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KSLV vs. BPCR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSLV vs. BPCR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and BioPharma Credit plc (BPCR.L). The values are adjusted to include any dividend payments, if applicable.

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KSLV vs. BPCR.L - Yearly Performance Comparison


2026 (YTD)2025
KSLV
Kurv Silver Enhanced Income ETF
5.47%48.94%
BPCR.L
BioPharma Credit plc
6.47%1.33%

Returns By Period

In the year-to-date period, KSLV achieves a 5.47% return, which is significantly lower than BPCR.L's 6.47% return.


KSLV

1D
0.14%
1M
-17.97%
YTD
5.47%
6M
55.26%
1Y
3Y*
5Y*
10Y*

BPCR.L

1D
-0.21%
1M
-1.06%
YTD
6.47%
6M
6.24%
1Y
21.60%
3Y*
15.02%
5Y*
14.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KSLV vs. BPCR.L — Risk / Return Rank

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

KSLV

BPCR.L
BPCR.L Risk / Return Rank: 8585
Overall Rank
BPCR.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BPCR.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
BPCR.L Omega Ratio Rank: 8282
Omega Ratio Rank
BPCR.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
BPCR.L Martin Ratio Rank: 9090
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.

KSLV vs. BPCR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and BioPharma Credit plc (BPCR.L). 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.

KSLV vs. BPCR.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSLVBPCR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

0.94

+0.92

Correlation

The correlation between KSLV and BPCR.L is 0.05, 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

KSLV vs. BPCR.L - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.88%, less than BPCR.L's 14.31% yield.


TTM202520242023202220212020201920182017
KSLV
Kurv Silver Enhanced Income ETF
10.88%4.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BPCR.L
BioPharma Credit plc
14.31%13.78%14.99%15.79%14.30%10.39%10.73%8.96%10.10%2.56%

Drawdowns

KSLV vs. BPCR.L - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, which is greater than BPCR.L's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for KSLV and BPCR.L.


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Drawdown Indicators


KSLVBPCR.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-14.00%

-30.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-13.92%

Current Drawdown

Current decline from peak

-37.49%

-1.69%

-35.80%

Average Drawdown

Average peak-to-trough decline

-13.60%

-2.53%

-11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

KSLV vs. BPCR.L - Volatility Comparison


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Volatility by Period


KSLVBPCR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

78.90%

14.23%

+64.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.90%

12.58%

+66.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.90%

11.89%

+67.01%