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PLTW vs. KGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTW vs. KGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and Kurv Gold Enhanced Income ETF (KGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLTW achieves a -26.21% return, which is significantly lower than KGLD's 2.99% return.


PLTW

1D
-7.81%
1M
-4.39%
YTD
-26.21%
6M
-26.03%
1Y
-0.85%
3Y*
5Y*
10Y*

KGLD

1D
-1.05%
1M
-1.84%
YTD
2.99%
6M
5.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTW vs. KGLD - Yearly Performance Comparison


2026 (YTD)2025
PLTW
PLTR WeeklyPay™ ETF
-26.21%28.09%
KGLD
Kurv Gold Enhanced Income ETF
2.99%29.75%

Correlation

The correlation between PLTW and KGLD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.14

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Return for Risk

PLTW vs. KGLD — Risk / Return Rank

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

PLTW
PLTW Risk / Return Rank: 99
Overall Rank
PLTW Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 1111
Sortino Ratio Rank
PLTW Omega Ratio Rank: 1111
Omega Ratio Rank
PLTW Calmar Ratio Rank: 88
Calmar Ratio Rank
PLTW Martin Ratio Rank: 88
Martin Ratio Rank

KGLD
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.

PLTW vs. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Kurv Gold Enhanced Income ETF (KGLD). 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.


PLTWKGLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

-0.02

Martin ratioReturn relative to average drawdown

-0.03

PLTW vs. KGLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PLTWKGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.32

-1.13

Drawdowns

PLTW vs. KGLD - Drawdown Comparison

The maximum PLTW drawdown since its inception was -46.29%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for PLTW and KGLD.


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Drawdown Indicators


PLTWKGLDDifference

Max Drawdown

Largest peak-to-trough decline

-46.29%

-20.29%

-26.00%

Max Drawdown (1Y)

Largest decline over 1 year

-46.29%

Current Drawdown

Current decline from peak

-39.64%

-19.40%

-20.24%

Average Drawdown

Average peak-to-trough decline

-19.57%

-6.10%

-13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.21%

Volatility

PLTW vs. KGLD - Volatility Comparison


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Volatility by Period


PLTWKGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.32%

Volatility (6M)

Calculated over the trailing 6-month period

46.26%

Volatility (1Y)

Calculated over the trailing 1-year period

61.73%

28.72%

+33.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.85%

28.72%

+44.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.85%

28.72%

+44.13%

PLTW vs. KGLD - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is lower than KGLD's 1.00% expense ratio.


Dividends

PLTW vs. KGLD - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 121.30%, more than KGLD's 12.64% yield.


PositionTTM2025
KGLD
Kurv Gold Enhanced Income ETF
12.64%4.59%
PLTW
PLTR WeeklyPay™ ETF
121.30%72.40%

Frequently Asked Questions


PLTW and KGLD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PLTW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PLTW is cheaper with a 0.99% expense ratio, compared with 1.00% for KGLD.

PLTW has the higher dividend yield at 121.30%, compared with 12.64% for KGLD.

They also come from different issuers: Roundhill and Kurv. Their fees differ too: 0.99% for PLTW and 1.00% for KGLD.

Portfolio Optimizer

Find the right allocation for PLTW and KGLD

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