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KCOP vs. SPIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. SPIN - Performance Comparison

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

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KCOP vs. SPIN - Yearly Performance Comparison


Returns By Period


KCOP

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

SPIN

1D
2.72%
1M
-4.55%
YTD
-5.22%
6M
-1.34%
1Y
13.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCOP vs. SPIN - Expense Ratio Comparison

KCOP has a 0.99% expense ratio, which is higher than SPIN's 0.25% expense ratio.


Return for Risk

KCOP vs. SPIN — Risk / Return Rank

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

KCOP

SPIN
SPIN Risk / Return Rank: 4949
Overall Rank
SPIN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPIN Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPIN Omega Ratio Rank: 5353
Omega Ratio Rank
SPIN Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPIN Martin Ratio Rank: 5454
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. SPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Copper & Mining Enhanced Income ETF (KCOP) and State Street US Equity Premium Income ETF (SPIN). 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. SPIN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KCOPSPINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

0.62

-1.95

Correlation

The correlation between KCOP and SPIN 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. SPIN - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than SPIN's 8.42% yield.


Drawdowns

KCOP vs. SPIN - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, which is greater than SPIN's maximum drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for KCOP and SPIN.


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Drawdown Indicators


KCOPSPINDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-16.85%

-4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

Current Drawdown

Current decline from peak

-15.19%

-7.35%

-7.84%

Average Drawdown

Average peak-to-trough decline

-9.73%

-2.33%

-7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

Volatility

KCOP vs. SPIN - Volatility Comparison


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Volatility by Period


KCOPSPINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

16.34%

+28.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

14.90%

+29.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

14.90%

+29.68%