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KTUP vs. COIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KTUP vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long KTOS Daily Target ETF (KTUP) and Leverage Shares 2X Long COIN Daily ETF (COIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with KTUP having a -59.34% return and COIG slightly lower at -61.85%.


KTUP

1D
-15.32%
1M
-16.96%
YTD
-59.34%
6M
-57.58%
1Y
3Y*
5Y*
10Y*

COIG

1D
-11.21%
1M
-37.91%
YTD
-61.85%
6M
-75.19%
1Y
-79.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KTUP vs. COIG - Yearly Performance Comparison


2026 (YTD)2025
KTUP
T-Rex 2X Long KTOS Daily Target ETF
-59.34%-18.79%
COIG
Leverage Shares 2X Long COIN Daily ETF
-61.85%-59.61%

Correlation

The correlation between KTUP and COIG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.45

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Return for Risk

KTUP vs. COIG — Risk / Return Rank

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

KTUP

COIG
COIG Risk / Return Rank: 33
Overall Rank
COIG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
COIG Sortino Ratio Rank: 44
Sortino Ratio Rank
COIG Omega Ratio Rank: 44
Omega Ratio Rank
COIG Calmar Ratio Rank: 11
Calmar Ratio Rank
COIG Martin Ratio Rank: 33
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.

KTUP vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long KTOS Daily Target ETF (KTUP) and Leverage Shares 2X Long COIN Daily ETF (COIG). 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.

KTUP vs. COIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KTUPCOIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

-0.40

-0.12

Drawdowns

KTUP vs. COIG - Drawdown Comparison

The maximum KTUP drawdown since its inception was -88.10%, roughly equal to the maximum COIG drawdown of -92.06%. Use the drawdown chart below to compare losses from any high point for KTUP and COIG.


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Drawdown Indicators


KTUPCOIGDifference

Max Drawdown

Largest peak-to-trough decline

-88.10%

-92.06%

+3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-92.06%

Current Drawdown

Current decline from peak

-85.60%

-91.42%

+5.82%

Average Drawdown

Average peak-to-trough decline

-51.02%

-51.70%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.88%

Volatility

KTUP vs. COIG - Volatility Comparison


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Volatility by Period


KTUPCOIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.85%

Volatility (6M)

Calculated over the trailing 6-month period

100.21%

Volatility (1Y)

Calculated over the trailing 1-year period

153.66%

139.35%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

153.66%

146.45%

+7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

153.66%

146.45%

+7.21%

KTUP vs. COIG - Expense Ratio Comparison

KTUP has a 1.50% expense ratio, which is higher than COIG's 0.75% expense ratio.


Dividends

KTUP vs. COIG - Dividend Comparison

KTUP's dividend yield for the trailing twelve months is around 5.23%, while COIG has not paid dividends to shareholders.


Frequently Asked Questions


KTUP and COIG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COIG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COIG is cheaper with a 0.75% expense ratio, compared with 1.50% for KTUP.

KTUP has the higher dividend yield at 5.23%, compared with 0.00% for COIG.

They also come from different issuers: Tuttle Capital Management and Leverage Shares. Their fees differ too: 1.50% for KTUP and 0.75% for COIG.

Portfolio Optimizer

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