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KGLD vs. MSFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KGLD vs. MSFY - Performance Comparison

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

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Returns By Period

In the year-to-date period, KGLD achieves a -7.88% return, which is significantly higher than MSFY's -22.42% return.


KGLD

1D
-2.53%
1M
-5.25%
6M
-13.85%
YTD
-7.88%
1Y
17.91%
3Y*
5Y*
10Y*

MSFY

1D
1.69%
1M
0.10%
6M
-21.15%
YTD
-22.42%
1Y
-21.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KGLD vs. MSFY - Yearly Performance Comparison


Correlation

The correlation between KGLD and MSFY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2025

0.11

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Return for Risk

KGLD vs. MSFY — Risk / Return Rank

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

KGLD
KGLD Risk / Return Rank: 2121
Overall Rank
KGLD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
KGLD Sortino Ratio Rank: 2020
Sortino Ratio Rank
KGLD Omega Ratio Rank: 2424
Omega Ratio Rank
KGLD Calmar Ratio Rank: 1919
Calmar Ratio Rank
KGLD Martin Ratio Rank: 1818
Martin Ratio Rank

MSFY
MSFY Risk / Return Rank: 44
Overall Rank
MSFY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSFY Sortino Ratio Rank: 44
Sortino Ratio Rank
MSFY Omega Ratio Rank: 33
Omega Ratio Rank
MSFY Calmar Ratio Rank: 44
Calmar Ratio Rank
MSFY Martin Ratio Rank: 33
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. MSFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Kurv Yield Premium Strategy Microsoft ETF (MSFY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KGLDMSFYDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.14

0.88

+0.26

Calmar ratioReturn relative to maximum drawdown

0.64

-0.62

+1.26

Martin ratioReturn relative to average drawdown

1.55

-1.22

+2.77

KGLD vs. MSFY - Sharpe Ratio Comparison

The current KGLD Sharpe Ratio is 0.62, which is higher than the MSFY Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of KGLD and MSFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KGLD vs. MSFY - Drawdown Comparison

The maximum KGLD drawdown since its inception was -28.07%, smaller than the maximum MSFY drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for KGLD and MSFY.


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Drawdown Indicators


KGLDMSFYDifference

Max Drawdown

Largest peak-to-trough decline

-28.07%

-35.65%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-28.07%

-35.65%

+7.58%

Current Drawdown

Current decline from peak

-27.90%

-28.32%

+0.42%

Average Drawdown

Average peak-to-trough decline

-7.99%

-8.03%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

18.02%

-6.46%

Volatility

KGLD vs. MSFY - Volatility Comparison

The current volatility for Kurv Gold Enhanced Income ETF (KGLD) is 7.48%, while Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a volatility of 11.94%. This indicates that KGLD experiences smaller price fluctuations and is considered to be less risky than MSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGLDMSFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

11.94%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

25.10%

27.39%

-2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

28.99%

29.12%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.78%

23.12%

+5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.78%

23.12%

+5.66%

KGLD vs. MSFY - Expense Ratio Comparison

Both KGLD and MSFY have an expense ratio of 1.00%.


Dividends

KGLD vs. MSFY - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 15.67%, less than MSFY's 25.52% yield.


PositionTTM202520242023
KGLD
Kurv Gold Enhanced Income ETF
15.67%4.59%0.00%0.00%
MSFY
Kurv Yield Premium Strategy Microsoft ETF
25.52%18.56%14.35%1.94%

Frequently Asked Questions


KGLD and MSFY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFY has higher volatility (11.94%) compared to KGLD (7.48%). In terms of maximum drawdown, KGLD dropped -28.07% vs MSFY's -35.65%.

On 1-year performance, KGLD leads with 17.91% vs -21.89% for MSFY. Both ETFs have the same 1.00% expense ratio. On volatility, KGLD has been the lower-risk option at 7.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KGLD has performed better with a 17.91% return vs -21.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KGLD and MSFY have the same expense ratio: 1.00% per year.

MSFY has the higher dividend yield at 25.52%, compared with 15.67% for KGLD.

KGLD currently has the higher Sharpe Ratio (0.62 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KGLD and MSFY

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