KNGC.TO vs. HCA.TO

Last updated Jul 16, 2026

KNGC.TO (Brompton Canadian Cash Flow Kings ETF) and HCA.TO (Hamilton Canadian Bank Mean Reversion Index ETF) are both Canada Equities funds - KNGC.TO tracks the Brompton Index One Canadian Cash Flow Kings Index while HCA.TO tracks the Solactive Canadian Bank Mean Reversion Index. Both are passively managed. Over the past year, KNGC.TO returned 37.43% vs 78.38% for HCA.TO. At a 0.15 correlation, their price movements are largely independent. KNGC.TO charges 0.17%/yr vs 0.45%/yr for HCA.TO.

Performance

KNGC.TO vs. HCA.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 Hamilton Canadian Bank Mean Reversion Index ETF (HCA.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KNGC.TO achieves a 14.18% return, which is significantly lower than HCA.TO's 37.85% return.

KNGC.TO

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

HCA.TO

• 1D: 1.32%
• 1M: 8.11%
• 6M: 37.03%
• YTD: 37.85%
• 1Y: 78.38%
• 3Y*: 36.60%
• 5Y*: 20.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024
KNGC.TO Brompton Canadian Cash Flow Kings ETF	14.18%	41.07%	-4.91%
HCA.TO Hamilton Canadian Bank Mean Reversion Index ETF	37.85%	46.37%	17.51%

Correlation

The correlation between KNGC.TO and HCA.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	0.15

Return for Risk

KNGC.TO vs. HCA.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: 95
KNGC.TO Sharpe Ratio Rank: 95
KNGC.TO Sortino Ratio Rank: 95
KNGC.TO Omega Ratio Rank: 95
KNGC.TO Calmar Ratio Rank: 96
KNGC.TO Martin Ratio Rank: 95

HCA.TO

HCA.TO Risk / Return Rank: 98
HCA.TO Sharpe Ratio Rank: 99
HCA.TO Sortino Ratio Rank: 98
HCA.TO Omega Ratio Rank: 98
HCA.TO Calmar Ratio Rank: 97
HCA.TO Martin Ratio Rank: 98

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. HCA.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 Hamilton Canadian Bank Mean Reversion Index ETF (HCA.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	HCA.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.97	5.82	-2.85
Sortino ratio: Return per unit of downside risk	4.19	8.10	-3.91
Omega ratio: Gain probability vs. loss probability	1.58	2.12	-0.53
Calmar ratio: Return relative to maximum drawdown	6.63	9.25	-2.62
Martin ratio: Return relative to average drawdown	22.55	41.83	-19.28

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

The current KNGC.TO Sharpe Ratio is 2.97, which is lower than the HCA.TO Sharpe Ratio of 5.82. The chart below compares the historical Sharpe Ratios of KNGC.TO and HCA.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.

Drawdowns

KNGC.TO vs. HCA.TO - Drawdown Comparison

The maximum KNGC.TO drawdown since its inception was -25.52%, smaller than the maximum HCA.TO drawdown of -37.89%. Use the drawdown chart below to compare losses from any high point for KNGC.TO and HCA.TO.

Drawdown Indicators

	KNGC.TO	HCA.TO	Difference
Max Drawdown Largest peak-to-trough decline	-25.52%	-37.89%	+12.37%
Max Drawdown (1Y) Largest decline over 1 year	-5.67%	-8.52%	+2.85%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.97%	—
Current Drawdown Current decline from peak	-4.84%	0.00%	-4.84%
Average Drawdown Average peak-to-trough decline	-4.63%	-7.64%	+3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	1.88%	-0.21%

Volatility

KNGC.TO vs. HCA.TO - Volatility Comparison

The current volatility for Brompton Canadian Cash Flow Kings ETF (KNGC.TO) is 3.19%, while Hamilton Canadian Bank Mean Reversion Index ETF (HCA.TO) has a volatility of 4.05%. This indicates that KNGC.TO experiences smaller price fluctuations and is considered to be less risky than HCA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KNGC.TO	HCA.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	4.05%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	11.50%	-1.95%
Volatility (1Y) Calculated over the trailing 1-year period	12.67%	13.54%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.60%	14.15%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.60%	22.79%	-5.19%

KNGC.TO vs. HCA.TO - Expense Ratio Comparison

KNGC.TO has a 0.17% expense ratio, which is lower than HCA.TO's 0.45% expense ratio.

Dividends

KNGC.TO vs. HCA.TO - Dividend Comparison

KNGC.TO's dividend yield for the trailing twelve months is around 1.63%, less than HCA.TO's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
HCA.TO Hamilton Canadian Bank Mean Reversion Index ETF	2.55%	3.44%	4.42%	8.53%	5.45%	3.56%	3.54%
KNGC.TO Brompton Canadian Cash Flow Kings ETF	1.63%	1.69%	0.78%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KNGC.TO and HCA.TO in my portfolio?

KNGC.TO and HCA.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.

Which ETF is better, KNGC.TO or HCA.TO?

On fees, KNGC.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KNGC.TO or HCA.TO?

KNGC.TO is cheaper with a 0.17% expense ratio, compared with 0.45% for HCA.TO.

What is the main difference between KNGC.TO and HCA.TO?

KNGC.TO tracks Brompton Index One Canadian Cash Flow Kings Index, while HCA.TO tracks Solactive Canadian Bank Mean Reversion Index. They also come from different issuers: Brompton and Hamilton. Their fees differ too: 0.17% for KNGC.TO and 0.45% for HCA.TO.