KR Risk / Return Rank: 26
KR Sharpe Ratio Rank: 28
KR Sortino Ratio Rank: 24
KR Omega Ratio Rank: 25
KR Calmar Ratio Rank: 26
KR Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	RYRIX	KR	Difference
Sharpe ratio Return per unit of total volatility	0.30	-0.29	+0.59
Sortino ratio Return per unit of downside risk	0.55	-0.25	+0.80
Omega ratio Gain probability vs. loss probability	1.06	0.97	+0.09
Calmar ratio Return relative to maximum drawdown	0.36	-0.41	+0.77
Martin ratio Return relative to average drawdown	0.93	-0.81	+1.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYRIX vs. KR - Sharpe Ratio Comparison

The current RYRIX Sharpe Ratio is 0.30, which is higher than the KR Sharpe Ratio of -0.29. 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.

Sharpe Ratios by Period

	RYRIX	KR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	-0.29	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.46	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.26	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.36	-0.08

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%	-19.44%	+6.09%
Max Drawdown (3Y) Largest decline over 3 years	-19.22%	-19.44%	+0.22%
Max Drawdown (5Y) Largest decline over 5 years	-38.37%	-31.07%	-7.30%
Max Drawdown (10Y) Largest decline over 10 years	-38.37%	-46.25%	+7.88%
Current Drawdown Current decline from peak	-9.78%	-18.14%	+8.36%
Average Drawdown Average peak-to-trough decline	-13.92%	-22.45%	+8.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.21%	9.76%	-4.55%

Volatility

RYRIX vs. KR - Volatility Comparison

The current volatility for Rydex Retailing Fund (RYRIX) is 4.90%, while The Kroger Co. (KR) has a volatility of 8.67%. 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	4.90%	8.67%	-3.77%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	20.51%	-9.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.70%	27.38%	-11.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.54%	26.84%	-5.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.89%	28.94%	-8.05%

Dividends

RYRIX vs. KR - Dividend Comparison

RYRIX's dividend yield for the trailing twelve months is around 1.75%, less than KR's 2.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KR The Kroger Co.	2.27%	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	1.75%	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 -0.04, 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 (8.67%) compared to RYRIX (4.90%). 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 (0.30 vs -0.29), 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.