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KTEC vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KTEC and ^HSI is 0.52, 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.


-0.50.00.51.00.5

Performance

KTEC vs. ^HSI - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
57.00%
28.56%
KTEC
^HSI

Key characteristics

Sharpe Ratio

KTEC:

1.67

^HSI:

1.66

Sortino Ratio

KTEC:

2.36

^HSI:

2.29

Omega Ratio

KTEC:

1.30

^HSI:

1.30

Calmar Ratio

KTEC:

1.11

^HSI:

0.78

Martin Ratio

KTEC:

4.91

^HSI:

4.18

Ulcer Index

KTEC:

13.75%

^HSI:

9.75%

Daily Std Dev

KTEC:

40.31%

^HSI:

24.70%

Max Drawdown

KTEC:

-66.90%

^HSI:

-91.54%

Current Drawdown

KTEC:

-34.47%

^HSI:

-31.75%

Returns By Period

In the year-to-date period, KTEC achieves a 25.65% return, which is significantly higher than ^HSI's 12.80% return.


KTEC

YTD

25.65%

1M

23.70%

6M

55.54%

1Y

67.53%

5Y*

N/A

10Y*

N/A

^HSI

YTD

12.80%

1M

13.56%

6M

30.12%

1Y

39.27%

5Y*

-3.78%

10Y*

-0.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KTEC vs. ^HSI — Risk-Adjusted Performance Rank

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

KTEC
The Risk-Adjusted Performance Rank of KTEC is 5959
Overall Rank
The Sharpe Ratio Rank of KTEC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of KTEC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of KTEC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of KTEC is 4343
Calmar Ratio Rank
The Martin Ratio Rank of KTEC is 4848
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 6464
Overall Rank
The Sharpe Ratio Rank of ^HSI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 4646
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KTEC vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Hang Seng TECH Index ETF (KTEC) and Hang Seng Index (^HSI). 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.


Sharpe ratio
The chart of Sharpe ratio for KTEC, currently valued at 1.54, compared to the broader market0.002.004.001.541.56
The chart of Sortino ratio for KTEC, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.0012.002.242.18
The chart of Omega ratio for KTEC, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.29
The chart of Calmar ratio for KTEC, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.020.84
The chart of Martin ratio for KTEC, currently valued at 4.37, compared to the broader market0.0020.0040.0060.0080.00100.004.373.78
KTEC
^HSI

The current KTEC Sharpe Ratio is 1.67, which is comparable to the ^HSI Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of KTEC and ^HSI, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.54
1.56
KTEC
^HSI

Drawdowns

KTEC vs. ^HSI - Drawdown Comparison

The maximum KTEC drawdown since its inception was -66.90%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for KTEC and ^HSI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-34.47%
-22.86%
KTEC
^HSI

Volatility

KTEC vs. ^HSI - Volatility Comparison

KraneShares Hang Seng TECH Index ETF (KTEC) has a higher volatility of 9.33% compared to Hang Seng Index (^HSI) at 6.31%. This indicates that KTEC's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
9.33%
6.31%
KTEC
^HSI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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