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KYLD vs. KCOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KYLD vs. KCOP - Performance Comparison

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

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KYLD vs. KCOP - Yearly Performance Comparison


Returns By Period


KYLD

1D
2.16%
1M
-6.16%
YTD
-4.81%
6M
1Y
3Y*
5Y*
10Y*

KCOP

1D
1.39%
1M
-12.57%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KYLD vs. KCOP - Expense Ratio Comparison

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


Return for Risk

KYLD vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) 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.

KYLD vs. KCOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KYLDKCOPDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.95

-1.21

+0.26

Correlation

The correlation between KYLD and KCOP is 0.82, 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

KYLD vs. KCOP - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 15.56%, more than KCOP's 1.33% yield.


Drawdowns

KYLD vs. KCOP - Drawdown Comparison

The maximum KYLD drawdown since its inception was -20.69%, roughly equal to the maximum KCOP drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for KYLD and KCOP.


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Drawdown Indicators


KYLDKCOPDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-21.55%

+0.86%

Current Drawdown

Current decline from peak

-15.20%

-14.01%

-1.19%

Average Drawdown

Average peak-to-trough decline

-10.08%

-9.86%

-0.22%

Volatility

KYLD vs. KCOP - Volatility Comparison


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Volatility by Period


KYLDKCOPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

44.12%

-8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.28%

44.12%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.28%

44.12%

-8.84%