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AAPY vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPY vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY) and iShares MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPY achieves a 14.66% return, which is significantly lower than MTUM's 31.75% return.


AAPY

1D
-1.55%
1M
13.81%
YTD
14.66%
6M
11.04%
1Y
43.66%
3Y*
5Y*
10Y*

MTUM

1D
1.06%
1M
15.90%
YTD
31.75%
6M
32.38%
1Y
41.76%
3Y*
34.75%
5Y*
15.21%
10Y*
17.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPY vs. MTUM - Yearly Performance Comparison


2026 (YTD)202520242023
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
14.66%5.04%20.54%9.23%
MTUM
iShares MSCI USA Momentum Factor ETF
31.75%22.15%32.89%16.15%

Correlation

The correlation between AAPY and MTUM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2023

0.37

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Return for Risk

AAPY vs. MTUM — Risk / Return Rank

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

AAPY
AAPY Risk / Return Rank: 5858
Overall Rank
AAPY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AAPY Sortino Ratio Rank: 5858
Sortino Ratio Rank
AAPY Omega Ratio Rank: 6262
Omega Ratio Rank
AAPY Calmar Ratio Rank: 6161
Calmar Ratio Rank
AAPY Martin Ratio Rank: 5050
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 6767
Overall Rank
MTUM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6262
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6363
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7171
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
Martin Ratio Rank
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.

AAPY vs. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.


AAPYMTUMDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

3.03

3.64

-0.60

Martin ratioReturn relative to average drawdown

8.23

14.50

-6.27

AAPY vs. MTUM - Sharpe Ratio Comparison

The current AAPY Sharpe Ratio is 2.05, which is comparable to the MTUM Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of AAPY and MTUM, 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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Sharpe Ratios by Period


AAPYMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.20

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.85

+0.02

Drawdowns

AAPY vs. MTUM - Drawdown Comparison

The maximum AAPY drawdown since its inception was -29.22%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for AAPY and MTUM.


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Drawdown Indicators


AAPYMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-34.08%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-11.54%

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-20.99%

Max Drawdown (5Y)

Largest decline over 5 years

-32.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-1.55%

0.00%

-1.55%

Average Drawdown

Average peak-to-trough decline

-6.34%

-6.21%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

2.89%

+2.43%

Volatility

AAPY vs. MTUM - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY) is 6.18%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.68%. This indicates that AAPY experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPYMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

7.68%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

17.77%

16.46%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

19.04%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

20.60%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

21.03%

+1.55%

AAPY vs. MTUM - Expense Ratio Comparison

AAPY has a 0.99% expense ratio, which is higher than MTUM's 0.15% expense ratio.


Dividends

AAPY vs. MTUM - Dividend Comparison

AAPY's dividend yield for the trailing twelve months is around 11.30%, more than MTUM's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
11.30%12.66%17.15%2.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTUM
iShares MSCI USA Momentum Factor ETF
0.60%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%

Frequently Asked Questions


AAPY and MTUM 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.

MTUM has higher volatility (7.68%) compared to AAPY (6.18%). In terms of maximum drawdown, AAPY dropped -29.22% vs MTUM's -34.08%.

On 1-year performance, AAPY leads with 43.66% vs 41.76% for MTUM. On fees, MTUM is cheaper at 0.15% per year. On volatility, AAPY has been the lower-risk option at 6.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AAPY has performed better with a 43.66% return vs 41.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MTUM is cheaper with a 0.15% expense ratio, compared with 0.99% for AAPY.

AAPY has the higher dividend yield at 11.30%, compared with 0.60% for MTUM.

AAPY is categorized as Large Cap Blend Equities, while MTUM is Momentum. They also come from different issuers: Kurv and iShares. Their fees differ too: 0.99% for AAPY and 0.15% for MTUM.

MTUM currently has the higher Sharpe Ratio (2.20 vs 2.05), 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.

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