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

Performance

KCOP vs. FYEE - Performance Comparison

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

Loading graphics...

KCOP vs. FYEE - Yearly Performance Comparison


Returns By Period


KCOP

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

FYEE

1D
2.88%
1M
-3.70%
YTD
-2.56%
6M
1.84%
1Y
17.08%
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. FYEE - Expense Ratio Comparison

KCOP has a 0.99% expense ratio, which is higher than FYEE's 0.28% expense ratio.


Return for Risk

KCOP vs. FYEE — Risk / Return Rank

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

KCOP

FYEE
FYEE Risk / Return Rank: 6969
Overall Rank
FYEE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FYEE Sortino Ratio Rank: 6464
Sortino Ratio Rank
FYEE Omega Ratio Rank: 7575
Omega Ratio Rank
FYEE Calmar Ratio Rank: 6363
Calmar Ratio Rank
FYEE Martin Ratio Rank: 7878
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. FYEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) and Fidelity Yield Enhanced Equity ETF (FYEE). 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. FYEE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


KCOPFYEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

0.93

-2.26

Correlation

The correlation between KCOP and FYEE 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. FYEE - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than FYEE's 8.31% yield.


Drawdowns

KCOP vs. FYEE - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, which is greater than FYEE's maximum drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for KCOP and FYEE.


Loading graphics...

Drawdown Indicators


KCOPFYEEDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-18.79%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

Current Drawdown

Current decline from peak

-15.19%

-4.72%

-10.47%

Average Drawdown

Average peak-to-trough decline

-9.73%

-2.40%

-7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

KCOP vs. FYEE - Volatility Comparison


Loading graphics...

Volatility by Period


KCOPFYEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

15.89%

+28.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

14.32%

+30.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

14.32%

+30.26%