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KYLD vs. AAPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KYLD vs. AAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv High Income ETF (KYLD) and Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY). The values are adjusted to include any dividend payments, if applicable.

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KYLD vs. AAPY - Yearly Performance Comparison


2026 (YTD)2025
KYLD
Kurv High Income ETF
-6.82%-10.91%
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
-8.31%2.01%

Returns By Period

In the year-to-date period, KYLD achieves a -6.82% return, which is significantly higher than AAPY's -8.31% return.


KYLD

1D
4.66%
1M
-7.51%
YTD
-6.82%
6M
1Y
3Y*
5Y*
10Y*

AAPY

1D
3.36%
1M
-4.71%
YTD
-8.31%
6M
-1.70%
1Y
7.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KYLD vs. AAPY - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than AAPY's 0.99% expense ratio.


Return for Risk

KYLD vs. AAPY — Risk / Return Rank

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

KYLD

AAPY
AAPY Risk / Return Rank: 2222
Overall Rank
AAPY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AAPY Sortino Ratio Rank: 2222
Sortino Ratio Rank
AAPY Omega Ratio Rank: 2323
Omega Ratio Rank
AAPY Calmar Ratio Rank: 2323
Calmar Ratio Rank
AAPY Martin Ratio Rank: 2222
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.

KYLD vs. AAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY). 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.

KYLD vs. AAPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KYLDAAPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.05

0.47

-1.52

Correlation

The correlation between KYLD and AAPY is 0.25, 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

KYLD vs. AAPY - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 15.27%, more than AAPY's 13.59% yield.


TTM202520242023
KYLD
Kurv High Income ETF
15.27%6.14%0.00%0.00%
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
13.59%12.66%17.15%2.16%

Drawdowns

KYLD vs. AAPY - Drawdown Comparison

The maximum KYLD drawdown since its inception was -20.69%, smaller than the maximum AAPY drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for KYLD and AAPY.


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Drawdown Indicators


KYLDAAPYDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-29.22%

+8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.80%

Current Drawdown

Current decline from peak

-16.99%

-11.59%

-5.40%

Average Drawdown

Average peak-to-trough decline

-10.03%

-6.52%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

Volatility

KYLD vs. AAPY - Volatility Comparison


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Volatility by Period


KYLDAAPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.36%

Volatility (1Y)

Calculated over the trailing 1-year period

35.27%

27.07%

+8.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.27%

22.27%

+13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.27%

22.27%

+13.00%