JPPHY vs. CHIN.DE
Compare and contrast key facts about Japan Post Holdings Co Ltd ADR (JPPHY) and KraneShares ICBCCS China S&P 500 UCITS ETF (CHIN.DE).
CHIN.DE is a passively managed fund by Waystone Management that tracks the performance of the S&P China 500. It was launched on Oct 16, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPPHY or CHIN.DE.
Performance
JPPHY vs. CHIN.DE - Performance Comparison
Returns By Period
In the year-to-date period, JPPHY achieves a 17.97% return, which is significantly lower than CHIN.DE's 21.63% return.
JPPHY
17.97%
6.09%
1.20%
18.73%
5.54%
N/A
CHIN.DE
21.63%
-0.16%
7.71%
16.70%
N/A
N/A
Key characteristics
| JPPHY | CHIN.DE | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.64 |
| Sortino Ratio | 1.16 | 1.16 |
| Omega Ratio | 1.33 | 1.15 |
| Calmar Ratio | 1.61 | 0.93 |
| Martin Ratio | 3.05 | 2.02 |
| Ulcer Index | 6.14% | 8.12% |
| Daily Std Dev | 27.18% | 25.90% |
| Max Drawdown | -39.31% | -17.74% |
| Current Drawdown | -3.90% | -13.86% |
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Correlation
The correlation between JPPHY and CHIN.DE is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
JPPHY vs. CHIN.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Japan Post Holdings Co Ltd ADR (JPPHY) and KraneShares ICBCCS China S&P 500 UCITS ETF (CHIN.DE). 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.
Dividends
JPPHY vs. CHIN.DE - Dividend Comparison
JPPHY's dividend yield for the trailing twelve months is around 1.56%, while CHIN.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
JPPHY Japan Post Holdings Co Ltd ADR | 1.56% | 6.00% | 4.35% | 5.74% | 3.18% | 4.91% | 2.07% |
CHIN.DE KraneShares ICBCCS China S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPPHY vs. CHIN.DE - Drawdown Comparison
The maximum JPPHY drawdown since its inception was -39.31%, which is greater than CHIN.DE's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for JPPHY and CHIN.DE. For additional features, visit the drawdowns tool.
Volatility
JPPHY vs. CHIN.DE - Volatility Comparison
The current volatility for Japan Post Holdings Co Ltd ADR (JPPHY) is 6.22%, while KraneShares ICBCCS China S&P 500 UCITS ETF (CHIN.DE) has a volatility of 10.75%. This indicates that JPPHY experiences smaller price fluctuations and is considered to be less risky than CHIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.