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KNGG.TO vs. BGIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KNGG.TO vs. BGIE.TO - Performance Comparison

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

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Returns By Period


KNGG.TO

1D
0.64%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BGIE.TO

1D
-0.03%
1M
3.72%
YTD
12.93%
6M
12.11%
1Y
45.91%
3Y*
21.30%
5Y*
14.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGG.TO vs. BGIE.TO - Yearly Performance Comparison


Correlation

The correlation between KNGG.TO and BGIE.TO is 0.10, 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 (All Time)
Calculated using the full available price history since Apr 1, 2026

0.10

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Return for Risk

KNGG.TO vs. BGIE.TO — Risk / Return Rank

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

KNGG.TO

BGIE.TO
BGIE.TO Risk / Return Rank: 8484
Overall Rank
BGIE.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BGIE.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
BGIE.TO Omega Ratio Rank: 8484
Omega Ratio Rank
BGIE.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
BGIE.TO Martin Ratio Rank: 8383
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.

KNGG.TO vs. BGIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Cash Flow Kings ETF (KNGG.TO) and Brompton Global Infrastructure ETF (BGIE.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KNGG.TO vs. BGIE.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KNGG.TOBGIE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

0.99

+0.64

Drawdowns

KNGG.TO vs. BGIE.TO - Drawdown Comparison

The maximum KNGG.TO drawdown since its inception was -1.56%, smaller than the maximum BGIE.TO drawdown of -18.24%. Use the drawdown chart below to compare losses from any high point for KNGG.TO and BGIE.TO.


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Drawdown Indicators


KNGG.TOBGIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-18.24%

+16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

Current Drawdown

Current decline from peak

-0.93%

-2.37%

+1.44%

Average Drawdown

Average peak-to-trough decline

-0.44%

-4.51%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

Volatility

KNGG.TO vs. BGIE.TO - Volatility Comparison


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Volatility by Period


KNGG.TOBGIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

14.81%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.85%

15.64%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.85%

15.26%

-5.41%

Dividends

KNGG.TO vs. BGIE.TO - Dividend Comparison

KNGG.TO has not paid dividends to shareholders, while BGIE.TO's dividend yield for the trailing twelve months is around 4.71%.


TTM202520242023202220212020
KNGG.TO
Brompton Global Cash Flow Kings ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BGIE.TO
Brompton Global Infrastructure ETF
4.71%4.95%4.89%5.19%4.79%4.10%3.07%