GJUN vs. KGC

Last updated Jun 4, 2026

GJUN (FT Cboe Vest U.S. Equity Moderate Buffer ETF - June) is Options Trading fund actively managed by FT Vest, while KGC (Kinross Gold Corporation) is a stock. Over the past year, GJUN returned 11.40% vs 82.52% for KGC. At a 0.21 correlation, their price movements are largely independent.

Performance

GJUN vs. KGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) and Kinross Gold Corporation (KGC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GJUN achieves a 3.73% return, which is significantly higher than KGC's 0.30% return.

GJUN

• 1D: 0.01%
• 1M: 0.83%
• YTD: 3.73%
• 6M: 4.38%
• 1Y: 11.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KGC

• 1D: -2.83%
• 1M: -2.36%
• YTD: 0.30%
• 6M: 4.11%
• 1Y: 82.52%
• 3Y*: 82.00%
• 5Y*: 31.03%
• 10Y*: 20.27%

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

GJUN vs. KGC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GJUN FT Cboe Vest U.S. Equity Moderate Buffer ETF - June	3.73%	10.00%	13.24%	6.43%
KGC Kinross Gold Corporation	0.30%	206.11%	55.63%	31.89%

Correlation

The correlation between GJUN and KGC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jun 21, 2023	0.21

Return for Risk

GJUN vs. KGC — Risk / Return Rank

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

GJUN

GJUN Risk / Return Rank: 81
GJUN Sharpe Ratio Rank: 73
GJUN Sortino Ratio Rank: 81
GJUN Omega Ratio Rank: 85
GJUN Calmar Ratio Rank: 77
GJUN Martin Ratio Rank: 90

KGC

KGC Risk / Return Rank: 79
KGC Sharpe Ratio Rank: 83
KGC Sortino Ratio Rank: 75
KGC Omega Ratio Rank: 77
KGC Calmar Ratio Rank: 80
KGC Martin Ratio Rank: 81

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.

GJUN vs. KGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) and Kinross Gold Corporation (KGC). 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.

	GJUN	KGC	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.66	+0.69
Sortino ratio: Return per unit of downside risk	3.61	2.04	+1.56
Omega ratio: Gain probability vs. loss probability	1.51	1.29	+0.23
Calmar ratio: Return relative to maximum drawdown	3.85	2.75	+1.10
Martin ratio: Return relative to average drawdown	21.25	7.23	+14.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GJUN vs. KGC - Sharpe Ratio Comparison

The current GJUN Sharpe Ratio is 2.35, which is higher than the KGC Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of GJUN and KGC, 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

	GJUN	KGC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.66	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	0.08	+1.37

Drawdowns

GJUN vs. KGC - Drawdown Comparison

The maximum GJUN drawdown since its inception was -10.97%, smaller than the maximum KGC drawdown of -96.00%. Use the drawdown chart below to compare losses from any high point for GJUN and KGC.

Drawdown Indicators

	GJUN	KGC	Difference
Max Drawdown Largest peak-to-trough decline	-10.97%	-96.00%	+85.03%
Max Drawdown (1Y) Largest decline over 1 year	-2.97%	-30.20%	+27.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.20%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-60.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-67.75%	—
Current Drawdown Current decline from peak	0.00%	-25.81%	+25.81%
Average Drawdown Average peak-to-trough decline	-0.88%	-57.63%	+56.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.54%	11.45%	-10.91%

Volatility

GJUN vs. KGC - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) is 0.32%, while Kinross Gold Corporation (KGC) has a volatility of 15.68%. This indicates that GJUN experiences smaller price fluctuations and is considered to be less risky than KGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GJUN	KGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.32%	15.68%	-15.36%
Volatility (6M) Calculated over the trailing 6-month period	3.30%	38.88%	-35.58%
Volatility (1Y) Calculated over the trailing 1-year period	4.91%	49.99%	-45.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.89%	43.92%	-36.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.89%	46.90%	-39.01%

Dividends

GJUN vs. KGC - Dividend Comparison

GJUN has not paid dividends to shareholders, while KGC's dividend yield for the trailing twelve months is around 0.51%.

Position	TTM	2025	2024	2023	2022	2021	2020
GJUN FT Cboe Vest U.S. Equity Moderate Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KGC Kinross Gold Corporation	0.51%	0.44%	1.29%	1.98%	2.93%	2.69%	0.82%

Frequently Asked Questions

Can I hold both GJUN and KGC in my portfolio?

GJUN and KGC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GJUN or KGC?

KGC has higher volatility (15.68%) compared to GJUN (0.32%). In terms of maximum drawdown, GJUN dropped -10.97% vs KGC's -96.00%.

Which has better risk-adjusted returns?

GJUN currently has the higher Sharpe Ratio (2.35 vs 1.66), 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.