PortfoliosLab logoPortfoliosLab logo
KCOP vs. FIAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. FIAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Copper & Mining Enhanced Income ETF (KCOP) and YieldMax Short COIN Option Income Strategy ETF (FIAT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KCOP vs. FIAT - Yearly Performance Comparison


Returns By Period


KCOP

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

FIAT

1D
-5.60%
1M
-3.22%
YTD
12.38%
6M
44.57%
1Y
-33.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KCOP vs. FIAT - Expense Ratio Comparison

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


Return for Risk

KCOP vs. FIAT — Risk / Return Rank

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

KCOP

FIAT
FIAT Risk / Return Rank: 44
Overall Rank
FIAT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 44
Sortino Ratio Rank
FIAT Omega Ratio Rank: 44
Omega Ratio Rank
FIAT Calmar Ratio Rank: 44
Calmar Ratio Rank
FIAT Martin Ratio Rank: 77
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. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) and YieldMax Short COIN Option Income Strategy ETF (FIAT). 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. FIAT - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


KCOPFIATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

-0.41

-0.92

Correlation

The correlation between KCOP and FIAT is -0.44. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

KCOP vs. FIAT - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than FIAT's 138.14% yield.


Drawdowns

KCOP vs. FIAT - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, smaller than the maximum FIAT drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for KCOP and FIAT.


Loading graphics...

Drawdown Indicators


KCOPFIATDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-70.50%

+48.95%

Max Drawdown (1Y)

Largest decline over 1 year

-63.14%

Current Drawdown

Current decline from peak

-15.19%

-51.57%

+36.38%

Average Drawdown

Average peak-to-trough decline

-9.73%

-44.35%

+34.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.89%

Volatility

KCOP vs. FIAT - Volatility Comparison


Loading graphics...

Volatility by Period


KCOPFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.27%

Volatility (6M)

Calculated over the trailing 6-month period

41.54%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

58.70%

-14.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

61.41%

-16.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

61.41%

-16.83%