INFL vs. SII
INFL (Horizon Kinetics Inflation Beneficiaries ETF) is Global Equities fund actively managed by Horizon Kinetics, while SII (Sprott Inc) is a stock. Over the past 5 years, INFL returned 13.02%/yr vs 26.73%/yr for SII. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
INFL vs. SII - Performance Comparison
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Returns By Period
In the year-to-date period, INFL achieves a 15.98% return, which is significantly higher than SII's 6.86% return.
INFL
- 1D
- 0.10%
- 1M
- 3.15%
- 6M
- 6.21%
- YTD
- 15.98%
- 1Y
- 25.96%
- 3Y*
- 18.77%
- 5Y*
- 13.02%
- 10Y*
- —
- ALL TIME*
- 15.35%
SII
- 1D
- 1.02%
- 1M
- -9.50%
- 6M
- -13.23%
- YTD
- 6.86%
- 1Y
- 58.58%
- 3Y*
- 50.72%
- 5Y*
- 26.73%
- 10Y*
- —
- ALL TIME*
- 21.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.89M | $4.96M | $13.18M | |
SII Sprott Inc | $14.66M | $17.52M | $21.70M |
INFL vs. SII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
INFL Horizon Kinetics Inflation Beneficiaries ETF | 15.98% | 18.30% | 23.34% | 1.62% | 2.65% | 25.22% |
SII Sprott Inc | 6.86% | 137.17% | 27.39% | 5.00% | -24.09% | 55.94% |
Correlation
The correlation between INFL and SII is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2021 | 0.56 |
The correlation between INFL and SII has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.
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Return for Risk
INFL vs. SII — Risk / Return Rank
INFL
SII
INFL vs. SII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Inflation Beneficiaries ETF (INFL) and Sprott Inc (SII). 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.
| INFL | SII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.55 | +0.59 |
| Martin ratioReturn relative to average drawdown | 5.70 | 3.59 | +2.11 |
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Drawdowns
INFL vs. SII - Drawdown Comparison
The maximum INFL drawdown since its inception was -21.30%, smaller than the maximum SII drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for INFL and SII.
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Drawdown Indicators
| INFL | SII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.30% | -47.81% | +26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -38.01% | +25.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -38.01% | +22.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | -47.81% | +26.51% |
Current DrawdownCurrent decline from peak | -6.50% | -37.27% | +30.77% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -21.36% | +16.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 16.37% | -11.81% |
Volatility
INFL vs. SII - Volatility Comparison
The current volatility for Horizon Kinetics Inflation Beneficiaries ETF (INFL) is 2.86%, while Sprott Inc (SII) has a volatility of 11.38%. This indicates that INFL experiences smaller price fluctuations and is considered to be less risky than SII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INFL | SII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 11.38% | -8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 40.70% | -28.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 49.44% | -33.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 38.21% | -20.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 37.99% | -20.40% |
Dividends
INFL vs. SII - Dividend Comparison
INFL's dividend yield for the trailing twelve months is around 0.80%, less than SII's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
INFL Horizon Kinetics Inflation Beneficiaries ETF | 0.80% | 1.26% | 1.77% | 1.60% | 1.65% | 0.91% | 0.00% |
SII Sprott Inc | 1.44% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% |
Frequently Asked Questions
INFL and SII have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SII has higher volatility (11.38%) compared to INFL (2.86%). In terms of maximum drawdown, INFL dropped -21.30% vs SII's -47.81%.
INFL currently has the higher Sharpe Ratio (1.59 vs 1.19), 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.
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