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KNG vs. MRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KNG vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) and YieldMax MRNA Option Income Strategy ETF (MRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KNG achieves a 3.13% return, which is significantly lower than MRNY's 55.67% return.


KNG

1D
0.91%
1M
0.83%
YTD
3.13%
6M
3.55%
1Y
8.66%
3Y*
7.53%
5Y*
4.50%
10Y*

MRNY

1D
2.69%
1M
7.98%
YTD
55.67%
6M
64.78%
1Y
53.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNG vs. MRNY - Yearly Performance Comparison


2026 (YTD)202520242023
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
3.13%6.63%5.99%10.54%
MRNY
YieldMax MRNA Option Income Strategy ETF
55.67%-35.72%-59.32%19.61%

Correlation

The correlation between KNG and MRNY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2023

0.37

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Return for Risk

KNG vs. MRNY — Risk / Return Rank

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

KNG
KNG Risk / Return Rank: 2424
Overall Rank
KNG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
KNG Sortino Ratio Rank: 2525
Sortino Ratio Rank
KNG Omega Ratio Rank: 2323
Omega Ratio Rank
KNG Calmar Ratio Rank: 2323
Calmar Ratio Rank
KNG Martin Ratio Rank: 2222
Martin Ratio Rank

MRNY
MRNY Risk / Return Rank: 3232
Overall Rank
MRNY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 3636
Sortino Ratio Rank
MRNY Omega Ratio Rank: 3333
Omega Ratio Rank
MRNY Calmar Ratio Rank: 3535
Calmar Ratio Rank
MRNY Martin Ratio Rank: 2525
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.

KNG vs. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.


KNGMRNYDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

1.01

1.70

-0.69

Martin ratioReturn relative to average drawdown

2.61

3.31

-0.70

KNG vs. MRNY - Sharpe Ratio Comparison

The current KNG Sharpe Ratio is 0.85, which is comparable to the MRNY Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of KNG and MRNY, 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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Sharpe Ratios by Period


KNGMRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.08

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.48

+0.98

Drawdowns

KNG vs. MRNY - Drawdown Comparison

The maximum KNG drawdown since its inception was -35.12%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for KNG and MRNY.


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Drawdown Indicators


KNGMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-35.12%

-82.15%

+47.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-31.53%

+22.92%

Max Drawdown (3Y)

Largest decline over 3 years

-14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

Current Drawdown

Current decline from peak

-5.03%

-67.23%

+62.20%

Average Drawdown

Average peak-to-trough decline

-4.13%

-52.64%

+48.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

16.15%

-12.82%

Volatility

KNG vs. MRNY - Volatility Comparison

The current volatility for FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) is 2.26%, while YieldMax MRNA Option Income Strategy ETF (MRNY) has a volatility of 13.53%. This indicates that KNG experiences smaller price fluctuations and is considered to be less risky than MRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KNGMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

13.53%

-11.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

37.11%

-29.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.22%

49.38%

-39.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

50.75%

-37.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

50.75%

-33.57%

KNG vs. MRNY - Expense Ratio Comparison

KNG has a 0.75% expense ratio, which is lower than MRNY's 0.99% expense ratio.


Dividends

KNG vs. MRNY - Dividend Comparison

KNG's dividend yield for the trailing twelve months is around 8.59%, less than MRNY's 100.06% yield.


PositionTTM20252024202320222021202020192018
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
8.59%8.61%9.08%5.91%4.00%3.45%3.62%4.09%3.46%
MRNY
YieldMax MRNA Option Income Strategy ETF
100.06%145.98%178.49%1.75%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KNG and MRNY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRNY has higher volatility (13.53%) compared to KNG (2.26%). In terms of maximum drawdown, KNG dropped -35.12% vs MRNY's -82.15%.

On 1-year performance, MRNY leads with 53.27% vs 8.66% for KNG. On fees, KNG is cheaper at 0.75% per year. On volatility, KNG has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MRNY has performed better with a 53.27% return vs 8.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KNG is cheaper with a 0.75% expense ratio, compared with 0.99% for MRNY.

MRNY has the higher dividend yield at 100.06%, compared with 8.59% for KNG.

KNG is categorized as Dividend, while MRNY is Derivative Income. They also come from different issuers: First Trust and YieldMax. Their fees differ too: 0.75% for KNG and 0.99% for MRNY.

MRNY currently has the higher Sharpe Ratio (1.08 vs 0.85), 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.

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