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KARS vs. EEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KARS and EEM is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

KARS vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-6.90%
1.00%
KARS
EEM

Key characteristics

Sharpe Ratio

KARS:

-0.01

EEM:

0.52

Sortino Ratio

KARS:

0.23

EEM:

0.87

Omega Ratio

KARS:

1.03

EEM:

1.11

Calmar Ratio

KARS:

-0.01

EEM:

0.37

Martin Ratio

KARS:

-0.03

EEM:

1.64

Ulcer Index

KARS:

13.56%

EEM:

6.04%

Daily Std Dev

KARS:

33.68%

EEM:

19.26%

Max Drawdown

KARS:

-64.85%

EEM:

-66.43%

Current Drawdown

KARS:

-58.80%

EEM:

-17.74%

Returns By Period

In the year-to-date period, KARS achieves a -1.30% return, which is significantly lower than EEM's 3.90% return.


KARS

YTD

-1.30%

1M

-5.69%

6M

-7.79%

1Y

-0.07%

5Y*

1.47%

10Y*

N/A

EEM

YTD

3.90%

1M

-2.10%

6M

-2.08%

1Y

9.31%

5Y*

6.39%

10Y*

2.09%

*Annualized

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KARS vs. EEM - Expense Ratio Comparison

KARS has a 0.70% expense ratio, which is higher than EEM's 0.68% expense ratio.


Expense ratio chart for KARS: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KARS: 0.70%
Expense ratio chart for EEM: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEM: 0.68%

Risk-Adjusted Performance

KARS vs. EEM — Risk-Adjusted Performance Rank

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

KARS
The Risk-Adjusted Performance Rank of KARS is 2020
Overall Rank
The Sharpe Ratio Rank of KARS is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of KARS is 2323
Sortino Ratio Rank
The Omega Ratio Rank of KARS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of KARS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of KARS is 1919
Martin Ratio Rank

EEM
The Risk-Adjusted Performance Rank of EEM is 5555
Overall Rank
The Sharpe Ratio Rank of EEM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 5050
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5353
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.

KARS vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) and iShares MSCI Emerging Markets ETF (EEM). 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 chart of Sharpe ratio for KARS, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00
KARS: -0.01
EEM: 0.52
The chart of Sortino ratio for KARS, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.00
KARS: 0.23
EEM: 0.87
The chart of Omega ratio for KARS, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
KARS: 1.03
EEM: 1.11
The chart of Calmar ratio for KARS, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
KARS: -0.01
EEM: 0.37
The chart of Martin ratio for KARS, currently valued at -0.03, compared to the broader market0.0020.0040.0060.00
KARS: -0.03
EEM: 1.64

The current KARS Sharpe Ratio is -0.01, which is lower than the EEM Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of KARS and EEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.01
0.52
KARS
EEM

Dividends

KARS vs. EEM - Dividend Comparison

KARS's dividend yield for the trailing twelve months is around 0.79%, less than EEM's 2.34% yield.


TTM20242023202220212020201920182017201620152014
KARS
KraneShares Electric Vehicles & Future Mobility Index ETF
0.79%0.78%0.88%1.13%6.73%0.14%1.85%1.39%0.00%0.00%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF
2.34%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%

Drawdowns

KARS vs. EEM - Drawdown Comparison

The maximum KARS drawdown since its inception was -64.85%, roughly equal to the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for KARS and EEM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-58.80%
-17.74%
KARS
EEM

Volatility

KARS vs. EEM - Volatility Comparison

KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) has a higher volatility of 15.33% compared to iShares MSCI Emerging Markets ETF (EEM) at 11.35%. This indicates that KARS's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.33%
11.35%
KARS
EEM