CELH vs. KMLM
CELH (Celsius Holdings, Inc.) is a stock, while KMLM (KFA Mount Lucas Index Strategy ETF) is Systematic Trend fund tracking the KFA MLM Index. Over the past 5 years, CELH returned 3.20%/yr vs 5.46%/yr for KMLM. Their -0.09 correlation means they have often moved in opposite directions in the past.
Performance
CELH vs. KMLM - Performance Comparison
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Returns By Period
In the year-to-date period, CELH achieves a -38.28% return, which is significantly lower than KMLM's 10.64% return.
CELH
- 1D
- -3.36%
- 1M
- -14.87%
- 6M
- -44.99%
- YTD
- -38.28%
- 1Y
- -36.87%
- 3Y*
- -15.95%
- 5Y*
- 3.20%
- 10Y*
- 43.80%
- ALL TIME*
- 42.90%
KMLM
- 1D
- -2.05%
- 1M
- 4.67%
- 6M
- 8.67%
- YTD
- 10.64%
- 1Y
- 15.77%
- 3Y*
- -0.31%
- 5Y*
- 5.46%
- 10Y*
- —
- ALL TIME*
- 7.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $243.25M | $228.29M | $288.31M | |
| $10.28M | $9.90M | $7.93M |
CELH vs. KMLM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -38.28% | 73.65% | -51.69% | 57.21% | 39.52% | 48.22% | 44.78% |
KMLM KFA Mount Lucas Index Strategy ETF | 10.64% | -2.98% | -1.69% | -5.66% | 30.61% | 7.04% | 5.74% |
Correlation
The correlation between CELH and KMLM is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2020 | -0.09 |
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Return for Risk
CELH vs. KMLM — Risk / Return Rank
CELH
KMLM
CELH vs. KMLM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.
| CELH | KMLM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.25 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.65 | -2.28 |
| Martin ratioReturn relative to average drawdown | -1.02 | 5.33 | -6.35 |
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Drawdowns
CELH vs. KMLM - Drawdown Comparison
The maximum CELH drawdown since its inception was -77.86%, which is greater than KMLM's maximum drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for CELH and KMLM.
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Drawdown Indicators
| CELH | KMLM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.86% | -27.47% | -50.39% |
Max Drawdown (1Y)Largest decline over 1 year | -58.19% | -9.61% | -48.58% |
Max Drawdown (3Y)Largest decline over 3 years | -77.86% | -22.28% | -55.58% |
Max Drawdown (5Y)Largest decline over 5 years | -77.86% | -27.47% | -50.39% |
Max Drawdown (10Y)Largest decline over 10 years | -77.86% | — | — |
Current DrawdownCurrent decline from peak | -70.63% | -13.73% | -56.90% |
Average DrawdownAverage peak-to-trough decline | -28.45% | -12.79% | -15.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.16% | 2.97% | +33.19% |
Volatility
CELH vs. KMLM - Volatility Comparison
Celsius Holdings, Inc. (CELH) has a higher volatility of 12.40% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 4.35%. This indicates that CELH's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CELH | KMLM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.40% | 4.35% | +8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 39.17% | 10.24% | +28.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.49% | 11.68% | +46.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.44% | 14.55% | +50.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.02% | 14.68% | +54.34% |
Dividends
CELH vs. KMLM - Dividend Comparison
CELH has not paid dividends to shareholders, while KMLM's dividend yield for the trailing twelve months is around 4.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KMLM KFA Mount Lucas Index Strategy ETF | 4.54% | 5.02% | 0.82% | 0.00% | 13.22% | 6.94% |
Frequently Asked Questions
CELH and KMLM have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELH has higher volatility (12.40%) compared to KMLM (4.35%). In terms of maximum drawdown, CELH dropped -77.86% vs KMLM's -27.47%.
KMLM currently has the higher Sharpe Ratio (1.36 vs -0.63), 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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