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1691.HK vs. KSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

1691.HK vs. KSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Js Global Lifestyle Company Ltd (1691.HK) and KraneShares SSE STAR Market 50 Index ETF (KSTR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

1691.HK is traded in HKD, while KSTR is traded in USD. To make them comparable, the KSTR values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1691.HK achieves a -29.02% return, which is significantly lower than KSTR's 27.10% return.


1691.HK

1D
0.00%
1M
-19.41%
YTD
-29.02%
6M
-27.89%
1Y
-31.16%
3Y*
-43.04%
5Y*
-41.81%
10Y*

KSTR

1D
-5.89%
1M
-3.27%
YTD
27.10%
6M
30.80%
1Y
70.83%
3Y*
15.58%
5Y*
-1.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

1691.HK vs. KSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
1691.HK
Js Global Lifestyle Company Ltd
-29.02%38.85%-10.32%-81.55%-32.76%-29.21%
KSTR
KraneShares SSE STAR Market 50 Index ETF
27.10%43.10%5.57%-17.94%-38.41%-1.14%

Correlation

The correlation between 1691.HK and KSTR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.18

The correlation between 1691.HK and KSTR shifts across timeframes, from 0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

1691.HK vs. KSTR — Risk / Return Rank

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

1691.HK
1691.HK Risk / Return Rank: 88
Overall Rank
1691.HK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
1691.HK Sortino Ratio Rank: 88
Sortino Ratio Rank
1691.HK Omega Ratio Rank: 1010
Omega Ratio Rank
1691.HK Calmar Ratio Rank: 1212
Calmar Ratio Rank
1691.HK Martin Ratio Rank: 22
Martin Ratio Rank

KSTR
KSTR Risk / Return Rank: 6464
Overall Rank
KSTR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 5959
Sortino Ratio Rank
KSTR Omega Ratio Rank: 5959
Omega Ratio Rank
KSTR Calmar Ratio Rank: 8181
Calmar Ratio Rank
KSTR Martin Ratio Rank: 6060
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.

1691.HK vs. KSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Js Global Lifestyle Company Ltd (1691.HK) and KraneShares SSE STAR Market 50 Index ETF (KSTR). 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.


1691.HKKSTRDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-3.91

Omega ratioGain probability vs. loss probability

0.85

1.34

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.79

4.09

-4.88

Martin ratioReturn relative to average drawdown

-1.73

10.25

-11.98

1691.HK vs. KSTR - Sharpe Ratio Comparison

The current 1691.HK Sharpe Ratio is -0.91, which is lower than the KSTR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of 1691.HK and KSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


1691.HKKSTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

1.97

-2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

-0.03

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

-0.02

-0.26

Drawdowns

1691.HK vs. KSTR - Drawdown Comparison

The maximum 1691.HK drawdown since its inception was -95.91%, which is greater than KSTR's maximum drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for 1691.HK and KSTR.


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Drawdown Indicators


1691.HKKSTRDifference

Max Drawdown

Largest peak-to-trough decline

-95.91%

-66.33%

-29.58%

Max Drawdown (1Y)

Largest decline over 1 year

-42.54%

-17.41%

-25.13%

Max Drawdown (3Y)

Largest decline over 3 years

-87.49%

-41.49%

-46.00%

Max Drawdown (5Y)

Largest decline over 5 years

-95.30%

-66.33%

-28.97%

Current Drawdown

Current decline from peak

-94.40%

-14.70%

-79.70%

Average Drawdown

Average peak-to-trough decline

-62.55%

-38.42%

-24.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.11%

6.93%

+12.18%

Volatility

1691.HK vs. KSTR - Volatility Comparison

The current volatility for Js Global Lifestyle Company Ltd (1691.HK) is 10.42%, while KraneShares SSE STAR Market 50 Index ETF (KSTR) has a volatility of 15.83%. This indicates that 1691.HK experiences smaller price fluctuations and is considered to be less risky than KSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1691.HKKSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

15.83%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

26.93%

-8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

36.11%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.69%

38.31%

+27.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.19%

37.67%

+29.52%

Dividends

1691.HK vs. KSTR - Dividend Comparison

Neither 1691.HK nor KSTR has paid dividends to shareholders.


PositionTTM202520242023202220212020
1691.HK
Js Global Lifestyle Company Ltd
0.00%0.00%0.00%5.06%0.80%0.35%0.65%
KSTR
KraneShares SSE STAR Market 50 Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


1691.HK and KSTR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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