EGGS vs. KHPI

Last updated Jun 3, 2026

EGGS (NestYield Total Return Guard ETF) and KHPI (Kensington Hedged Premium Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGS returned 28.00% vs 15.99% for KHPI. A 0.55 correlation means they provide meaningful diversification when combined. EGGS charges 0.89%/yr vs 0.96%/yr for KHPI.

Performance

EGGS vs. KHPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Total Return Guard ETF (EGGS) and Kensington Hedged Premium Income ETF (KHPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGS achieves a 17.56% return, which is significantly higher than KHPI's 5.98% return.

EGGS

• 1D: 3.68%
• 1M: 10.44%
• YTD: 17.56%
• 6M: 15.63%
• 1Y: 28.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KHPI

• 1D: 0.11%
• 1M: 2.91%
• YTD: 5.98%
• 6M: 5.50%
• 1Y: 15.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGS vs. KHPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGS NestYield Total Return Guard ETF	17.56%	14.41%	-1.96%
KHPI Kensington Hedged Premium Income ETF	5.98%	11.14%	-0.22%

Correlation

The correlation between EGGS and KHPI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.55

The correlation between EGGS and KHPI has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

Return for Risk

EGGS vs. KHPI — Risk / Return Rank

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

EGGS

EGGS Risk / Return Rank: 31
EGGS Sharpe Ratio Rank: 33
EGGS Sortino Ratio Rank: 31
EGGS Omega Ratio Rank: 34
EGGS Calmar Ratio Rank: 32
EGGS Martin Ratio Rank: 26

KHPI

KHPI Risk / Return Rank: 63
KHPI Sharpe Ratio Rank: 66
KHPI Sortino Ratio Rank: 69
KHPI Omega Ratio Rank: 68
KHPI Calmar Ratio Rank: 49
KHPI Martin Ratio Rank: 64

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.

EGGS vs. KHPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Total Return Guard ETF (EGGS) and Kensington Hedged Premium Income ETF (KHPI). 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.

	EGGS	KHPI	Difference
Sharpe ratio Return per unit of total volatility	1.21	2.23	-1.02
Sortino ratio Return per unit of downside risk	1.65	3.20	-1.56
Omega ratio Gain probability vs. loss probability	1.23	1.42	-0.19
Calmar ratio Return relative to maximum drawdown	1.63	2.48	-0.85
Martin ratio Return relative to average drawdown	3.71	11.69	-7.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGS vs. KHPI - Sharpe Ratio Comparison

The current EGGS Sharpe Ratio is 1.21, which is lower than the KHPI Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of EGGS and KHPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGGS	KHPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	2.23	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	1.32	-0.43

Drawdowns

EGGS vs. KHPI - Drawdown Comparison

The maximum EGGS drawdown since its inception was -18.52%, which is greater than KHPI's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for EGGS and KHPI.

Drawdown Indicators

	EGGS	KHPI	Difference
Max Drawdown Largest peak-to-trough decline	-18.52%	-10.58%	-7.94%
Max Drawdown (1Y) Largest decline over 1 year	-18.17%	-6.55%	-11.62%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.87%	-1.23%	-4.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.96%	1.39%	+6.57%

Volatility

EGGS vs. KHPI - Volatility Comparison

NestYield Total Return Guard ETF (EGGS) has a higher volatility of 8.87% compared to Kensington Hedged Premium Income ETF (KHPI) at 2.11%. This indicates that EGGS's price experiences larger fluctuations and is considered to be riskier than KHPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGS	KHPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.87%	2.11%	+6.76%
Volatility (6M) Calculated over the trailing 6-month period	19.12%	5.49%	+13.63%
Volatility (1Y) Calculated over the trailing 1-year period	23.31%	7.22%	+16.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.41%	9.61%	+14.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.41%	9.61%	+14.80%

EGGS vs. KHPI - Expense Ratio Comparison

EGGS has a 0.89% expense ratio, which is lower than KHPI's 0.96% expense ratio.

Dividends

EGGS vs. KHPI - Dividend Comparison

EGGS's dividend yield for the trailing twelve months is around 15.44%, more than KHPI's 8.82% yield.

Position	TTM	2025	2024
EGGS NestYield Total Return Guard ETF	15.44%	14.52%	0.00%
KHPI Kensington Hedged Premium Income ETF	8.82%	8.90%	3.01%

Frequently Asked Questions

Can I hold both EGGS and KHPI in my portfolio?

EGGS and KHPI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGS or KHPI?

EGGS has higher volatility (8.87%) compared to KHPI (2.11%). In terms of maximum drawdown, EGGS dropped -18.52% vs KHPI's -10.58%.

Which ETF is better, EGGS or KHPI?

On 1-year performance, EGGS leads with 28.00% vs 15.99% for KHPI. On fees, EGGS is cheaper at 0.89% per year. On volatility, KHPI has been the lower-risk option at 2.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGS or KHPI?

Over the 1-year period, EGGS has performed better with a 28.00% return vs 15.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGS or KHPI?

EGGS is cheaper with a 0.89% expense ratio, compared with 0.96% for KHPI.

Which ETF pays a higher dividend yield, EGGS or KHPI?

EGGS has the higher dividend yield at 15.44%, compared with 8.82% for KHPI.

What is the main difference between EGGS and KHPI?

They also come from different issuers: NestYield and Kensington Asset Management. Their fees differ too: 0.89% for EGGS and 0.96% for KHPI.

Which has better risk-adjusted returns?

KHPI currently has the higher Sharpe Ratio (2.23 vs 1.21), 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.