Correlation
The correlation between MRSK and KMLM is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
MRSK vs. KMLM
Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and KFA Mount Lucas Index Strategy ETF (KMLM).
MRSK and KMLM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. KMLM is an actively managed fund by CICC. It was launched on Dec 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRSK or KMLM.
Performance
MRSK vs. KMLM - Performance Comparison
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Key characteristics
MRSK:
0.38
KMLM:
-1.01
MRSK:
0.47
KMLM:
-1.21
MRSK:
1.07
KMLM:
0.86
MRSK:
0.33
KMLM:
-0.32
MRSK:
0.98
KMLM:
-1.28
MRSK:
3.89%
KMLM:
7.31%
MRSK:
13.66%
KMLM:
10.14%
MRSK:
-14.70%
KMLM:
-29.26%
MRSK:
-4.57%
KMLM:
-28.01%
Returns By Period
In the year-to-date period, MRSK achieves a -1.66% return, which is significantly higher than KMLM's -5.84% return.
MRSK
-1.66%
0.59%
-3.46%
4.43%
5.71%
N/A
N/A
KMLM
-5.84%
0.99%
-3.02%
-9.87%
-6.63%
N/A
N/A
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MRSK vs. KMLM - Expense Ratio Comparison
MRSK has a 0.99% expense ratio, which is higher than KMLM's 0.90% expense ratio.
Risk-Adjusted Performance
MRSK vs. KMLM — Risk-Adjusted Performance Rank
MRSK
KMLM
MRSK vs. KMLM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.
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Dividends
MRSK vs. KMLM - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.45%, less than KMLM's 0.87% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.45% | 0.45% | 0.60% | 1.11% | 14.20% | 0.27% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.87% | 0.82% | 0.00% | 8.12% | 6.94% | 0.00% |
Drawdowns
MRSK vs. KMLM - Drawdown Comparison
The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum KMLM drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for MRSK and KMLM.
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Volatility
MRSK vs. KMLM - Volatility Comparison
Agility Shares Managed Risk ETF (MRSK) has a higher volatility of 2.98% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 1.99%. This indicates that MRSK's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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