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KBA vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


KBAJEPI
YTD Return19.94%12.90%
1Y Return16.56%17.57%
3Y Return (Ann)-8.72%7.56%
Sharpe Ratio0.672.77
Sortino Ratio1.173.86
Omega Ratio1.171.55
Calmar Ratio0.365.04
Martin Ratio2.4819.87
Ulcer Index7.28%0.98%
Daily Std Dev27.04%7.03%
Max Drawdown-53.24%-13.71%
Current Drawdown-33.86%-1.76%

Correlation

-0.50.00.51.00.2

The correlation between KBA and JEPI is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

KBA vs. JEPI - Performance Comparison

In the year-to-date period, KBA achieves a 19.94% return, which is significantly higher than JEPI's 12.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
14.65%
72.50%
KBA
JEPI

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KBA vs. JEPI - Expense Ratio Comparison

KBA has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.


KBA
KraneShares Bosera MSCI China A Share ETF
Expense ratio chart for KBA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

KBA vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and JPMorgan Equity Premium Income ETF (JEPI). 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.


KBA
Sharpe ratio
The chart of Sharpe ratio for KBA, currently valued at 0.67, compared to the broader market-2.000.002.004.000.67
Sortino ratio
The chart of Sortino ratio for KBA, currently valued at 1.17, compared to the broader market0.005.0010.001.17
Omega ratio
The chart of Omega ratio for KBA, currently valued at 1.17, compared to the broader market1.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for KBA, currently valued at 0.36, compared to the broader market0.005.0010.0015.0020.000.36
Martin ratio
The chart of Martin ratio for KBA, currently valued at 2.48, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.48
JEPI
Sharpe ratio
The chart of Sharpe ratio for JEPI, currently valued at 2.77, compared to the broader market-2.000.002.004.002.77
Sortino ratio
The chart of Sortino ratio for JEPI, currently valued at 3.86, compared to the broader market0.005.0010.003.86
Omega ratio
The chart of Omega ratio for JEPI, currently valued at 1.55, compared to the broader market1.001.502.002.503.003.501.55
Calmar ratio
The chart of Calmar ratio for JEPI, currently valued at 5.04, compared to the broader market0.005.0010.0015.0020.005.04
Martin ratio
The chart of Martin ratio for JEPI, currently valued at 19.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.87

KBA vs. JEPI - Sharpe Ratio Comparison

The current KBA Sharpe Ratio is 0.67, which is lower than the JEPI Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of KBA and JEPI, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.67
2.77
KBA
JEPI

Dividends

KBA vs. JEPI - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 1.95%, less than JEPI's 7.25% yield.


TTM2023202220212020201920182017201620152014
KBA
KraneShares Bosera MSCI China A Share ETF
1.95%2.34%26.65%9.07%0.65%1.53%3.77%0.99%4.90%29.08%0.11%
JEPI
JPMorgan Equity Premium Income ETF
7.25%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KBA vs. JEPI - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for KBA and JEPI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-33.86%
-1.76%
KBA
JEPI

Volatility

KBA vs. JEPI - Volatility Comparison

KraneShares Bosera MSCI China A Share ETF (KBA) has a higher volatility of 17.01% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.60%. This indicates that KBA's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.01%
1.60%
KBA
JEPI