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AVXL vs. KWEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVXL and KWEB is 0.22, 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.


-0.50.00.51.00.2

Performance

AVXL vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anavex Life Sciences Corp. (AVXL) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
39.90%
36.62%
AVXL
KWEB

Key characteristics

Sharpe Ratio

AVXL:

0.64

KWEB:

1.33

Sortino Ratio

AVXL:

1.50

KWEB:

2.07

Omega Ratio

AVXL:

1.18

KWEB:

1.26

Calmar Ratio

AVXL:

0.60

KWEB:

0.70

Martin Ratio

AVXL:

2.40

KWEB:

3.52

Ulcer Index

AVXL:

22.01%

KWEB:

14.73%

Daily Std Dev

AVXL:

83.00%

KWEB:

38.87%

Max Drawdown

AVXL:

-97.06%

KWEB:

-80.92%

Current Drawdown

AVXL:

-70.48%

KWEB:

-61.14%

Returns By Period

In the year-to-date period, AVXL achieves a -20.67% return, which is significantly lower than KWEB's 21.92% return. Over the past 10 years, AVXL has outperformed KWEB with an annualized return of 29.31%, while KWEB has yielded a comparatively lower 2.40% annualized return.


AVXL

YTD

-20.67%

1M

-24.80%

6M

39.90%

1Y

46.14%

5Y*

11.28%

10Y*

29.31%

KWEB

YTD

21.92%

1M

24.69%

6M

36.62%

1Y

46.38%

5Y*

-5.03%

10Y*

2.40%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AVXL vs. KWEB — Risk-Adjusted Performance Rank

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

AVXL
The Risk-Adjusted Performance Rank of AVXL is 6868
Overall Rank
The Sharpe Ratio Rank of AVXL is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of AVXL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AVXL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AVXL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AVXL is 6969
Martin Ratio Rank

KWEB
The Risk-Adjusted Performance Rank of KWEB is 4747
Overall Rank
The Sharpe Ratio Rank of KWEB is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 5959
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 5757
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 3131
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 3636
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.

AVXL vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anavex Life Sciences Corp. (AVXL) and KraneShares CSI China Internet ETF (KWEB). 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 AVXL, currently valued at 0.64, compared to the broader market-2.000.002.004.000.641.33
The chart of Sortino ratio for AVXL, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.006.001.502.07
The chart of Omega ratio for AVXL, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.26
The chart of Calmar ratio for AVXL, currently valued at 0.60, compared to the broader market0.002.004.006.000.600.70
The chart of Martin ratio for AVXL, currently valued at 2.40, compared to the broader market-10.000.0010.0020.0030.002.403.52
AVXL
KWEB

The current AVXL Sharpe Ratio is 0.64, which is lower than the KWEB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AVXL and KWEB, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.64
1.33
AVXL
KWEB

Dividends

AVXL vs. KWEB - Dividend Comparison

AVXL has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 2.88%.


TTM20242023202220212020201920182017201620152014
AVXL
Anavex Life Sciences Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
2.88%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

AVXL vs. KWEB - Drawdown Comparison

The maximum AVXL drawdown since its inception was -97.06%, which is greater than KWEB's maximum drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for AVXL and KWEB. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%SeptemberOctoberNovemberDecember2025February
-70.48%
-61.14%
AVXL
KWEB

Volatility

AVXL vs. KWEB - Volatility Comparison

Anavex Life Sciences Corp. (AVXL) has a higher volatility of 21.65% compared to KraneShares CSI China Internet ETF (KWEB) at 10.14%. This indicates that AVXL's price experiences larger fluctuations and is considered to be riskier than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
21.65%
10.14%
AVXL
KWEB
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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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