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KNGX.TO vs. BFIN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KNGX.TO vs. BFIN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton International Cash Flow Kings ETF (KNGX.TO) and Brompton North American Financials Dividend ETF (BFIN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with KNGX.TO having a 12.80% return and BFIN.TO slightly higher at 13.37%.


KNGX.TO

1D
0.00%
1M
-0.19%
6M
9.97%
YTD
12.80%
1Y
34.42%
3Y*
5Y*
10Y*

BFIN.TO

1D
1.49%
1M
5.15%
6M
12.79%
YTD
13.37%
1Y
26.87%
3Y*
25.28%
5Y*
10.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGX.TO vs. BFIN.TO - Yearly Performance Comparison


2026 (YTD)20252024
KNGX.TO
Brompton International Cash Flow Kings ETF
12.80%35.23%-5.77%
BFIN.TO
Brompton North American Financials Dividend ETF
13.37%18.41%14.52%

Correlation

The correlation between KNGX.TO and BFIN.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.28

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Return for Risk

KNGX.TO vs. BFIN.TO — Risk / Return Rank

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

KNGX.TO
KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9090
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9090
Martin Ratio Rank

BFIN.TO
BFIN.TO Risk / Return Rank: 6262
Overall Rank
BFIN.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BFIN.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
BFIN.TO Omega Ratio Rank: 7171
Omega Ratio Rank
BFIN.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BFIN.TO Martin Ratio Rank: 5252
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.

KNGX.TO vs. BFIN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.TO) and Brompton North American Financials Dividend ETF (BFIN.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.


KNGX.TOBFIN.TODifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.46

1.34

+0.12

Calmar ratioReturn relative to maximum drawdown

5.51

2.24

+3.28

Martin ratioReturn relative to average drawdown

16.06

7.19

+8.87

KNGX.TO vs. BFIN.TO - Sharpe Ratio Comparison

The current KNGX.TO Sharpe Ratio is 2.54, which is higher than the BFIN.TO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of KNGX.TO and BFIN.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

KNGX.TO vs. BFIN.TO - Drawdown Comparison

The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum BFIN.TO drawdown of -38.01%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and BFIN.TO.


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Drawdown Indicators


KNGX.TOBFIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.51%

-38.01%

+24.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-12.07%

+5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-2.33%

-9.69%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.75%

-1.60%

Volatility

KNGX.TO vs. BFIN.TO - Volatility Comparison

The current volatility for Brompton International Cash Flow Kings ETF (KNGX.TO) is 2.88%, while Brompton North American Financials Dividend ETF (BFIN.TO) has a volatility of 3.71%. This indicates that KNGX.TO experiences smaller price fluctuations and is considered to be less risky than BFIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KNGX.TOBFIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.71%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

11.67%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

14.91%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

18.41%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

20.75%

-5.78%

Dividends

KNGX.TO vs. BFIN.TO - Dividend Comparison

KNGX.TO's dividend yield for the trailing twelve months is around 2.24%, less than BFIN.TO's 5.40% yield.


PositionTTM20252024202320222021202020192018
BFIN.TO
Brompton North American Financials Dividend ETF
5.40%5.50%5.36%6.08%5.64%4.00%4.98%4.34%0.48%
KNGX.TO
Brompton International Cash Flow Kings ETF
2.24%2.16%1.04%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KNGX.TO and BFIN.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KNGX.TO is categorized as International Equity, while BFIN.TO is Financials Equities.

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