KYN vs. DPG
KYN (Kayne Anderson Energy Infrastructure Fund) and DPG (Duff & Phelps Utility and Infrastructure Fund Inc) are both mutual funds - KYN is a Energy Equities fund actively managed by Kayne Anderson, while DPG is a Utilities Equities fund managed by Duff & Phelps. Over the past 10 years, KYN returned 6.40%/yr vs 7.62%/yr for DPG. At a 0.45 correlation, their price movements are largely independent. KYN charges 2.00%/yr vs 2.26%/yr for DPG.
Performance
KYN vs. DPG - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with KYN having a 13.11% return and DPG slightly higher at 13.60%. Over the past 10 years, KYN has underperformed DPG with an annualized return of 6.40%, while DPG has yielded a comparatively higher 7.62% annualized return.
KYN
- 1D
- 1.66%
- 1M
- -4.22%
- YTD
- 13.11%
- 6M
- 16.98%
- 1Y
- 17.77%
- 3Y*
- 29.66%
- 5Y*
- 19.34%
- 10Y*
- 6.40%
DPG
- 1D
- -0.07%
- 1M
- -3.49%
- YTD
- 13.60%
- 6M
- 14.68%
- 1Y
- 24.63%
- 3Y*
- 21.96%
- 5Y*
- 8.84%
- 10Y*
- 7.62%
KYN vs. DPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KYN Kayne Anderson Energy Infrastructure Fund | 13.11% | 5.34% | 60.45% | 13.19% | 20.50% | 44.21% | -51.60% | 11.52% | -19.35% | 7.33% |
DPG Duff & Phelps Utility and Infrastructure Fund Inc | 13.60% | 16.33% | 38.22% | -25.07% | 3.15% | 30.37% | -8.91% | 40.68% | -15.84% | 9.12% |
Correlation
The correlation between KYN and DPG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.45 |
The correlation between KYN and DPG shifts across timeframes, from 0.25 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
KYN vs. DPG — Risk / Return Rank
KYN
DPG
KYN vs. DPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kayne Anderson Energy Infrastructure Fund (KYN) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KYN | DPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 4.23 | -2.16 |
| Martin ratioReturn relative to average drawdown | 5.42 | 10.44 | -5.03 |
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Drawdowns
KYN vs. DPG - Drawdown Comparison
The maximum KYN drawdown since its inception was -91.43%, which is greater than DPG's maximum drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for KYN and DPG.
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Drawdown Indicators
| KYN | DPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.43% | -64.61% | -26.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -5.85% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.65% | -18.99% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -41.11% | +19.46% |
Max Drawdown (10Y)Largest decline over 10 years | -87.74% | -64.61% | -23.13% |
Current DrawdownCurrent decline from peak | -6.72% | -5.67% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -26.90% | -13.36% | -13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.36% | +0.93% |
Volatility
KYN vs. DPG - Volatility Comparison
Kayne Anderson Energy Infrastructure Fund (KYN) has a higher volatility of 4.92% compared to Duff & Phelps Utility and Infrastructure Fund Inc (DPG) at 2.80%. This indicates that KYN's price experiences larger fluctuations and is considered to be riskier than DPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KYN | DPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 2.80% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 9.62% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 12.25% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 20.96% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.86% | 28.99% | +11.87% |
KYN vs. DPG - Expense Ratio Comparison
KYN has a 2.00% expense ratio, which is lower than DPG's 2.26% expense ratio.
Dividends
KYN vs. DPG - Dividend Comparison
KYN's dividend yield for the trailing twelve months is around 7.34%, more than DPG's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPG Duff & Phelps Utility and Infrastructure Fund Inc | 5.96% | 6.61% | 7.19% | 12.21% | 10.36% | 9.70% | 11.48% | 9.21% | 11.81% | 9.02% | 9.03% | 9.50% |
KYN Kayne Anderson Energy Infrastructure Fund | 7.34% | 7.75% | 8.34% | 9.45% | 9.05% | 6.42% | 16.17% | 10.34% | 14.17% | 9.97% | 11.24% | 15.20% |
Frequently Asked Questions
KYN and DPG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KYN has higher volatility (4.92%) compared to DPG (2.80%). In terms of maximum drawdown, KYN dropped -91.43% vs DPG's -64.61%.
DPG currently has the higher Sharpe Ratio (2.02 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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