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

Correlation

The correlation between EVH and KWEB is 0.50, 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.

EVH vs. KWEB

Last updated May 31, 2025

Compare and contrast key facts about Evolent Health, Inc. (EVH) and KraneShares CSI China Internet ETF (KWEB).

KWEB is a passively managed fund by CICC that tracks the performance of the CSI Overseas China Internet. It was launched on Jul 31, 2013.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVH or KWEB.

Performance

EVH vs. KWEB - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EVH:

-0.83

KWEB:

0.33

Sortino Ratio

EVH:

-1.21

KWEB:

0.77

Omega Ratio

EVH:

0.81

KWEB:

1.10

Calmar Ratio

EVH:

-0.83

KWEB:

0.18

Martin Ratio

EVH:

-1.30

KWEB:

0.94

Ulcer Index

EVH:

51.99%

KWEB:

14.29%

Daily Std Dev

EVH:

79.42%

KWEB:

41.96%

Max Drawdown

EVH:

-87.34%

KWEB:

-80.92%

Current Drawdown

EVH:

-81.25%

KWEB:

-64.31%

Returns By Period

In the year-to-date period, EVH achieves a -33.78% return, which is significantly lower than KWEB's 11.97% return.

EVH

YTD

-33.78%

1M

-24.44%

6M

-42.34%

1Y

-65.40%

3Y*

-35.78%

5Y*

-3.45%

10Y*

N/A

KWEB

YTD

11.97%

1M

1.99%

6M

9.95%

1Y

13.60%

3Y*

5.75%

5Y*

-6.76%

10Y*

-0.73%

*Annualized

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Evolent Health, Inc.

KraneShares CSI China Internet ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EVH vs. KWEB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EVH
The Risk-Adjusted Performance Rank of EVH is 88
Overall Rank
The Sharpe Ratio Rank of EVH is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EVH is 99
Sortino Ratio Rank
The Omega Ratio Rank of EVH is 77
Omega Ratio Rank
The Calmar Ratio Rank of EVH is 44
Calmar Ratio Rank
The Martin Ratio Rank of EVH is 1212
Martin Ratio Rank
KWEB
The Risk-Adjusted Performance Rank of KWEB is 3434
Overall Rank
The Sharpe Ratio Rank of KWEB is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 4343
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 3939
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 2626
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 3232
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.

EVH vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolent Health, Inc. (EVH) 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 current EVH Sharpe Ratio is -0.83, which is lower than the KWEB Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of EVH 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EVH vs. KWEB - Dividend Comparison

EVH has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 3.13%.

TTM20242023202220212020201920182017201620152014
EVH
Evolent Health, 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		3.13%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

EVH vs. KWEB - Drawdown Comparison

The maximum EVH drawdown since its inception was -87.34%, which is greater than KWEB's maximum drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for EVH and KWEB.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EVH vs. KWEB - Volatility Comparison

Evolent Health, Inc. (EVH) has a higher volatility of 24.79% compared to KraneShares CSI China Internet ETF (KWEB) at 9.43%. This indicates that EVH'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.

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