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KNGS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KNGS and ^GSPC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

KNGS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill S&P Dividend Monarchs ETF (KNGS) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.19%
3.10%
KNGS
^GSPC

Key characteristics

Returns By Period


KNGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*Annualized

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Risk-Adjusted Performance

KNGS vs. ^GSPC — Risk-Adjusted Performance Rank

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

KNGS
The Risk-Adjusted Performance Rank of KNGS is 5757
Overall Rank
The Sharpe Ratio Rank of KNGS is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of KNGS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of KNGS is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KNGS is 6969
Calmar Ratio Rank
The Martin Ratio Rank of KNGS is 5252
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KNGS vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill S&P Dividend Monarchs ETF (KNGS) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for KNGS, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.005.000.581.74
The chart of Sortino ratio for KNGS, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.0012.000.882.35
The chart of Omega ratio for KNGS, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.32
The chart of Calmar ratio for KNGS, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.002.62
The chart of Martin ratio for KNGS, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.002.2410.82
KNGS
^GSPC


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
0.58
1.74
KNGS
^GSPC

Drawdowns

KNGS vs. ^GSPC - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.06%
-4.06%
KNGS
^GSPC

Volatility

KNGS vs. ^GSPC - Volatility Comparison

The current volatility for Roundhill S&P Dividend Monarchs ETF (KNGS) is 0.00%, while S&P 500 (^GSPC) has a volatility of 4.57%. This indicates that KNGS experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.57%
KNGS
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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