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EIPIX vs. KYN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIPIX and KYN is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

EIPIX vs. KYN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EIP Growth and Income Fund (NEW) (EIPIX) and Kayne Anderson Energy Infrastructure Fund, Inc. (KYN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.56%
22.90%
EIPIX
KYN

Key characteristics

Sharpe Ratio

EIPIX:

1.48

KYN:

3.21

Sortino Ratio

EIPIX:

1.83

KYN:

4.22

Omega Ratio

EIPIX:

1.30

KYN:

1.53

Calmar Ratio

EIPIX:

1.46

KYN:

1.22

Martin Ratio

EIPIX:

9.17

KYN:

22.60

Ulcer Index

EIPIX:

2.28%

KYN:

2.55%

Daily Std Dev

EIPIX:

14.13%

KYN:

17.96%

Max Drawdown

EIPIX:

-43.98%

KYN:

-91.43%

Current Drawdown

EIPIX:

-12.97%

KYN:

-17.10%

Returns By Period

In the year-to-date period, EIPIX achieves a 19.58% return, which is significantly lower than KYN's 53.25% return.


EIPIX

YTD

19.58%

1M

-10.07%

6M

8.30%

1Y

19.98%

5Y*

10.30%

10Y*

N/A

KYN

YTD

53.25%

1M

-7.17%

6M

23.97%

1Y

55.92%

5Y*

7.55%

10Y*

-1.19%

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Risk-Adjusted Performance

EIPIX vs. KYN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EIP Growth and Income Fund (NEW) (EIPIX) and Kayne Anderson Energy Infrastructure Fund, Inc. (KYN). 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.


Sharpe ratio
The chart of Sharpe ratio for EIPIX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.483.21
The chart of Sortino ratio for EIPIX, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.834.22
The chart of Omega ratio for EIPIX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.53
The chart of Calmar ratio for EIPIX, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.0014.001.462.35
The chart of Martin ratio for EIPIX, currently valued at 9.17, compared to the broader market0.0020.0040.0060.009.1722.60
EIPIX
KYN

The current EIPIX Sharpe Ratio is 1.48, which is lower than the KYN Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of EIPIX and KYN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.48
3.21
EIPIX
KYN

Dividends

EIPIX vs. KYN - Dividend Comparison

EIPIX's dividend yield for the trailing twelve months is around 2.74%, less than KYN's 8.73% yield.


TTM20232022202120202019201820172016201520142013
EIPIX
EIP Growth and Income Fund (NEW)
2.74%4.09%6.51%3.44%4.02%3.44%3.45%1.77%0.78%0.00%0.00%0.00%
KYN
Kayne Anderson Energy Infrastructure Fund, Inc.
8.73%9.45%9.05%6.42%16.17%10.34%14.17%9.97%11.24%15.21%6.61%4.37%

Drawdowns

EIPIX vs. KYN - Drawdown Comparison

The maximum EIPIX drawdown since its inception was -43.98%, smaller than the maximum KYN drawdown of -91.43%. Use the drawdown chart below to compare losses from any high point for EIPIX and KYN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.97%
-10.70%
EIPIX
KYN

Volatility

EIPIX vs. KYN - Volatility Comparison

EIP Growth and Income Fund (NEW) (EIPIX) has a higher volatility of 9.18% compared to Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) at 7.23%. This indicates that EIPIX's price experiences larger fluctuations and is considered to be riskier than KYN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.18%
7.23%
EIPIX
KYN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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