KNGC.TO vs. BPRF.TO
KNGC.TO (Brompton Canadian Cash Flow Kings ETF) and BPRF.TO (Brompton Flaherty & Crumrine Investment Grade Preferred ETF) are both exchange-traded funds - KNGC.TO is a Canada Equities fund tracking the Brompton Index One Canadian Cash Flow Kings Index, while BPRF.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton. KNGC.TO is passively managed, while BPRF.TO is actively managed. Over the past year, KNGC.TO returned 37.43% vs 3.83% for BPRF.TO. At a 0.07 correlation, their price movements are largely independent.
Performance
KNGC.TO vs. BPRF.TO - Performance Comparison
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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 BPRF.TO's 0.58% return.
KNGC.TO
- 1D
- -0.12%
- 1M
- -3.40%
- 6M
- 9.46%
- YTD
- 14.18%
- 1Y
- 37.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BPRF.TO
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- 0.27%
- YTD
- 0.58%
- 1Y
- 3.83%
- 3Y*
- 8.27%
- 5Y*
- 1.77%
- 10Y*
- —
KNGC.TO vs. BPRF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KNGC.TO Brompton Canadian Cash Flow Kings ETF | 14.18% | 41.07% | -4.91% |
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 0.58% | 4.85% | 6.46% |
Correlation
The correlation between KNGC.TO and BPRF.TO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | 0.07 |
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Return for Risk
KNGC.TO vs. BPRF.TO — Risk / Return Rank
KNGC.TO
BPRF.TO
KNGC.TO vs. BPRF.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 Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.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.TO | BPRF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.13 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 6.63 | 1.21 | +5.42 |
| Martin ratioReturn relative to average drawdown | 22.55 | 3.96 | +18.59 |
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Drawdowns
KNGC.TO vs. BPRF.TO - Drawdown Comparison
The maximum KNGC.TO drawdown since its inception was -25.52%, smaller than the maximum BPRF.TO drawdown of -35.50%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and BPRF.TO.
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Drawdown Indicators
| KNGC.TO | BPRF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -35.50% | +9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -3.17% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.71% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.70% | — |
Current DrawdownCurrent decline from peak | -4.84% | -1.63% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -6.58% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 0.97% | +0.70% |
Volatility
KNGC.TO vs. BPRF.TO - Volatility Comparison
Brompton Canadian Cash Flow Kings ETF (KNGC.TO) has a higher volatility of 3.19% compared to Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) at 2.00%. This indicates that KNGC.TO's price experiences larger fluctuations and is considered to be riskier than BPRF.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.TO | BPRF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 2.00% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 4.20% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 5.57% | +7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 9.59% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 13.74% | +3.86% |
Dividends
KNGC.TO vs. BPRF.TO - Dividend Comparison
KNGC.TO's dividend yield for the trailing twelve months is around 1.63%, less than BPRF.TO's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BPRF.TO Brompton Flaherty & Crumrine Investment Grade Preferred ETF | 5.91% | 5.78% | 5.72% | 6.02% | 5.71% | 4.69% | 4.65% | 4.27% |
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 BPRF.TO have a correlation of 0.08, 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 BPRF.TO is Preferred Stock/Convertible Bonds.
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