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KRMA vs. HYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KRMA vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Conscious Companies ETF (KRMA) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KRMA achieves a 12.23% return, which is significantly lower than HYP's 32.89% return.


KRMA

1D
0.38%
1M
5.83%
YTD
12.23%
6M
12.43%
1Y
28.28%
3Y*
19.17%
5Y*
10.98%
10Y*

HYP

1D
1.19%
1M
6.48%
YTD
32.89%
6M
28.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRMA vs. HYP - Yearly Performance Comparison


Correlation

The correlation between KRMA and HYP is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.60

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Return for Risk

KRMA vs. HYP — Risk / Return Rank

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

KRMA
KRMA Risk / Return Rank: 7171
Overall Rank
KRMA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
KRMA Sortino Ratio Rank: 7171
Sortino Ratio Rank
KRMA Omega Ratio Rank: 6969
Omega Ratio Rank
KRMA Calmar Ratio Rank: 6767
Calmar Ratio Rank
KRMA Martin Ratio Rank: 7575
Martin Ratio Rank

HYP
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.

KRMA vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.


KRMAHYPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.29

Martin ratioReturn relative to average drawdown

13.96

KRMA vs. HYP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KRMAHYPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.98

-0.22

Drawdowns

KRMA vs. HYP - Drawdown Comparison

The maximum KRMA drawdown since its inception was -36.16%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for KRMA and HYP.


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Drawdown Indicators


KRMAHYPDifference

Max Drawdown

Largest peak-to-trough decline

-36.16%

-19.58%

-16.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.12%

Current Drawdown

Current decline from peak

-0.65%

-1.11%

+0.46%

Average Drawdown

Average peak-to-trough decline

-4.91%

-6.42%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

KRMA vs. HYP - Volatility Comparison


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Volatility by Period


KRMAHYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

40.91%

-28.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

40.91%

-23.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

40.91%

-22.41%

KRMA vs. HYP - Expense Ratio Comparison

KRMA has a 0.43% expense ratio, which is lower than HYP's 0.85% expense ratio.


Dividends

KRMA vs. HYP - Dividend Comparison

KRMA's dividend yield for the trailing twelve months is around 2.31%, more than HYP's 0.10% yield.


PositionTTM2025202420232022202120202019201820172016
HYP
Golden Eagle Dynamic Hypergrowth ETF
0.10%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KRMA
Global X Conscious Companies ETF
2.31%2.59%0.91%1.16%0.86%1.07%0.96%1.52%1.82%1.21%0.96%

Frequently Asked Questions


KRMA and HYP have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KRMA is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KRMA is cheaper with a 0.43% expense ratio, compared with 0.85% for HYP.

KRMA has the higher dividend yield at 2.31%, compared with 0.10% for HYP.

They also come from different issuers: Global X and Golden Eagle. Their fees differ too: 0.43% for KRMA and 0.85% for HYP.

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