PortfoliosLab logoPortfoliosLab logo
KCOP vs. TSMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCOP vs. TSMY - Performance Comparison

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

Loading graphics...

KCOP vs. TSMY - Yearly Performance Comparison


Returns By Period


KCOP

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

TSMY

1D
6.41%
1M
-7.42%
YTD
10.01%
6M
17.90%
1Y
81.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KCOP vs. TSMY - Expense Ratio Comparison

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


Return for Risk

KCOP vs. TSMY — Risk / Return Rank

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

KCOP

TSMY
TSMY Risk / Return Rank: 9696
Overall Rank
TSMY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 9696
Sortino Ratio Rank
TSMY Omega Ratio Rank: 9494
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9797
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. TSMY - Risk-Adjusted Trends Comparison

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


Loading graphics...

Sharpe Ratios by Period


KCOPTSMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

1.15

-2.48

Correlation

The correlation between KCOP and TSMY is 0.75, 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. TSMY - Dividend Comparison

KCOP's dividend yield for the trailing twelve months is around 1.35%, less than TSMY's 57.85% yield.


Drawdowns

KCOP vs. TSMY - Drawdown Comparison

The maximum KCOP drawdown since its inception was -21.55%, smaller than the maximum TSMY drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for KCOP and TSMY.


Loading graphics...

Drawdown Indicators


KCOPTSMYDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-31.15%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

Current Drawdown

Current decline from peak

-15.19%

-10.08%

-5.11%

Average Drawdown

Average peak-to-trough decline

-9.73%

-5.81%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

Volatility

KCOP vs. TSMY - Volatility Comparison


Loading graphics...

Volatility by Period


KCOPTSMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

31.08%

+13.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.58%

33.42%

+11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.58%

33.42%

+11.16%