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

Performance

KNGX.TO vs. KNGC.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 Canadian Cash Flow Kings ETF (KNGC.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
KNGX.TO
Brompton International Cash Flow Kings ETF
11.16%35.23%-3.95%
KNGC.TO
Brompton Canadian Cash Flow Kings ETF
17.17%41.07%-0.33%

Returns By Period

In the year-to-date period, KNGX.TO achieves a 11.16% return, which is significantly lower than KNGC.TO's 17.17% return.


KNGX.TO

1D
0.51%
1M
0.45%
YTD
11.16%
6M
22.97%
1Y
36.54%
3Y*
5Y*
10Y*

KNGC.TO

1D
-0.23%
1M
0.80%
YTD
17.17%
6M
25.90%
1Y
64.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

KNGX.TO has a 0.55% expense ratio, which is higher than KNGC.TO's 0.17% expense ratio.


Return for Risk

KNGX.TO vs. KNGC.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: 9191
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9393
Martin Ratio Rank

KNGC.TO
KNGC.TO Risk / Return Rank: 9898
Overall Rank
KNGC.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KNGC.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
KNGC.TO Omega Ratio Rank: 9898
Omega Ratio Rank
KNGC.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
KNGC.TO Martin Ratio Rank: 9898
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. KNGC.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 Canadian Cash Flow Kings ETF (KNGC.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.


KNGX.TOKNGC.TODifference

Sharpe ratio

Return per unit of total volatility

2.17

4.09

-1.91

Sortino ratio

Return per unit of downside risk

2.70

4.74

-2.04

Omega ratio

Gain probability vs. loss probability

1.45

1.88

-0.43

Calmar ratio

Return relative to maximum drawdown

3.15

5.43

-2.28

Martin ratio

Return relative to average drawdown

14.57

28.53

-13.96

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

The current KNGX.TO Sharpe Ratio is 2.17, which is lower than the KNGC.TO Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of KNGX.TO and KNGC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KNGX.TOKNGC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

4.09

-1.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

0.08

+1.54

Correlation

The correlation between KNGX.TO and KNGC.TO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KNGX.TO vs. KNGC.TO - Dividend Comparison

KNGX.TO's dividend yield for the trailing twelve months is around 1.63%, which matches KNGC.TO's 1.64% yield.


TTM20252024
KNGX.TO
Brompton International Cash Flow Kings ETF
1.63%2.16%1.02%
KNGC.TO
Brompton Canadian Cash Flow Kings ETF
1.64%1.69%0.73%

Drawdowns

KNGX.TO vs. KNGC.TO - Drawdown Comparison

The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum KNGC.TO drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and KNGC.TO.


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Drawdown Indicators


KNGX.TOKNGC.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.51%

-20.25%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.79%

+0.16%

Current Drawdown

Current decline from peak

-1.20%

-0.23%

-0.97%

Average Drawdown

Average peak-to-trough decline

-2.25%

-3.29%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.24%

+0.31%

Volatility

KNGX.TO vs. KNGC.TO - Volatility Comparison

Brompton International Cash Flow Kings ETF (KNGX.TO) has a higher volatility of 4.69% compared to Brompton Canadian Cash Flow Kings ETF (KNGC.TO) at 2.78%. This indicates that KNGX.TO's price experiences larger fluctuations and is considered to be riskier than KNGC.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.TOKNGC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

2.78%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.97%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

15.82%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

80,119.00%

-80,103.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

80,119.00%

-80,103.83%