KALL vs. GNT

In the year-to-date period, KALL achieves a 8.39% return, which is significantly lower than GNT's 21.27% return. Over the past 10 years, KALL has underperformed GNT with an annualized return of 0.20%, while GNT has yielded a comparatively higher 6.44% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI All China Index ETF (KALL) and GAMCO Natural Resources, Gold & Income Trust (GNT). 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 KALL Sharpe Ratio is 0.46, which is lower than the GNT Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of KALL and GNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KALL's dividend yield for the trailing twelve months is around 2.15%, less than GNT's 7.10% yield.

The maximum KALL drawdown since its inception was -56.32%, smaller than the maximum GNT drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for KALL and GNT.

KraneShares MSCI All China Index ETF (KALL) and GAMCO Natural Resources, Gold & Income Trust (GNT) have volatilities of 5.24% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.