HIG.TO vs. KNGC.TO
HIG.TO (Brompton Global Healthcare Income & Growth ETF) and KNGC.TO (Brompton Canadian Cash Flow Kings ETF) are both exchange-traded funds - HIG.TO is a Health & Biotech Equities fund actively managed by Brompton, while KNGC.TO is a Canada Equities fund tracking the Brompton Index One Canadian Cash Flow Kings Index. HIG.TO is actively managed, while KNGC.TO is passively managed. Over the past year, HIG.TO returned 8.20% vs 37.43% for KNGC.TO. At a 0.07 correlation, their price movements are largely independent.
Performance
HIG.TO vs. KNGC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HIG.TO achieves a -3.42% return, which is significantly lower than KNGC.TO's 14.18% return.
HIG.TO
- 1D
- 0.55%
- 1M
- 2.42%
- 6M
- -5.56%
- YTD
- -3.42%
- 1Y
- 8.20%
- 3Y*
- 3.66%
- 5Y*
- 0.67%
- 10Y*
- 5.22%
KNGC.TO
- 1D
- -0.12%
- 1M
- -3.40%
- 6M
- 9.46%
- YTD
- 14.18%
- 1Y
- 37.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HIG.TO vs. KNGC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | -3.42% | 13.94% | -8.15% |
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 14.18% | 41.07% | -4.91% |
Correlation
The correlation between HIG.TO and KNGC.TO is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.07 |
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Return for Risk
HIG.TO vs. KNGC.TO — Risk / Return Rank
HIG.TO
KNGC.TO
HIG.TO vs. KNGC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Global Healthcare Income & Growth ETF (HIG.TO) and Brompton Canadian Cash Flow Kings ETF (KNGC.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HIG.TO | KNGC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.58 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 6.63 | -6.05 |
| Martin ratioReturn relative to average drawdown | 1.37 | 22.55 | -21.18 |
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Drawdowns
HIG.TO vs. KNGC.TO - Drawdown Comparison
The maximum HIG.TO drawdown since its inception was -31.83%, which is greater than KNGC.TO's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for HIG.TO and KNGC.TO.
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Drawdown Indicators
| HIG.TO | KNGC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -25.52% | -6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -5.67% | -8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | — | — |
Current DrawdownCurrent decline from peak | -7.98% | -4.84% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -4.63% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 1.67% | +4.34% |
Volatility
HIG.TO vs. KNGC.TO - Volatility Comparison
Brompton Global Healthcare Income & Growth ETF (HIG.TO) has a higher volatility of 6.30% compared to Brompton Canadian Cash Flow Kings ETF (KNGC.TO) at 3.19%. This indicates that HIG.TO's price experiences larger fluctuations and is considered to be riskier than KNGC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIG.TO | KNGC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 3.19% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 9.55% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 12.67% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 17.60% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 17.60% | -0.23% |
Dividends
HIG.TO vs. KNGC.TO - Dividend Comparison
HIG.TO's dividend yield for the trailing twelve months is around 9.00%, more than KNGC.TO's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIG.TO Brompton Global Healthcare Income & Growth ETF | 9.00% | 8.32% | 8.71% | 8.03% | 6.97% | 5.29% | 6.22% | 6.12% | 7.11% | 6.43% | 6.47% | 1.80% |
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 1.63% | 1.69% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HIG.TO and KNGC.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIG.TO is categorized as Health & Biotech Equities, while KNGC.TO is Canada Equities.
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