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KCOP vs. QQA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. QQA - Performance Comparison

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

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KCOP vs. QQA - Yearly Performance Comparison


Returns By Period


KCOP

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

QQA

1D
3.03%
1M
-3.44%
YTD
-3.46%
6M
-0.18%
1Y
20.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. QQA - Expense Ratio Comparison

KCOP has a 0.99% expense ratio, which is higher than QQA's 0.29% expense ratio.


Return for Risk

KCOP vs. QQA — Risk / Return Rank

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

KCOP

QQA
QQA Risk / Return Rank: 7272
Overall Rank
QQA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQA Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQA Omega Ratio Rank: 7171
Omega Ratio Rank
QQA Calmar Ratio Rank: 7373
Calmar Ratio Rank
QQA Martin Ratio Rank: 8282
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. QQA - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


KCOPQQADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

0.64

-1.97

Correlation

The correlation between KCOP and QQA is 0.73, 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. QQA - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than QQA's 10.53% yield.


TTM20252024
KCOP
Kurv Copper & Mining Enhanced Income ETF
1.35%0.00%0.00%
QQA
Invesco QQQ Income Advantage ETF
10.53%9.78%4.29%

Drawdowns

KCOP vs. QQA - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, which is greater than QQA's maximum drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for KCOP and QQA.


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Drawdown Indicators


KCOPQQADifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-19.73%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

Current Drawdown

Current decline from peak

-15.19%

-5.99%

-9.20%

Average Drawdown

Average peak-to-trough decline

-9.73%

-2.62%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

Volatility

KCOP vs. QQA - Volatility Comparison


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Volatility by Period


KCOPQQADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

18.99%

+25.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

18.85%

+25.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

18.85%

+25.73%