BPCR.L vs. KSLV

Last updated Apr 2, 2026

Compare and contrast key facts about BioPharma Credit plc (BPCR.L) and Kurv Silver Enhanced Income ETF (KSLV).

KSLV is an actively managed fund by Kurv. It was launched on Sep 29, 2025.

Performance

BPCR.L vs. KSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioPharma Credit plc (BPCR.L) and Kurv Silver Enhanced Income ETF (KSLV). The values are adjusted to include any dividend payments, if applicable.

BPCR.L vs. KSLV - Yearly Performance Comparison

	2026 (YTD)	2025
BPCR.L BioPharma Credit plc	7.38%	1.33%
KSLV Kurv Silver Enhanced Income ETF	5.47%	48.94%

Returns By Period

In the year-to-date period, BPCR.L achieves a 7.38% return, which is significantly higher than KSLV's 5.47% return.

BPCR.L

• 1D: 0.86%
• 1M: -0.21%
• YTD: 7.38%
• 6M: 7.15%
• 1Y: 22.65%
• 3Y*: 15.34%
• 5Y*: 14.37%
• 10Y*: —

KSLV

• 1D: 0.14%
• 1M: -17.97%
• YTD: 5.47%
• 6M: 55.26%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

BPCR.L vs. KSLV — Risk / Return Rank

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

BPCR.L

BPCR.L Risk / Return Rank: 85
BPCR.L Sharpe Ratio Rank: 85
BPCR.L Sortino Ratio Rank: 83
BPCR.L Omega Ratio Rank: 82
BPCR.L Calmar Ratio Rank: 84
BPCR.L Martin Ratio Rank: 90

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.

BPCR.L vs. KSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BioPharma Credit plc (BPCR.L) and Kurv Silver Enhanced Income ETF (KSLV). 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.

	BPCR.L	KSLV	Difference
Sharpe ratio Return per unit of total volatility	1.58	—	—
Sortino ratio Return per unit of downside risk	2.36	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	2.94	—	—
Martin ratio Return relative to average drawdown	11.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BPCR.L	KSLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	1.87	-0.92

Correlation

The correlation between BPCR.L and KSLV is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BPCR.L vs. KSLV - Dividend Comparison

BPCR.L's dividend yield for the trailing twelve months is around 14.18%, more than KSLV's 10.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPCR.L BioPharma Credit plc	14.18%	13.78%	14.99%	15.79%	14.30%	10.39%	10.73%	8.96%	10.10%	2.56%
KSLV Kurv Silver Enhanced Income ETF	10.88%	4.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BPCR.L vs. KSLV - Drawdown Comparison

The maximum BPCR.L drawdown since its inception was -14.00%, smaller than the maximum KSLV drawdown of -44.77%. Use the drawdown chart below to compare losses from any high point for BPCR.L and KSLV.

Drawdown Indicators

	BPCR.L	KSLV	Difference
Max Drawdown Largest peak-to-trough decline	-14.00%	-44.77%	+30.77%
Max Drawdown (1Y) Largest decline over 1 year	-7.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.92%	—	—
Current Drawdown Current decline from peak	-0.84%	-37.49%	+36.65%
Average Drawdown Average peak-to-trough decline	-2.53%	-13.60%	+11.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	—	—

Volatility

Volatility by Period

	BPCR.L	KSLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.25%	78.90%	-64.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.58%	78.90%	-66.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.89%	78.90%	-67.01%