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KCOP vs. MRNY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. MRNY - Performance Comparison

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

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KCOP vs. MRNY - Yearly Performance Comparison


Returns By Period


KCOP

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

MRNY

1D
-1.18%
1M
-1.56%
YTD
55.26%
6M
60.43%
1Y
57.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. MRNY - Expense Ratio Comparison

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


Return for Risk

KCOP vs. MRNY — Risk / Return Rank

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

KCOP

MRNY
MRNY Risk / Return Rank: 5656
Overall Rank
MRNY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 6868
Sortino Ratio Rank
MRNY Omega Ratio Rank: 5656
Omega Ratio Rank
MRNY Calmar Ratio Rank: 6060
Calmar Ratio Rank
MRNY Martin Ratio Rank: 3434
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. MRNY - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


KCOPMRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

-0.50

-0.83

Correlation

The correlation between KCOP and MRNY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KCOP vs. MRNY - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than MRNY's 88.60% yield.


TTM202520242023
KCOP
Kurv Copper & Mining Enhanced Income ETF
1.35%0.00%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
88.60%145.98%178.49%1.75%

Drawdowns

KCOP vs. MRNY - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for KCOP and MRNY.


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Drawdown Indicators


KCOPMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-82.15%

+60.60%

Max Drawdown (1Y)

Largest decline over 1 year

-31.53%

Current Drawdown

Current decline from peak

-15.19%

-67.31%

+52.12%

Average Drawdown

Average peak-to-trough decline

-9.73%

-51.53%

+41.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

Volatility

KCOP vs. MRNY - Volatility Comparison


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Volatility by Period


KCOPMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.90%

Volatility (6M)

Calculated over the trailing 6-month period

39.43%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

52.05%

-7.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

51.40%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

51.40%

-6.82%