PortfoliosLab logoPortfoliosLab logo
TYG vs. KYN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYG vs. KYN - Performance Comparison

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

Loading graphics...

TYG vs. KYN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYG
Tortoise Energy Infrastructure Closed Fund
25.59%8.46%60.18%-0.37%24.20%46.86%-70.31%1.79%-24.74%3.17%
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%

Returns By Period

In the year-to-date period, TYG achieves a 25.59% return, which is significantly higher than KYN's 17.57% return. Over the past 10 years, TYG has underperformed KYN with an annualized return of 2.35%, while KYN has yielded a comparatively higher 9.00% annualized return.


TYG

1D
-0.24%
1M
1.04%
YTD
25.59%
6M
22.94%
1Y
29.72%
3Y*
31.98%
5Y*
25.76%
10Y*
2.35%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TYG vs. KYN - Expense Ratio Comparison

TYG has a 2.90% expense ratio, which is higher than KYN's 2.00% expense ratio.


Return for Risk

TYG vs. KYN — Risk / Return Rank

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

TYG
TYG Risk / Return Rank: 7272
Overall Rank
TYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TYG Sortino Ratio Rank: 7373
Sortino Ratio Rank
TYG Omega Ratio Rank: 7474
Omega Ratio Rank
TYG Calmar Ratio Rank: 6969
Calmar Ratio Rank
TYG Martin Ratio Rank: 7070
Martin Ratio Rank

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
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.

TYG vs. KYN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise Energy Infrastructure Closed Fund (TYG) and Kayne Anderson Energy Infrastructure Fund (KYN). 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.


TYGKYNDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.92

+0.41

Sortino ratio

Return per unit of downside risk

1.78

1.28

+0.51

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.56

1.02

+0.54

Martin ratio

Return relative to average drawdown

6.61

4.27

+2.34

TYG vs. KYN - Sharpe Ratio Comparison

The current TYG Sharpe Ratio is 1.33, which is higher than the KYN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TYG and KYN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TYGKYNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.92

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

1.05

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.22

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.16

-0.06

Correlation

The correlation between TYG and KYN is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TYG vs. KYN - Dividend Comparison

TYG's dividend yield for the trailing twelve months is around 9.89%, more than KYN's 6.83% yield.


TTM20252024202320222021202020192018201720162015
TYG
Tortoise Energy Infrastructure Closed Fund
9.89%11.25%7.96%9.87%8.94%5.27%10.85%14.61%13.17%9.01%8.54%13.95%
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%

Drawdowns

TYG vs. KYN - Drawdown Comparison

The maximum TYG drawdown since its inception was -95.34%, roughly equal to the maximum KYN drawdown of -91.43%. Use the drawdown chart below to compare losses from any high point for TYG and KYN.


Loading graphics...

Drawdown Indicators


TYGKYNDifference

Max Drawdown

Largest peak-to-trough decline

-95.34%

-91.43%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.76%

-19.25%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

-21.65%

-3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-94.98%

-87.74%

-7.24%

Current Drawdown

Current decline from peak

-28.36%

-0.42%

-27.94%

Average Drawdown

Average peak-to-trough decline

-29.40%

-27.15%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.58%

-0.16%

Volatility

TYG vs. KYN - Volatility Comparison

Tortoise Energy Infrastructure Closed Fund (TYG) has a higher volatility of 7.81% compared to Kayne Anderson Energy Infrastructure Fund (KYN) at 4.20%. This indicates that TYG's price experiences larger fluctuations and is considered to be riskier than KYN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TYGKYNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

4.20%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

12.79%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

22.28%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.76%

23.50%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.23%

41.12%

+10.11%