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KYN vs. TPYP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KYN vs. TPYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kayne Anderson Energy Infrastructure Fund (KYN) and Tortoise North American Pipeline Fund (TPYP). The values are adjusted to include any dividend payments, if applicable.

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KYN vs. TPYP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KYN
Kayne Anderson Energy Infrastructure Fund
17.57%5.34%60.45%13.19%20.50%44.21%-51.60%11.52%-19.35%7.33%
TPYP
Tortoise North American Pipeline Fund
20.98%7.59%37.37%10.51%16.09%34.97%-20.99%23.35%-11.13%2.27%

Returns By Period

In the year-to-date period, KYN achieves a 17.57% return, which is significantly lower than TPYP's 20.98% return. Over the past 10 years, KYN has underperformed TPYP with an annualized return of 9.00%, while TPYP has yielded a comparatively higher 13.45% annualized return.


KYN

1D
-0.14%
1M
0.67%
YTD
17.57%
6M
20.05%
1Y
20.40%
3Y*
29.59%
5Y*
24.40%
10Y*
9.00%

TPYP

1D
-1.05%
1M
2.89%
YTD
20.98%
6M
18.25%
1Y
20.82%
3Y*
25.55%
5Y*
21.03%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KYN vs. TPYP - Expense Ratio Comparison

KYN has a 2.00% expense ratio, which is higher than TPYP's 0.40% expense ratio.


Return for Risk

KYN vs. TPYP — Risk / Return Rank

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

KYN
KYN Risk / Return Rank: 4444
Overall Rank
KYN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
KYN Sortino Ratio Rank: 4343
Sortino Ratio Rank
KYN Omega Ratio Rank: 4848
Omega Ratio Rank
KYN Calmar Ratio Rank: 3939
Calmar Ratio Rank
KYN Martin Ratio Rank: 4141
Martin Ratio Rank

TPYP
TPYP Risk / Return Rank: 6767
Overall Rank
TPYP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPYP Omega Ratio Rank: 7070
Omega Ratio Rank
TPYP Calmar Ratio Rank: 6666
Calmar Ratio Rank
TPYP Martin Ratio Rank: 5959
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.

KYN vs. TPYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kayne Anderson Energy Infrastructure Fund (KYN) and Tortoise North American Pipeline Fund (TPYP). 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.


KYNTPYPDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.26

-0.34

Sortino ratio

Return per unit of downside risk

1.28

1.64

-0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.02

1.60

-0.58

Martin ratio

Return relative to average drawdown

4.27

5.57

-1.30

KYN vs. TPYP - Sharpe Ratio Comparison

The current KYN Sharpe Ratio is 0.92, which is comparable to the TPYP Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of KYN and TPYP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KYNTPYPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.26

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.22

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.61

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.44

-0.27

Correlation

The correlation between KYN and TPYP is 0.75, 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

KYN vs. TPYP - Dividend Comparison

KYN's dividend yield for the trailing twelve months is around 6.83%, more than TPYP's 3.23% yield.


TTM20252024202320222021202020192018201720162015
KYN
Kayne Anderson Energy Infrastructure Fund
6.83%7.75%8.34%9.45%9.05%6.42%16.17%10.34%14.17%9.97%11.24%15.20%
TPYP
Tortoise North American Pipeline Fund
3.23%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%

Drawdowns

KYN vs. TPYP - Drawdown Comparison

The maximum KYN drawdown since its inception was -91.43%, which is greater than TPYP's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for KYN and TPYP.


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Drawdown Indicators


KYNTPYPDifference

Max Drawdown

Largest peak-to-trough decline

-91.43%

-51.91%

-39.52%

Max Drawdown (1Y)

Largest decline over 1 year

-19.25%

-13.17%

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-17.96%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-87.74%

-51.91%

-35.83%

Current Drawdown

Current decline from peak

-0.42%

-1.65%

+1.23%

Average Drawdown

Average peak-to-trough decline

-27.15%

-7.97%

-19.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.77%

+0.81%

Volatility

KYN vs. TPYP - Volatility Comparison

Kayne Anderson Energy Infrastructure Fund (KYN) has a higher volatility of 4.20% compared to Tortoise North American Pipeline Fund (TPYP) at 3.19%. This indicates that KYN's price experiences larger fluctuations and is considered to be riskier than TPYP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KYNTPYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.19%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

8.94%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

16.59%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.50%

17.32%

+6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.12%

21.96%

+19.16%