KTA.AX vs. KMLM
Compare and contrast key facts about Krakatoa Resources Limited (KTA.AX) and KFA Mount Lucas Index Strategy ETF (KMLM).
KMLM is an actively managed fund by CICC. It was launched on Dec 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KTA.AX or KMLM.
Correlation
The correlation between KTA.AX and KMLM is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
KTA.AX vs. KMLM - Performance Comparison
Key characteristics
KTA.AX:
-0.25
KMLM:
-0.59
KTA.AX:
0.70
KMLM:
-0.74
KTA.AX:
1.10
KMLM:
0.91
KTA.AX:
-0.45
KMLM:
-0.23
KTA.AX:
-1.08
KMLM:
-0.81
KTA.AX:
40.66%
KMLM:
7.77%
KTA.AX:
171.93%
KMLM:
10.72%
KTA.AX:
-96.64%
KMLM:
-27.03%
KTA.AX:
-96.22%
KMLM:
-25.27%
Returns By Period
KTA.AX
0.00%
-10.00%
0.00%
-40.00%
-21.34%
-19.34%
KMLM
-2.24%
-1.51%
-6.78%
-5.31%
N/A
N/A
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Risk-Adjusted Performance
KTA.AX vs. KMLM — Risk-Adjusted Performance Rank
KTA.AX
KMLM
KTA.AX vs. KMLM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Krakatoa Resources Limited (KTA.AX) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.
Dividends
KTA.AX vs. KMLM - Dividend Comparison
KTA.AX has not paid dividends to shareholders, while KMLM's dividend yield for the trailing twelve months is around 0.84%.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
KTA.AX Krakatoa Resources Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.84% | 0.82% | 0.00% | 8.12% | 6.94% |
Drawdowns
KTA.AX vs. KMLM - Drawdown Comparison
The maximum KTA.AX drawdown since its inception was -96.64%, which is greater than KMLM's maximum drawdown of -27.03%. Use the drawdown chart below to compare losses from any high point for KTA.AX and KMLM. For additional features, visit the drawdowns tool.
Volatility
KTA.AX vs. KMLM - Volatility Comparison
Krakatoa Resources Limited (KTA.AX) has a higher volatility of 40.69% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 3.34%. This indicates that KTA.AX's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.