PortfoliosLab logoPortfoliosLab logo
KGLD vs. PLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KGLD vs. PLTW - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KGLD achieves a -7.88% return, which is significantly higher than PLTW's -34.45% return.


KGLD

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

PLTW

1D
2.60%
1M
1.25%
6M
-34.83%
YTD
-34.45%
1Y
-18.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KGLD vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
KGLD
Kurv Gold Enhanced Income ETF
-7.88%29.75%
PLTW
PLTR WeeklyPay™ ETF
-34.45%28.65%

Correlation

The correlation between KGLD and PLTW is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.18

Compare stocks, funds, or ETFs

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


Return for Risk

KGLD vs. PLTW — 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

PLTW
PLTW Risk / Return Rank: 77
Overall Rank
PLTW Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 88
Sortino Ratio Rank
PLTW Omega Ratio Rank: 88
Omega Ratio Rank
PLTW Calmar Ratio Rank: 66
Calmar Ratio Rank
PLTW Martin Ratio Rank: 66
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. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and PLTR WeeklyPay™ ETF (PLTW). 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.


KGLDPLTWDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.14

1.00

+0.14

Calmar ratioReturn relative to maximum drawdown

0.64

-0.32

+0.96

Martin ratioReturn relative to average drawdown

1.55

-0.62

+2.17

KGLD vs. PLTW - Sharpe Ratio Comparison

The current KGLD Sharpe Ratio is 0.62, which is higher than the PLTW Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of KGLD and PLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KGLD vs. PLTW - Drawdown Comparison

The maximum KGLD drawdown since its inception was -28.07%, smaller than the maximum PLTW drawdown of -57.27%. Use the drawdown chart below to compare losses from any high point for KGLD and PLTW.


Loading charts...

Drawdown Indicators


KGLDPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-28.07%

-57.27%

+29.20%

Max Drawdown (1Y)

Largest decline over 1 year

-28.07%

-57.27%

+29.20%

Current Drawdown

Current decline from peak

-27.90%

-46.39%

+18.49%

Average Drawdown

Average peak-to-trough decline

-7.99%

-24.32%

+16.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

29.45%

-17.89%

Volatility

KGLD vs. PLTW - Volatility Comparison

The current volatility for Kurv Gold Enhanced Income ETF (KGLD) is 7.48%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 19.83%. This indicates that KGLD experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KGLDPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

19.83%

-12.35%

Volatility (6M)

Calculated over the trailing 6-month period

25.10%

47.88%

-22.78%

Volatility (1Y)

Calculated over the trailing 1-year period

28.99%

61.99%

-33.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.78%

74.06%

-45.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.78%

74.06%

-45.28%

KGLD vs. PLTW - Expense Ratio Comparison

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


Dividends

KGLD vs. PLTW - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 15.67%, less than PLTW's 135.06% yield.


PositionTTM2025
KGLD
Kurv Gold Enhanced Income ETF
15.67%4.59%
PLTW
PLTR WeeklyPay™ ETF
135.06%72.40%

Frequently Asked Questions


KGLD and PLTW have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTW has higher volatility (19.83%) compared to KGLD (7.48%). In terms of maximum drawdown, KGLD dropped -28.07% vs PLTW's -57.27%.

On 1-year performance, KGLD leads with 17.91% vs -18.28% for PLTW. On fees, PLTW is cheaper at 0.99% per year. 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 -18.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLTW is cheaper with a 0.99% expense ratio, compared with 1.00% for KGLD.

PLTW has the higher dividend yield at 135.06%, compared with 15.67% for KGLD.

They also come from different issuers: Kurv and Roundhill. Their fees differ too: 1.00% for KGLD and 0.99% for PLTW.

KGLD currently has the higher Sharpe Ratio (0.62 vs -0.30), 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 PLTW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer