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0496.HK vs. ^IXIC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0496.HK and ^IXIC is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

0496.HK vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KASEN (0496.HK) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%OctoberNovemberDecember2025FebruaryMarch
-80.81%
736.66%
0496.HK
^IXIC

Key characteristics

Sharpe Ratio

0496.HK:

0.56

^IXIC:

0.41

Sortino Ratio

0496.HK:

1.33

^IXIC:

0.66

Omega Ratio

0496.HK:

1.17

^IXIC:

1.09

Calmar Ratio

0496.HK:

0.45

^IXIC:

0.56

Martin Ratio

0496.HK:

2.91

^IXIC:

1.84

Ulcer Index

0496.HK:

14.98%

^IXIC:

4.35%

Daily Std Dev

0496.HK:

76.95%

^IXIC:

19.39%

Max Drawdown

0496.HK:

-97.21%

^IXIC:

-77.93%

Current Drawdown

0496.HK:

-95.23%

^IXIC:

-14.23%

Returns By Period

In the year-to-date period, 0496.HK achieves a 12.86% return, which is significantly higher than ^IXIC's -10.40% return. Over the past 10 years, 0496.HK has underperformed ^IXIC with an annualized return of -9.10%, while ^IXIC has yielded a comparatively higher 13.41% annualized return.


0496.HK

YTD

12.86%

1M

-4.82%

6M

49.06%

1Y

36.21%

5Y*

-24.24%

10Y*

-9.10%

^IXIC

YTD

-10.40%

1M

-11.92%

6M

-1.52%

1Y

6.96%

5Y*

17.11%

10Y*

13.41%

*Annualized

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Risk-Adjusted Performance

0496.HK vs. ^IXIC — Risk-Adjusted Performance Rank

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

0496.HK
The Risk-Adjusted Performance Rank of 0496.HK is 7373
Overall Rank
The Sharpe Ratio Rank of 0496.HK is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of 0496.HK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of 0496.HK is 7272
Omega Ratio Rank
The Calmar Ratio Rank of 0496.HK is 7272
Calmar Ratio Rank
The Martin Ratio Rank of 0496.HK is 7878
Martin Ratio Rank

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 5454
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0496.HK vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KASEN (0496.HK) and NASDAQ Composite (^IXIC). 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.


Sharpe ratio
The chart of Sharpe ratio for 0496.HK, currently valued at 0.61, compared to the broader market-3.00-2.00-1.000.001.002.003.000.610.30
The chart of Sortino ratio for 0496.HK, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.360.51
The chart of Omega ratio for 0496.HK, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.07
The chart of Calmar ratio for 0496.HK, currently valued at 0.43, compared to the broader market0.001.002.003.004.005.000.430.40
The chart of Martin ratio for 0496.HK, currently valued at 3.78, compared to the broader market-10.000.0010.0020.003.781.30
0496.HK
^IXIC

The current 0496.HK Sharpe Ratio is 0.56, which is higher than the ^IXIC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of 0496.HK and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.61
0.30
0496.HK
^IXIC

Drawdowns

0496.HK vs. ^IXIC - Drawdown Comparison

The maximum 0496.HK drawdown since its inception was -97.21%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for 0496.HK and ^IXIC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-95.18%
-14.23%
0496.HK
^IXIC

Volatility

0496.HK vs. ^IXIC - Volatility Comparison

KASEN (0496.HK) has a higher volatility of 21.28% compared to NASDAQ Composite (^IXIC) at 7.44%. This indicates that 0496.HK's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
21.28%
7.44%
0496.HK
^IXIC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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