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KCOP vs. KSLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. KSLV - Performance Comparison

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

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KCOP vs. KSLV - Yearly Performance Comparison


Returns By Period


KCOP

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

KSLV

1D
7.16%
1M
-21.47%
YTD
5.32%
6M
56.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. KSLV - Expense Ratio Comparison

KCOP has a 0.99% expense ratio, which is lower than KSLV's 1.00% expense ratio.


Return for Risk

KCOP vs. KSLV - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


KCOPKSLVDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

1.87

-3.21

Correlation

The correlation between KCOP and KSLV is 0.74, 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. KSLV - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than KSLV's 10.90% yield.


Drawdowns

KCOP vs. KSLV - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, smaller than the maximum KSLV drawdown of -44.77%. Use the drawdown chart below to compare losses from any high point for KCOP and KSLV.


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Drawdown Indicators


KCOPKSLVDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-44.77%

+23.22%

Current Drawdown

Current decline from peak

-15.19%

-37.58%

+22.39%

Average Drawdown

Average peak-to-trough decline

-9.73%

-13.41%

+3.68%

Volatility

KCOP vs. KSLV - Volatility Comparison


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Volatility by Period


KCOPKSLVDifference

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

79.21%

-34.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

79.21%

-34.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

79.21%

-34.63%