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KNGC.TO vs. BDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KNGC.TO vs. BDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and Brompton Global Dividend Growth ETF (BDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KNGC.TO achieves a 14.18% return, which is significantly higher than BDIV.TO's 10.93% return.


KNGC.TO

1D
-0.12%
1M
-3.40%
6M
9.46%
YTD
14.18%
1Y
37.43%
3Y*
5Y*
10Y*

BDIV.TO

1D
0.35%
1M
0.13%
6M
8.69%
YTD
10.93%
1Y
20.16%
3Y*
20.02%
5Y*
10.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGC.TO vs. BDIV.TO - Yearly Performance Comparison


2026 (YTD)20252024
KNGC.TO
Brompton Canadian Cash Flow Kings ETF
14.18%41.07%-4.91%
BDIV.TO
Brompton Global Dividend Growth ETF
10.93%18.14%8.92%

Correlation

The correlation between KNGC.TO and BDIV.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.15

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Return for Risk

KNGC.TO vs. BDIV.TO — Risk / Return Rank

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

KNGC.TO
KNGC.TO Risk / Return Rank: 9595
Overall Rank
KNGC.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
KNGC.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
KNGC.TO Omega Ratio Rank: 9595
Omega Ratio Rank
KNGC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
KNGC.TO Martin Ratio Rank: 9595
Martin Ratio Rank

BDIV.TO
BDIV.TO Risk / Return Rank: 6363
Overall Rank
BDIV.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BDIV.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
BDIV.TO Omega Ratio Rank: 6363
Omega Ratio Rank
BDIV.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BDIV.TO Martin Ratio Rank: 6767
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.

KNGC.TO vs. BDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) and Brompton Global Dividend Growth ETF (BDIV.TO). 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.


KNGC.TOBDIV.TODifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.58

1.31

+0.27

Calmar ratioReturn relative to maximum drawdown

6.63

2.22

+4.41

Martin ratioReturn relative to average drawdown

22.55

9.64

+12.90

KNGC.TO vs. BDIV.TO - Sharpe Ratio Comparison

The current KNGC.TO Sharpe Ratio is 2.97, which is higher than the BDIV.TO Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of KNGC.TO and BDIV.TO, 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

KNGC.TO vs. BDIV.TO - Drawdown Comparison

The maximum KNGC.TO drawdown since its inception was -25.52%, smaller than the maximum BDIV.TO drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and BDIV.TO.


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Drawdown Indicators


KNGC.TOBDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.52%

-36.44%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-9.11%

+3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

Current Drawdown

Current decline from peak

-4.84%

-2.36%

-2.48%

Average Drawdown

Average peak-to-trough decline

-4.63%

-6.57%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.10%

-0.43%

Volatility

KNGC.TO vs. BDIV.TO - Volatility Comparison

The current volatility for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) is 3.19%, while Brompton Global Dividend Growth ETF (BDIV.TO) has a volatility of 3.94%. This indicates that KNGC.TO experiences smaller price fluctuations and is considered to be less risky than BDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KNGC.TOBDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.94%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

10.00%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

11.89%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

14.72%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

18.70%

-1.10%

Dividends

KNGC.TO vs. BDIV.TO - Dividend Comparison

KNGC.TO's dividend yield for the trailing twelve months is around 1.63%, less than BDIV.TO's 5.74% yield.


PositionTTM2025202420232022202120202019
BDIV.TO
Brompton Global Dividend Growth ETF
5.74%6.05%6.43%7.21%7.11%5.30%6.12%5.23%
KNGC.TO
Brompton Canadian Cash Flow Kings ETF
1.63%1.69%0.78%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KNGC.TO and BDIV.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KNGC.TO is categorized as Canada Equities, while BDIV.TO is Global Equity Income.

Portfolio Optimizer

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