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KARS vs. KOID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KARS vs. KOID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Electric Vehicles and Future Mobility Index ETF (KARS) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID). The values are adjusted to include any dividend payments, if applicable.

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KARS vs. KOID - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KARS achieves a 5.76% return, which is significantly higher than KOID's -2.03% return.


KARS

1D
2.70%
1M
-2.48%
YTD
5.76%
6M
6.44%
1Y
52.44%
3Y*
2.35%
5Y*
-3.85%
10Y*

KOID

1D
4.00%
1M
-13.93%
YTD
-2.03%
6M
-1.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KARS vs. KOID - Expense Ratio Comparison

KARS has a 0.72% expense ratio, which is higher than KOID's 0.69% expense ratio.


Return for Risk

KARS vs. KOID — Risk / Return Rank

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

KARS
KARS Risk / Return Rank: 8989
Overall Rank
KARS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
KARS Sortino Ratio Rank: 8989
Sortino Ratio Rank
KARS Omega Ratio Rank: 8585
Omega Ratio Rank
KARS Calmar Ratio Rank: 8989
Calmar Ratio Rank
KARS Martin Ratio Rank: 9292
Martin Ratio Rank

KOID
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.

KARS vs. KOID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Electric Vehicles and Future Mobility Index ETF (KARS) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID). 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.


KARSKOIDDifference

Sharpe ratio

Return per unit of total volatility

1.85

Sortino ratio

Return per unit of downside risk

2.46

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

2.88

Martin ratio

Return relative to average drawdown

12.52

KARS vs. KOID - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KARSKOIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.32

-1.16

Correlation

The correlation between KARS and KOID is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KARS vs. KOID - Dividend Comparison

KARS's dividend yield for the trailing twelve months is around 0.17%, less than KOID's 0.86% yield.


TTM20252024202320222021202020192018
KARS
KraneShares Electric Vehicles and Future Mobility Index ETF
0.17%0.18%0.78%0.88%1.13%6.73%0.14%1.85%1.38%
KOID
KraneShares Global Humanoid and Embodied Intelligence Index ETF
0.86%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KARS vs. KOID - Drawdown Comparison

The maximum KARS drawdown since its inception was -64.85%, which is greater than KOID's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for KARS and KOID.


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Drawdown Indicators


KARSKOIDDifference

Max Drawdown

Largest peak-to-trough decline

-64.85%

-18.19%

-46.66%

Max Drawdown (1Y)

Largest decline over 1 year

-17.74%

Max Drawdown (5Y)

Largest decline over 5 years

-64.85%

Current Drawdown

Current decline from peak

-35.53%

-14.92%

-20.61%

Average Drawdown

Average peak-to-trough decline

-28.30%

-3.40%

-24.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

Volatility

KARS vs. KOID - Volatility Comparison


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Volatility by Period


KARSKOIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.90%

Volatility (6M)

Calculated over the trailing 6-month period

19.51%

Volatility (1Y)

Calculated over the trailing 1-year period

28.53%

23.40%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

23.40%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.33%

23.40%

+5.93%