KYN vs TUSK: Correlation
How closely do Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) and Mammoth Energy Services, Inc. (TUSK) trade together? Their weekly returns over three years give a correlation of 0.40, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are KYN and TUSK?
On 3 years of weekly data the KYN/TUSK correlation comes out at 0.40, moderate. Little has changed lately, as the 1-year reading of 0.31 lands near the 3-year figure. The 5-year figure is 0.41, and annualized covariance runs at 544.0 %².
Within KYN's tracked universe of 25 assets, TUSK comes in at #19 by 3-year correlation. The trailing year gives TUSK the advantage: +29.1% versus +35.2%, a 6.1-point spread. One caveat on sizing: TUSK is 2.8 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
KYN vs TUSK: side by side
| KYN (Kayne Anderson Energy Infrastructure Fund, Inc.) | TUSK (Mammoth Energy Services, Inc.) | |
|---|---|---|
| 1-year return | +29.1% | +35.2% |
| 5-year return | +190.9% | -7.4% |
| Volatility (ann.) | 22.0% | 61.8% |
| Beta vs S&P 500 | 0.44 | 0.49 |
| Max drawdown (3Y) | -21.6% | -66.3% |
| Market cap | $2.5B | $0.2B |
| P/E (trailing) | 5.1 | – |
| Dividend yield | 6.64% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | KYN | TUSK |
|---|---|---|
| 2022 | +20.5% | +375.3% |
| 2023 | +13.2% | -48.4% |
| 2024 | +60.4% | -32.7% |
| 2025 | +5.3% | -38.3% |
| 2026 | +25.5% | +70.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are KYN and TUSK good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between KYN and TUSK?
The KYN/TUSK correlation stands at 0.40 on a 3-year window (1 year: 0.31, 5 years: 0.41), computed from weekly returns as of 2026-08-27.
Is TUSK a good diversifier for KYN?
Yes, to a useful degree: a correlation of 0.40 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.40 mean?
On the −1 to +1 scale, 0.40 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
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Related comparisons
Hubs: KYN correlations · TUSK correlations
