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KSLV vs. KCOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSLV vs. KCOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and Kurv Copper & Mining Enhanced Income ETF (KCOP). The values are adjusted to include any dividend payments, if applicable.

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KSLV vs. KCOP - Yearly Performance Comparison


Returns By Period


KSLV

1D
7.16%
1M
-21.47%
YTD
5.32%
6M
56.86%
1Y
3Y*
5Y*
10Y*

KCOP

1D
5.40%
1M
-15.19%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSLV vs. KCOP - Expense Ratio Comparison

KSLV has a 1.00% expense ratio, which is higher than KCOP's 0.99% expense ratio.


Return for Risk

KSLV vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Kurv Copper & Mining Enhanced Income ETF (KCOP). 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. KCOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSLVKCOPDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

-1.33

+3.21

Correlation

The correlation between KSLV and KCOP is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KSLV vs. KCOP - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, more than KCOP's 1.35% yield.


Drawdowns

KSLV vs. KCOP - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, which is greater than KCOP's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for KSLV and KCOP.


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Drawdown Indicators


KSLVKCOPDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-21.55%

-23.22%

Current Drawdown

Current decline from peak

-37.58%

-15.19%

-22.39%

Average Drawdown

Average peak-to-trough decline

-13.41%

-9.73%

-3.68%

Volatility

KSLV vs. KCOP - Volatility Comparison


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Volatility by Period


KSLVKCOPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

79.21%

44.58%

+34.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.21%

44.58%

+34.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.21%

44.58%

+34.63%