KKR vs VTI: Correlation
Measured on weekly returns over the past three years, KKR & Co. (KKR) and Vanguard Total Stock Market ETF (VTI) carry a correlation of 0.69, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are KKR and VTI?
Across a 3-year window, the weekly returns of KKR and VTI correlate at 0.69, strong. The past 12 months show a weaker link (0.42) than the 3-year average (0.69). Stretching to 5 years gives 0.73, with an annualized covariance of 380.0 %².
Within KKR's tracked universe of 37 assets, VTI comes in at #15 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months VTI outperformed by 42.3 percentage points (-21.6% for KKR against +20.7% for VTI). Across three years, the rolling one-year figure varied moderately, from 0.43 to 0.84. One caveat on sizing: KKR is 2.6 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
KKR vs VTI: side by side
| KKR (KKR & Co.) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | -21.6% | +20.7% |
| 5-year return | +77.3% | +74.8% |
| Volatility (ann.) | 37.8% | 14.6% |
| Beta vs S&P 500 | 1.76 | 1.01 |
| Max drawdown (3Y) | -49.4% | -19.3% |
| Market cap | $101.0B | – |
| P/E (trailing) | 34.7 | – |
| Dividend yield | 0.70% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | Financials | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | KKR | VTI |
|---|---|---|
| 2022 | -37.0% | -19.5% |
| 2023 | +80.5% | +26.0% |
| 2024 | +79.6% | +23.8% |
| 2025 | -13.3% | +17.1% |
| 2026 | -13.8% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
Keep in mind that VTI holds KKR at a 0.1% weight, which makes a slice of this correlation mechanical rather than coincidental.
Are KKR and VTI good diversifiers for each other?
Only partially. A correlation of 0.69 means KKR and VTI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between KKR and VTI?
The KKR/VTI correlation stands at 0.69 on a 3-year window (1 year: 0.42, 5 years: 0.73), computed from weekly returns as of 2026-08-27.
Is VTI a good diversifier for KKR?
Only partially. A correlation of 0.69 means KKR and VTI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.69 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/kkr-vs-vti.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/kkr-vs-vti/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: KKR correlations · VTI correlations
