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KGRN vs. CNYA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGRN vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI China Clean Technology Index ETF (KGRN) and iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

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KGRN vs. CNYA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KGRN
KraneShares MSCI China Clean Technology Index ETF
6.26%21.45%-1.11%-14.75%-40.45%5.91%138.49%12.12%-29.32%-0.37%
CNYA
iShares MSCI China A ETF
-0.93%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%2.28%

Returns By Period

In the year-to-date period, KGRN achieves a 6.26% return, which is significantly higher than CNYA's -0.93% return.


KGRN

1D
0.23%
1M
4.75%
YTD
6.26%
6M
-10.52%
1Y
12.62%
3Y*
1.14%
5Y*
-6.28%
10Y*

CNYA

1D
0.23%
1M
-5.18%
YTD
-0.93%
6M
1.32%
1Y
25.22%
3Y*
4.59%
5Y*
-1.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGRN vs. CNYA - Expense Ratio Comparison

KGRN has a 0.79% expense ratio, which is higher than CNYA's 0.60% expense ratio.


Return for Risk

KGRN vs. CNYA — Risk / Return Rank

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

KGRN
KGRN Risk / Return Rank: 2525
Overall Rank
KGRN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
KGRN Sortino Ratio Rank: 2626
Sortino Ratio Rank
KGRN Omega Ratio Rank: 2525
Omega Ratio Rank
KGRN Calmar Ratio Rank: 2929
Calmar Ratio Rank
KGRN Martin Ratio Rank: 2121
Martin Ratio Rank

CNYA
CNYA Risk / Return Rank: 7474
Overall Rank
CNYA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNYA Omega Ratio Rank: 7171
Omega Ratio Rank
CNYA Calmar Ratio Rank: 7777
Calmar Ratio Rank
CNYA Martin Ratio Rank: 8080
Martin Ratio Rank
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.

KGRN vs. CNYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI China Clean Technology Index ETF (KGRN) and iShares MSCI China A ETF (CNYA). 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.


KGRNCNYADifference

Sharpe ratio

Return per unit of total volatility

0.46

1.34

-0.88

Sortino ratio

Return per unit of downside risk

0.82

1.84

-1.02

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.73

2.15

-1.42

Martin ratio

Return relative to average drawdown

1.37

9.28

-7.90

KGRN vs. CNYA - Sharpe Ratio Comparison

The current KGRN Sharpe Ratio is 0.46, which is lower than the CNYA Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of KGRN and CNYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KGRNCNYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.34

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.06

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.23

-0.14

Correlation

The correlation between KGRN and CNYA is 0.67, 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.


Dividends

KGRN vs. CNYA - Dividend Comparison

KGRN's dividend yield for the trailing twelve months is around 0.80%, less than CNYA's 1.93% yield.


TTM2025202420232022202120202019201820172016
KGRN
KraneShares MSCI China Clean Technology Index ETF
0.80%0.85%1.49%0.74%1.98%0.41%0.01%5.88%2.04%0.00%0.00%
CNYA
iShares MSCI China A ETF
1.93%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%

Drawdowns

KGRN vs. CNYA - Drawdown Comparison

The maximum KGRN drawdown since its inception was -66.24%, which is greater than CNYA's maximum drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for KGRN and CNYA.


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Drawdown Indicators


KGRNCNYADifference

Max Drawdown

Largest peak-to-trough decline

-66.24%

-49.49%

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-11.47%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-63.60%

-45.11%

-18.49%

Current Drawdown

Current decline from peak

-44.36%

-21.52%

-22.84%

Average Drawdown

Average peak-to-trough decline

-33.73%

-20.77%

-12.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.20%

2.67%

+6.53%

Volatility

KGRN vs. CNYA - Volatility Comparison

KraneShares MSCI China Clean Technology Index ETF (KGRN) has a higher volatility of 7.19% compared to iShares MSCI China A ETF (CNYA) at 4.99%. This indicates that KGRN's price experiences larger fluctuations and is considered to be riskier than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGRNCNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

4.99%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

11.62%

+5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

18.85%

+8.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.83%

23.71%

+11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.05%

23.60%

+9.45%