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KPRO vs. KSTR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KPRO vs. KSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) and KraneShares SSE STAR Market 50 Index ETF (KSTR). The values are adjusted to include any dividend payments, if applicable.

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KPRO vs. KSTR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KPRO achieves a -3.52% return, which is significantly lower than KSTR's -1.77% return.


KPRO

1D
0.63%
1M
-2.42%
YTD
-3.52%
6M
-9.99%
1Y
-0.33%
3Y*
5Y*
10Y*

KSTR

1D
0.49%
1M
-13.81%
YTD
-1.77%
6M
-9.10%
1Y
31.42%
3Y*
2.49%
5Y*
-3.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KPRO vs. KSTR - Expense Ratio Comparison

KPRO has a 0.95% expense ratio, which is higher than KSTR's 0.89% expense ratio.


Return for Risk

KPRO vs. KSTR — Risk / Return Rank

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

KPRO
KPRO Risk / Return Rank: 1111
Overall Rank
KPRO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KPRO Sortino Ratio Rank: 1010
Sortino Ratio Rank
KPRO Omega Ratio Rank: 1010
Omega Ratio Rank
KPRO Calmar Ratio Rank: 1212
Calmar Ratio Rank
KPRO Martin Ratio Rank: 1111
Martin Ratio Rank

KSTR
KSTR Risk / Return Rank: 5858
Overall Rank
KSTR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 5959
Sortino Ratio Rank
KSTR Omega Ratio Rank: 5656
Omega Ratio Rank
KSTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
KSTR Martin Ratio Rank: 5050
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.

KPRO vs. KSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) and KraneShares SSE STAR Market 50 Index ETF (KSTR). 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.


KPROKSTRDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.97

-1.01

Sortino ratio

Return per unit of downside risk

0.00

1.49

-1.49

Omega ratio

Gain probability vs. loss probability

1.00

1.20

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.03

1.76

-1.80

Martin ratio

Return relative to average drawdown

-0.09

4.72

-4.81

KPRO vs. KSTR - Sharpe Ratio Comparison

The current KPRO Sharpe Ratio is -0.04, which is lower than the KSTR Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of KPRO and KSTR, 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


KPROKSTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.97

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

-0.15

+1.14

Correlation

The correlation between KPRO and KSTR is 0.49, 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

KPRO vs. KSTR - Dividend Comparison

KPRO's dividend yield for the trailing twelve months is around 2.75%, while KSTR has not paid dividends to shareholders.


Drawdowns

KPRO vs. KSTR - Drawdown Comparison

The maximum KPRO drawdown since its inception was -11.01%, smaller than the maximum KSTR drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for KPRO and KSTR.


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Drawdown Indicators


KPROKSTRDifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-66.46%

+55.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-17.70%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

Current Drawdown

Current decline from peak

-10.43%

-34.22%

+23.79%

Average Drawdown

Average peak-to-trough decline

-1.73%

-39.46%

+37.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

6.62%

-2.53%

Volatility

KPRO vs. KSTR - Volatility Comparison

The current volatility for KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) is 2.26%, while KraneShares SSE STAR Market 50 Index ETF (KSTR) has a volatility of 11.77%. This indicates that KPRO experiences smaller price fluctuations and is considered to be less risky than KSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KPROKSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

11.77%

-9.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

22.37%

-14.62%

Volatility (1Y)

Calculated over the trailing 1-year period

8.51%

32.49%

-23.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.84%

37.45%

-29.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

37.24%

-29.40%