CRSH vs. KCOP

Last updated Jun 4, 2026

CRSH (YieldMax Short TSLA Option Income Strategy ETF) and KCOP (Kurv Copper & Mining Enhanced Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.49, they often move in opposite directions. Both charge a 0.99% expense ratio.

Performance

CRSH vs. KCOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Kurv Copper & Mining Enhanced Income ETF (KCOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CRSH

• 1D: -0.01%
• 1M: -8.50%
• YTD: 3.14%
• 6M: 3.01%
• 1Y: -18.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KCOP

• 1D: -3.46%
• 1M: 14.96%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CRSH vs. KCOP - Yearly Performance Comparison

	2026 (YTD)
CRSH YieldMax Short TSLA Option Income Strategy ETF	-3.54%
KCOP Kurv Copper & Mining Enhanced Income ETF	4.75%

Correlation

The correlation between CRSH and KCOP is -0.49, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 17, 2026	-0.49

Return for Risk

CRSH vs. KCOP — Risk / Return Rank

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

CRSH

CRSH Risk / Return Rank: 4
CRSH Sharpe Ratio Rank: 4
CRSH Sortino Ratio Rank: 5
CRSH Omega Ratio Rank: 5
CRSH Calmar Ratio Rank: 4
CRSH Martin Ratio Rank: 5

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.

CRSH vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Kurv Copper & Mining Enhanced Income ETF (KCOP). 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.

	CRSH	KCOP	Difference
Sharpe ratio: Return per unit of total volatility	-0.50	—	—
Sortino ratio: Return per unit of downside risk	-0.51	—	—
Omega ratio: Gain probability vs. loss probability	0.94	—	—
Calmar ratio: Return relative to maximum drawdown	-0.55	—	—
Martin ratio: Return relative to average drawdown	-0.86	—	—
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

	CRSH	KCOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.71	0.40	-1.11

Drawdowns

CRSH vs. KCOP - Drawdown Comparison

The maximum CRSH drawdown since its inception was -63.68%, which is greater than KCOP's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for CRSH and KCOP.

Drawdown Indicators

	CRSH	KCOP	Difference
Max Drawdown Largest peak-to-trough decline	-63.68%	-21.55%	-42.13%
Max Drawdown (1Y) Largest decline over 1 year	-33.45%	—	—
Current Drawdown Current decline from peak	-59.42%	-3.46%	-55.96%
Average Drawdown Average peak-to-trough decline	-43.11%	-8.60%	-34.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.14%	—	—

Volatility

Volatility by Period

	CRSH	KCOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	36.72%	42.13%	-5.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.50%	42.13%	+5.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.50%	42.13%	+5.37%

CRSH vs. KCOP - Expense Ratio Comparison

Both CRSH and KCOP have an expense ratio of 0.99%.

Dividends

CRSH vs. KCOP - Dividend Comparison

CRSH's dividend yield for the trailing twelve months is around 96.17%, more than KCOP's 3.54% yield.

Position	TTM	2025	2024
CRSH YieldMax Short TSLA Option Income Strategy ETF	96.17%	138.78%	94.25%
KCOP Kurv Copper & Mining Enhanced Income ETF	3.54%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CRSH and KCOP in my portfolio?

CRSH and KCOP have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CRSH or KCOP?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CRSH or KCOP?

CRSH and KCOP have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, CRSH or KCOP?

CRSH has the higher dividend yield at 96.17%, compared with 3.54% for KCOP.

What is the main difference between CRSH and KCOP?

They also come from different issuers: YieldMax and Kurv.