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

Correlation

The correlation between COUR and KWEB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

COUR vs. KWEB - Performance Comparison

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

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-80.56%
-52.67%
COUR
KWEB

Key characteristics

Sharpe Ratio

COUR:

-0.39

KWEB:

0.50

Sortino Ratio

COUR:

-0.26

KWEB:

1.02

Omega Ratio

COUR:

0.97

KWEB:

1.13

Calmar Ratio

COUR:

-0.31

KWEB:

0.29

Martin Ratio

COUR:

-0.79

KWEB:

1.35

Ulcer Index

COUR:

35.18%

KWEB:

15.66%

Daily Std Dev

COUR:

70.53%

KWEB:

42.50%

Max Drawdown

COUR:

-89.36%

KWEB:

-80.92%

Current Drawdown

COUR:

-84.91%

KWEB:

-65.10%

Returns By Period

In the year-to-date period, COUR achieves a 2.94% return, which is significantly lower than KWEB's 9.47% return.


COUR

YTD

2.94%

1M

20.36%

6M

27.18%

1Y

-25.53%

5Y*

N/A

10Y*

N/A

KWEB

YTD

9.47%

1M

-9.47%

6M

3.11%

1Y

18.20%

5Y*

-5.37%

10Y*

-0.46%

*Annualized

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Risk-Adjusted Performance

COUR vs. KWEB — Risk-Adjusted Performance Rank

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

COUR
The Risk-Adjusted Performance Rank of COUR is 3131
Overall Rank
The Sharpe Ratio Rank of COUR is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of COUR is 3030
Sortino Ratio Rank
The Omega Ratio Rank of COUR is 3131
Omega Ratio Rank
The Calmar Ratio Rank of COUR is 3232
Calmar Ratio Rank
The Martin Ratio Rank of COUR is 3535
Martin Ratio Rank

KWEB
The Risk-Adjusted Performance Rank of KWEB is 5555
Overall Rank
The Sharpe Ratio Rank of KWEB is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 6666
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 4444
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 4747
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.

COUR vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coursera, Inc. (COUR) 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.


The chart of Sharpe ratio for COUR, currently valued at -0.39, compared to the broader market-2.00-1.000.001.002.003.00
COUR: -0.39
KWEB: 0.50
The chart of Sortino ratio for COUR, currently valued at -0.26, compared to the broader market-6.00-4.00-2.000.002.004.00
COUR: -0.26
KWEB: 1.02
The chart of Omega ratio for COUR, currently valued at 0.97, compared to the broader market0.501.001.502.00
COUR: 0.97
KWEB: 1.13
The chart of Calmar ratio for COUR, currently valued at -0.31, compared to the broader market0.001.002.003.004.005.00
COUR: -0.31
KWEB: 0.32
The chart of Martin ratio for COUR, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.00
COUR: -0.79
KWEB: 1.35

The current COUR Sharpe Ratio is -0.39, which is lower than the KWEB Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of COUR 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.39
0.50
COUR
KWEB

Dividends

COUR vs. KWEB - Dividend Comparison

COUR has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 3.20%.


TTM20242023202220212020201920182017201620152014
COUR
Coursera, Inc.
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
3.20%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

COUR vs. KWEB - Drawdown Comparison

The maximum COUR drawdown since its inception was -89.36%, which is greater than KWEB's maximum drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for COUR and KWEB. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-84.91%
-54.69%
COUR
KWEB

Volatility

COUR vs. KWEB - Volatility Comparison

Coursera, Inc. (COUR) has a higher volatility of 21.82% compared to KraneShares CSI China Internet ETF (KWEB) at 15.98%. This indicates that COUR'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%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
21.82%
15.98%
COUR
KWEB