PortfoliosLab logoPortfoliosLab logo
ECH vs. KGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECH vs. KGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and Kodiak Gas Services Inc. (KGS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ECH achieves a 2.23% return, which is significantly lower than KGS's 88.05% return.


ECH

1D
-0.85%
1M
1.75%
YTD
2.23%
6M
5.27%
1Y
36.61%
3Y*
14.33%
5Y*
12.22%
10Y*
4.44%

KGS

1D
3.95%
1M
-5.69%
YTD
88.05%
6M
93.69%
1Y
109.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECH vs. KGS - Yearly Performance Comparison


2026 (YTD)202520242023
ECH
iShares MSCI Chile ETF
2.23%65.41%-8.67%-0.85%
KGS
Kodiak Gas Services Inc.
88.05%-3.73%115.21%31.97%

Correlation

The correlation between ECH and KGS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ECH vs. KGS — Risk / Return Rank

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

ECH
ECH Risk / Return Rank: 3939
Overall Rank
ECH Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 4040
Sortino Ratio Rank
ECH Omega Ratio Rank: 3939
Omega Ratio Rank
ECH Calmar Ratio Rank: 3939
Calmar Ratio Rank
ECH Martin Ratio Rank: 3232
Martin Ratio Rank

KGS
KGS Risk / Return Rank: 9595
Overall Rank
KGS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KGS Sortino Ratio Rank: 9494
Sortino Ratio Rank
KGS Omega Ratio Rank: 9393
Omega Ratio Rank
KGS Calmar Ratio Rank: 9696
Calmar Ratio Rank
KGS Martin Ratio Rank: 9696
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.

ECH vs. KGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and Kodiak Gas Services Inc. (KGS). 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.


ECHKGSDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.25

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.86

7.78

-5.92

Martin ratioReturn relative to average drawdown

4.41

19.95

-15.55

ECH vs. KGS - Sharpe Ratio Comparison

The current ECH Sharpe Ratio is 1.44, which is lower than the KGS Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of ECH and KGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ECH vs. KGS - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, which is greater than KGS's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for ECH and KGS.


Loading charts...

Drawdown Indicators


ECHKGSDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-38.57%

-35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.74%

-14.20%

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

Current Drawdown

Current decline from peak

-24.03%

-8.84%

-15.19%

Average Drawdown

Average peak-to-trough decline

-37.48%

-11.42%

-26.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

5.53%

+2.80%

Volatility

ECH vs. KGS - Volatility Comparison

The current volatility for iShares MSCI Chile ETF (ECH) is 9.09%, while Kodiak Gas Services Inc. (KGS) has a volatility of 11.67%. This indicates that ECH experiences smaller price fluctuations and is considered to be less risky than KGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ECHKGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

11.67%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

25.36%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.51%

35.05%

-9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

37.89%

-10.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

37.89%

-10.62%

Dividends

ECH vs. KGS - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 1.93%, less than KGS's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF
1.93%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
KGS
Kodiak Gas Services Inc.
2.78%4.81%3.87%1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ECH and KGS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KGS has higher volatility (11.67%) compared to ECH (9.09%). In terms of maximum drawdown, ECH dropped -74.08% vs KGS's -38.57%.

KGS currently has the higher Sharpe Ratio (3.15 vs 1.44), 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.

Portfolio Optimizer

Find the right allocation for ECH and KGS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer