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

Correlation

The correlation between EIPIX and KYN is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

EIPIX:

0.80

KYN:

1.54

Sortino Ratio

EIPIX:

1.09

KYN:

2.01

Omega Ratio

EIPIX:

1.18

KYN:

1.30

Calmar Ratio

EIPIX:

0.89

KYN:

1.01

Martin Ratio

EIPIX:

2.48

KYN:

6.72

Ulcer Index

EIPIX:

5.85%

KYN:

5.65%

Daily Std Dev

EIPIX:

17.86%

KYN:

24.58%

Max Drawdown

EIPIX:

-43.98%

KYN:

-91.43%

Current Drawdown

EIPIX:

-6.44%

KYN:

-12.40%

Returns By Period

In the year-to-date period, EIPIX achieves a 5.61% return, which is significantly higher than KYN's 0.93% return.


EIPIX

YTD

5.61%

1M

3.69%

6M

-1.34%

1Y

13.74%

5Y*

12.55%

10Y*

N/A

KYN

YTD

0.93%

1M

6.48%

6M

1.81%

1Y

36.27%

5Y*

28.40%

10Y*

-0.02%

*Annualized

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Risk-Adjusted Performance

EIPIX vs. KYN — Risk-Adjusted Performance Rank

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

EIPIX
The Risk-Adjusted Performance Rank of EIPIX is 7171
Overall Rank
The Sharpe Ratio Rank of EIPIX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of EIPIX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EIPIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EIPIX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of EIPIX is 6363
Martin Ratio Rank

KYN
The Risk-Adjusted Performance Rank of KYN is 8888
Overall Rank
The Sharpe Ratio Rank of KYN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of KYN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of KYN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of KYN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of KYN is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current EIPIX Sharpe Ratio is 0.80, which is lower than the KYN Sharpe Ratio of 1.54. 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.


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Dividends

EIPIX vs. KYN - Dividend Comparison

EIPIX's dividend yield for the trailing twelve months is around 3.31%, less than KYN's 8.21% yield.


TTM20242023202220212020201920182017201620152014
EIPIX
EIP Growth and Income Fund (NEW)
3.31%3.57%4.09%6.51%3.44%4.02%3.44%3.45%1.77%0.78%0.00%0.00%
KYN
Kayne Anderson Energy Infrastructure Fund, Inc.
8.21%8.34%9.45%9.05%6.42%16.17%10.34%14.17%9.97%11.24%15.20%6.61%

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.


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Volatility

EIPIX vs. KYN - Volatility Comparison

The current volatility for EIP Growth and Income Fund (NEW) (EIPIX) is 4.82%, while Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) has a volatility of 6.71%. This indicates that EIPIX experiences smaller price fluctuations and is considered to be less risky than KYN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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