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HIG.TO vs. KNGG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIG.TO vs. KNGG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Healthcare Income & Growth ETF (HIG.TO) and Brompton Global Cash Flow Kings ETF (KNGG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

KNGG.TO

1D
-0.19%
1M
-0.50%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIG.TO vs. KNGG.TO - Yearly Performance Comparison


Correlation

The correlation between HIG.TO and KNGG.TO is 0.05, 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 (All Time)
Calculated using the full available price history since Mar 31, 2026

0.05

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Return for Risk

HIG.TO vs. KNGG.TO — Risk / Return Rank

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

HIG.TO
HIG.TO Risk / Return Rank: 1818
Overall Rank
HIG.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 1717
Martin Ratio Rank

KNGG.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HIG.TO vs. KNGG.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 Global Cash Flow Kings ETF (KNGG.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.TOKNGG.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.58

Martin ratioReturn relative to average drawdown

1.37

HIG.TO vs. KNGG.TO - Sharpe Ratio Comparison


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Drawdowns

HIG.TO vs. KNGG.TO - Drawdown Comparison

The maximum HIG.TO drawdown since its inception was -31.83%, which is greater than KNGG.TO's maximum drawdown of -3.33%. Use the drawdown chart below to compare losses from any high point for HIG.TO and KNGG.TO.


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Drawdown Indicators


HIG.TOKNGG.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-3.33%

-28.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

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 Drawdown

Current decline from peak

-7.98%

-1.48%

-6.50%

Average Drawdown

Average peak-to-trough decline

-8.17%

-1.29%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

Volatility

HIG.TO vs. KNGG.TO - Volatility Comparison


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Volatility by Period


HIG.TOKNGG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

14.89%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

14.89%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

14.89%

+2.48%

Dividends

HIG.TO vs. KNGG.TO - Dividend Comparison

HIG.TO's dividend yield for the trailing twelve months is around 9.00%, more than KNGG.TO's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KNGG.TO
Brompton Global Cash Flow Kings ETF
0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HIG.TO and KNGG.TO have a correlation of 0.05, 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 KNGG.TO is Global Equities.

Portfolio Optimizer

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