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

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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1691.HK vs. KSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
1691.HK
Js Global Lifestyle Company Ltd
-8.29%38.85%-10.32%-81.55%-32.76%-29.21%
KSTR
KraneShares SSE STAR Market 50 Index ETF
0.42%43.10%5.57%-17.94%-38.41%-1.14%
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 -8.29% return, which is significantly lower than KSTR's 0.42% return.


1691.HK

1D
-1.67%
1M
-2.21%
YTD
-8.29%
6M
-4.32%
1Y
-6.35%
3Y*
-38.23%
5Y*
-40.59%
10Y*

KSTR

1D
0.00%
1M
-2.52%
YTD
0.42%
6M
-7.98%
1Y
35.53%
3Y*
1.73%
5Y*
-2.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 3333
Overall Rank
1691.HK Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
1691.HK Sortino Ratio Rank: 3030
Sortino Ratio Rank
1691.HK Omega Ratio Rank: 3030
Omega Ratio Rank
1691.HK Calmar Ratio Rank: 3434
Calmar Ratio Rank
1691.HK Martin Ratio Rank: 3535
Martin Ratio Rank

KSTR
KSTR Risk / Return Rank: 5151
Overall Rank
KSTR Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 5454
Sortino Ratio Rank
KSTR Omega Ratio Rank: 5151
Omega Ratio Rank
KSTR Calmar Ratio Rank: 5959
Calmar Ratio Rank
KSTR 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.

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 ratio

Return per unit of total volatility

-0.15

1.09

-1.25

Sortino ratio

Return per unit of downside risk

0.08

1.63

-1.55

Omega ratio

Gain probability vs. loss probability

1.01

1.22

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.17

1.99

-2.16

Martin ratio

Return relative to average drawdown

-0.27

5.28

-5.56

1691.HK vs. KSTR - Sharpe Ratio Comparison

The current 1691.HK Sharpe Ratio is -0.15, which is lower than the KSTR Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of 1691.HK and KSTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


1691.HKKSTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.09

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.63

-0.07

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

-0.14

-0.09

Correlation

The correlation between 1691.HK and KSTR is 0.19, 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.


Dividends

1691.HK vs. KSTR - Dividend Comparison

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


TTM202520242023202220212020
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%

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%

-66.46%

-29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-25.88%

-17.70%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-95.91%

-66.46%

-29.45%

Current Drawdown

Current decline from peak

-92.77%

-34.62%

-58.15%

Average Drawdown

Average peak-to-trough decline

-61.76%

-39.45%

-22.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.73%

6.74%

+8.99%

Volatility

1691.HK vs. KSTR - Volatility Comparison

Js Global Lifestyle Company Ltd (1691.HK) and KraneShares SSE STAR Market 50 Index ETF (KSTR) have volatilities of 8.28% and 7.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

8.28%

7.90%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

18.83%

22.44%

-3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

32.62%

+9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.83%

37.37%

+28.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.83%

37.15%

+30.68%