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KGLD vs. KCOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGLD vs. KCOP - Performance Comparison

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

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KGLD vs. KCOP - Yearly Performance Comparison


Returns By Period


KGLD

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

KCOP

1D
5.40%
1M
-15.19%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGLD vs. KCOP - Expense Ratio Comparison

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


Return for Risk

KGLD vs. KCOP - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


KGLDKCOPDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

-1.33

+3.41

Correlation

The correlation between KGLD and KCOP is 0.61, 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

KGLD vs. KCOP - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 7.52%, more than KCOP's 1.35% yield.


Drawdowns

KGLD vs. KCOP - Drawdown Comparison

The maximum KGLD drawdown since its inception was -20.29%, smaller than the maximum KCOP drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for KGLD and KCOP.


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Drawdown Indicators


KGLDKCOPDifference

Max Drawdown

Largest peak-to-trough decline

-20.29%

-21.55%

+1.26%

Current Drawdown

Current decline from peak

-13.89%

-15.19%

+1.30%

Average Drawdown

Average peak-to-trough decline

-3.88%

-9.73%

+5.85%

Volatility

KGLD vs. KCOP - Volatility Comparison


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Volatility by Period


KGLDKCOPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

30.29%

44.58%

-14.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

44.58%

-14.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.29%

44.58%

-14.29%