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KCOP vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Copper & Mining Enhanced Income ETF (KCOP) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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KCOP vs. COSW - Yearly Performance Comparison


Returns By Period


KCOP

1D
5.40%
1M
-15.19%
YTD
6M
1Y
3Y*
5Y*
10Y*

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. COSW - Expense Ratio Comparison

Both KCOP and COSW have an expense ratio of 0.99%.


Return for Risk

KCOP vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) and Roundhill COST WeeklyPay ETF (COSW). 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.


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

KCOP vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KCOPCOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

0.44

-1.78

Correlation

The correlation between KCOP and COSW is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KCOP vs. COSW - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than COSW's 12.26% yield.


Drawdowns

KCOP vs. COSW - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for KCOP and COSW.


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Drawdown Indicators


KCOPCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-12.17%

-9.38%

Current Drawdown

Current decline from peak

-15.19%

-3.28%

-11.91%

Average Drawdown

Average peak-to-trough decline

-9.73%

-4.05%

-5.68%

Volatility

KCOP vs. COSW - Volatility Comparison


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Volatility by Period


KCOPCOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

25.36%

+19.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

25.36%

+19.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

25.36%

+19.22%