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CW vs. KBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CW vs. KBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and KraneShares Bosera MSCI China A Share ETF (KBA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CW achieves a 35.85% return, which is significantly higher than KBA's 8.41% return. Over the past 10 years, CW has outperformed KBA with an annualized return of 24.17%, while KBA has yielded a comparatively lower 9.46% annualized return.


CW

1D
-1.18%
1M
-5.60%
6M
19.84%
YTD
35.85%
1Y
46.51%
3Y*
55.03%
5Y*
44.56%
10Y*
24.17%
ALL TIME*
16.36%

KBA

1D
0.84%
1M
0.69%
6M
10.09%
YTD
8.41%
1Y
33.21%
3Y*
12.81%
5Y*
7.02%
10Y*
9.46%
ALL TIME*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$157.50M$156.08M$204.24M
$934.15K$880.64K$2.07M

CW vs. KBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
35.85%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
KBA
KraneShares Bosera MSCI China A Share ETF
8.41%33.88%15.73%-16.77%-3.49%3.17%41.62%35.44%-26.28%30.69%

Correlation

The correlation between CW and KBA is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2014

0.22

The correlation between CW and KBA shifts across timeframes, from 0.16 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CW vs. KBA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CW
CW Risk / Return Rank: 8282
Overall Rank
CW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CW Sortino Ratio Rank: 7676
Sortino Ratio Rank
CW Omega Ratio Rank: 7575
Omega Ratio Rank
CW Calmar Ratio Rank: 8888
Calmar Ratio Rank
CW Martin Ratio Rank: 8989
Martin Ratio Rank

KBA
KBA Risk / Return Rank: 6565
Overall Rank
KBA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
KBA Sortino Ratio Rank: 5757
Sortino Ratio Rank
KBA Omega Ratio Rank: 5656
Omega Ratio Rank
KBA Calmar Ratio Rank: 8989
Calmar Ratio Rank
KBA Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CW vs. KBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and KraneShares Bosera MSCI China A Share ETF (KBA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWKBADifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

3.27

4.00

-0.74

Martin ratioReturn relative to average drawdown

9.44

9.39

+0.05

CW vs. KBA - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.34, which is comparable to the KBA Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of CW and KBA, 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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Drawdowns

CW vs. KBA - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, which is greater than KBA's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for CW and KBA.


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Drawdown Indicators


CWKBADifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-53.24%

-5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-8.33%

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-31.23%

+4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-39.76%

+12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-45.32%

-3.41%

Current Drawdown

Current decline from peak

-5.60%

-5.37%

-0.23%

Average Drawdown

Average peak-to-trough decline

-13.86%

-25.51%

+11.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

3.55%

+1.43%

Volatility

CW vs. KBA - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 12.15% compared to KraneShares Bosera MSCI China A Share ETF (KBA) at 7.88%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than KBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWKBADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

7.88%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

27.46%

16.43%

+11.03%

Volatility (1Y)

Calculated over the trailing 1-year period

35.12%

20.85%

+14.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.26%

27.34%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.51%

25.50%

+5.01%

Dividends

CW vs. KBA - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.13%, less than KBA's 1.44% yield.


PositionTTM20252024202320222021202020192018201720162015
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
KBA
KraneShares Bosera MSCI China A Share ETF
1.44%1.56%2.18%2.34%49.05%9.07%0.65%1.53%3.77%1.46%6.62%29.08%

Frequently Asked Questions


CW and KBA have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CW has higher volatility (12.15%) compared to KBA (7.88%). In terms of maximum drawdown, CW dropped -59.19% vs KBA's -53.24%.

KBA currently has the higher Sharpe Ratio (1.60 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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