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EIPI vs. KCOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIPI vs. KCOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Energy Income Partners Enhanced Income ETF (EIPI) and Kurv Copper & Mining Enhanced Income ETF (KCOP). The values are adjusted to include any dividend payments, if applicable.

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EIPI vs. KCOP - Yearly Performance Comparison


Returns By Period


EIPI

1D
-0.49%
1M
1.92%
YTD
15.17%
6M
17.66%
1Y
19.44%
3Y*
5Y*
10Y*

KCOP

1D
5.40%
1M
-15.19%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIPI vs. KCOP - Expense Ratio Comparison

EIPI has a 1.11% expense ratio, which is higher than KCOP's 0.99% expense ratio.


Return for Risk

EIPI vs. KCOP — Risk / Return Rank

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

EIPI
EIPI Risk / Return Rank: 7272
Overall Rank
EIPI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EIPI Sortino Ratio Rank: 7272
Sortino Ratio Rank
EIPI Omega Ratio Rank: 7878
Omega Ratio Rank
EIPI Calmar Ratio Rank: 6464
Calmar Ratio Rank
EIPI Martin Ratio Rank: 6969
Martin Ratio Rank

KCOP
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.

EIPI vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Energy Income Partners Enhanced Income ETF (EIPI) 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.


EIPIKCOPDifference

Sharpe ratio

Return per unit of total volatility

1.40

Sortino ratio

Return per unit of downside risk

1.82

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

1.62

Martin ratio

Return relative to average drawdown

7.06

EIPI vs. KCOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EIPIKCOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

-1.33

+3.01

Correlation

The correlation between EIPI and KCOP is 0.17, 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

EIPI vs. KCOP - Dividend Comparison

EIPI's dividend yield for the trailing twelve months is around 6.67%, more than KCOP's 1.35% yield.


Drawdowns

EIPI vs. KCOP - Drawdown Comparison

The maximum EIPI drawdown since its inception was -12.33%, smaller than the maximum KCOP drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for EIPI and KCOP.


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Drawdown Indicators


EIPIKCOPDifference

Max Drawdown

Largest peak-to-trough decline

-12.33%

-21.55%

+9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

Current Drawdown

Current decline from peak

-0.49%

-15.19%

+14.70%

Average Drawdown

Average peak-to-trough decline

-1.68%

-9.73%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

EIPI vs. KCOP - Volatility Comparison


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Volatility by Period


EIPIKCOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

44.58%

-30.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

44.58%

-31.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

44.58%

-31.34%