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KTEC vs. CORT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KTEC vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Hang Seng TECH Index ETF (KTEC) and Corcept Therapeutics Incorporated (CORT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KTEC achieves a -16.16% return, which is significantly lower than CORT's 138.25% return.


KTEC

1D
-0.68%
1M
-11.70%
YTD
-16.16%
6M
-17.79%
1Y
-16.98%
3Y*
3.50%
5Y*
-11.24%
10Y*

CORT

1D
-0.41%
1M
45.25%
YTD
138.25%
6M
-5.77%
1Y
16.48%
3Y*
52.65%
5Y*
30.95%
10Y*
31.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KTEC vs. CORT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KTEC
KraneShares Hang Seng TECH Index ETF
-16.16%21.01%16.13%-10.41%-26.12%-29.98%
CORT
Corcept Therapeutics Incorporated
138.25%-30.94%55.14%59.92%2.58%-7.99%

Correlation

The correlation between KTEC and CORT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2021

0.21

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Return for Risk

KTEC vs. CORT — Risk / Return Rank

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

KTEC
KTEC Risk / Return Rank: 55
Overall Rank
KTEC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KTEC Sortino Ratio Rank: 44
Sortino Ratio Rank
KTEC Omega Ratio Rank: 55
Omega Ratio Rank
KTEC Calmar Ratio Rank: 55
Calmar Ratio Rank
KTEC Martin Ratio Rank: 55
Martin Ratio Rank

CORT
CORT Risk / Return Rank: 5353
Overall Rank
CORT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CORT Omega Ratio Rank: 6363
Omega Ratio Rank
CORT Calmar Ratio Rank: 4949
Calmar Ratio Rank
CORT Martin Ratio Rank: 4949
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.

KTEC vs. CORT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Hang Seng TECH Index ETF (KTEC) and Corcept Therapeutics Incorporated (CORT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KTECCORTDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

0.92

1.17

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.56

0.26

-0.82

Martin ratioReturn relative to average drawdown

-1.00

0.47

-1.47

KTEC vs. CORT - Sharpe Ratio Comparison

The current KTEC Sharpe Ratio is -0.61, which is lower than the CORT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of KTEC and CORT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KTEC vs. CORT - Drawdown Comparison

The maximum KTEC drawdown since its inception was -66.90%, smaller than the maximum CORT drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for KTEC and CORT.


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Drawdown Indicators


KTECCORTDifference

Max Drawdown

Largest peak-to-trough decline

-66.90%

-94.29%

+27.39%

Max Drawdown (1Y)

Largest decline over 1 year

-30.47%

-64.40%

+33.93%

Max Drawdown (3Y)

Largest decline over 3 years

-34.71%

-71.85%

+37.14%

Max Drawdown (5Y)

Largest decline over 5 years

-66.90%

-71.85%

+4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-71.85%

Current Drawdown

Current decline from peak

-47.09%

-27.41%

-19.68%

Average Drawdown

Average peak-to-trough decline

-43.95%

-53.45%

+9.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.97%

35.37%

-18.40%

Volatility

KTEC vs. CORT - Volatility Comparison

The current volatility for KraneShares Hang Seng TECH Index ETF (KTEC) is 9.07%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 14.28%. This indicates that KTEC experiences smaller price fluctuations and is considered to be less risky than CORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KTECCORTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

14.28%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.61%

85.36%

-64.75%

Volatility (1Y)

Calculated over the trailing 1-year period

28.01%

76.98%

-48.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.16%

74.58%

-31.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.11%

67.23%

-24.12%

Dividends

KTEC vs. CORT - Dividend Comparison

KTEC's dividend yield for the trailing twelve months is around 4.00%, while CORT has not paid dividends to shareholders.


PositionTTM2025202420232022
CORT
Corcept Therapeutics Incorporated
0.00%0.00%0.00%0.00%0.00%
KTEC
KraneShares Hang Seng TECH Index ETF
4.00%3.36%0.27%0.81%0.16%

Frequently Asked Questions


KTEC and CORT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORT has higher volatility (14.28%) compared to KTEC (9.07%). In terms of maximum drawdown, KTEC dropped -66.90% vs CORT's -94.29%.

CORT currently has the higher Sharpe Ratio (0.21 vs -0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KTEC and CORT

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