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KCOP vs. KYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. KYLD - Performance Comparison

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

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KCOP vs. KYLD - Yearly Performance Comparison


Returns By Period


KCOP

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

KYLD

1D
4.66%
1M
-7.51%
YTD
-6.82%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. KYLD - Expense Ratio Comparison

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


Return for Risk

KCOP vs. KYLD - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


KCOPKYLDDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

-1.05

-0.28

Correlation

The correlation between KCOP and KYLD is 0.82, 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. KYLD - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than KYLD's 15.27% yield.


Drawdowns

KCOP vs. KYLD - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, roughly equal to the maximum KYLD drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for KCOP and KYLD.


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Drawdown Indicators


KCOPKYLDDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-20.69%

-0.86%

Current Drawdown

Current decline from peak

-15.19%

-16.99%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.73%

-10.03%

+0.30%

Volatility

KCOP vs. KYLD - Volatility Comparison


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Volatility by Period


KCOPKYLDDifference

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

35.27%

+9.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

35.27%

+9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

35.27%

+9.31%