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KCOP vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. DIVO - Performance Comparison

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

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KCOP vs. DIVO - Yearly Performance Comparison


Returns By Period


KCOP

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

DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. DIVO - Expense Ratio Comparison

KCOP has a 0.99% expense ratio, which is higher than DIVO's 0.56% expense ratio.


Return for Risk

KCOP vs. DIVO — Risk / Return Rank

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

KCOP

DIVO
DIVO Risk / Return Rank: 8080
Overall Rank
DIVO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVO Omega Ratio Rank: 8080
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8787
Martin Ratio Rank
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.

KCOP vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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. DIVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KCOPDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

0.83

-2.16

Correlation

The correlation between KCOP and DIVO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KCOP vs. DIVO - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than DIVO's 6.49% yield.


TTM202520242023202220212020201920182017
KCOP
Kurv Copper & Mining Enhanced Income ETF
1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.49%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Drawdowns

KCOP vs. DIVO - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for KCOP and DIVO.


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Drawdown Indicators


KCOPDIVODifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-30.04%

+8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

Current Drawdown

Current decline from peak

-15.19%

-4.13%

-11.06%

Average Drawdown

Average peak-to-trough decline

-9.73%

-2.62%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

KCOP vs. DIVO - Volatility Comparison


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Volatility by Period


KCOPDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

13.17%

+31.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

11.93%

+32.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

14.93%

+29.65%