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KGLD vs. CRSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGLD vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Gold Enhanced Income ETF (KGLD) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

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KGLD vs. CRSH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KGLD achieves a 10.03% return, which is significantly lower than CRSH's 20.49% return.


KGLD

1D
3.96%
1M
-11.65%
YTD
10.03%
6M
23.07%
1Y
3Y*
5Y*
10Y*

CRSH

1D
-3.11%
1M
7.70%
YTD
20.49%
6M
22.66%
1Y
-25.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGLD vs. CRSH - Expense Ratio Comparison

KGLD has a 1.00% expense ratio, which is higher than CRSH's 0.99% expense ratio.


Return for Risk

KGLD vs. CRSH — Risk / Return Rank

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

KGLD

CRSH
CRSH Risk / Return Rank: 44
Overall Rank
CRSH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CRSH Sortino Ratio Rank: 33
Sortino Ratio Rank
CRSH Omega Ratio Rank: 33
Omega Ratio Rank
CRSH Calmar Ratio Rank: 44
Calmar Ratio Rank
CRSH Martin Ratio Rank: 77
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.

KGLD vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.

KGLD vs. CRSH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KGLDCRSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

-0.63

+2.71

Correlation

The correlation between KGLD and CRSH is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

KGLD vs. CRSH - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 7.52%, less than CRSH's 98.84% yield.


TTM20252024
KGLD
Kurv Gold Enhanced Income ETF
7.52%4.59%0.00%
CRSH
YieldMax Short TSLA Option Income Strategy ETF
98.84%138.78%94.25%

Drawdowns

KGLD vs. CRSH - Drawdown Comparison

The maximum KGLD drawdown since its inception was -20.29%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for KGLD and CRSH.


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Drawdown Indicators


KGLDCRSHDifference

Max Drawdown

Largest peak-to-trough decline

-20.29%

-63.68%

+43.39%

Max Drawdown (1Y)

Largest decline over 1 year

-48.16%

Current Drawdown

Current decline from peak

-13.89%

-52.59%

+38.70%

Average Drawdown

Average peak-to-trough decline

-3.88%

-41.89%

+38.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.17%

Volatility

KGLD vs. CRSH - Volatility Comparison


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Volatility by Period


KGLDCRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

Volatility (6M)

Calculated over the trailing 6-month period

23.39%

Volatility (1Y)

Calculated over the trailing 1-year period

30.29%

42.40%

-12.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

48.40%

-18.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.29%

48.40%

-18.11%