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POSKX vs. EWH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POSKX and EWH is 0.61, 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.


Performance

POSKX vs. EWH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Stock Fund (POSKX) and iShares MSCI Hong Kong ETF (EWH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

POSKX:

-0.49

EWH:

0.46

Sortino Ratio

POSKX:

-0.45

EWH:

0.66

Omega Ratio

POSKX:

0.92

EWH:

1.09

Calmar Ratio

POSKX:

-0.35

EWH:

0.21

Martin Ratio

POSKX:

-0.94

EWH:

0.68

Ulcer Index

POSKX:

12.49%

EWH:

12.77%

Daily Std Dev

POSKX:

25.07%

EWH:

24.49%

Max Drawdown

POSKX:

-50.61%

EWH:

-66.43%

Current Drawdown

POSKX:

-21.36%

EWH:

-23.26%

Returns By Period

In the year-to-date period, POSKX achieves a 0.00% return, which is significantly lower than EWH's 12.97% return. Over the past 10 years, POSKX has outperformed EWH with an annualized return of 4.24%, while EWH has yielded a comparatively lower 0.53% annualized return.


POSKX

YTD

0.00%

1M

12.22%

6M

-15.13%

1Y

-12.30%

3Y*

-0.44%

5Y*

4.69%

10Y*

4.24%

EWH

YTD

12.97%

1M

14.90%

6M

11.42%

1Y

11.18%

3Y*

-1.16%

5Y*

2.44%

10Y*

0.53%

*Annualized

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PrimeCap Odyssey Stock Fund

iShares MSCI Hong Kong ETF

POSKX vs. EWH - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is higher than EWH's 0.49% expense ratio.


Risk-Adjusted Performance

POSKX vs. EWH — Risk-Adjusted Performance Rank

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

POSKX
The Risk-Adjusted Performance Rank of POSKX is 33
Overall Rank
The Sharpe Ratio Rank of POSKX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of POSKX is 44
Sortino Ratio Rank
The Omega Ratio Rank of POSKX is 33
Omega Ratio Rank
The Calmar Ratio Rank of POSKX is 33
Calmar Ratio Rank
The Martin Ratio Rank of POSKX is 33
Martin Ratio Rank

EWH
The Risk-Adjusted Performance Rank of EWH is 3636
Overall Rank
The Sharpe Ratio Rank of EWH is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of EWH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EWH is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EWH is 3030
Calmar Ratio Rank
The Martin Ratio Rank of EWH is 2828
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.

POSKX vs. EWH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) and iShares MSCI Hong Kong ETF (EWH). 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.


The current POSKX Sharpe Ratio is -0.49, which is lower than the EWH Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of POSKX and EWH, 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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Dividends

POSKX vs. EWH - Dividend Comparison

POSKX's dividend yield for the trailing twelve months is around 18.13%, more than EWH's 3.70% yield.


TTM20242023202220212020201920182017201620152014
POSKX
PrimeCap Odyssey Stock Fund
18.13%18.13%10.14%12.13%9.37%7.85%6.03%3.03%2.17%2.93%1.92%2.81%
EWH
iShares MSCI Hong Kong ETF
3.70%4.18%4.28%2.91%2.78%2.56%2.70%2.94%4.35%3.07%2.62%3.52%

Drawdowns

POSKX vs. EWH - Drawdown Comparison

The maximum POSKX drawdown since its inception was -50.61%, smaller than the maximum EWH drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for POSKX and EWH. For additional features, visit the drawdowns tool.


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Volatility

POSKX vs. EWH - Volatility Comparison

PrimeCap Odyssey Stock Fund (POSKX) has a higher volatility of 6.00% compared to iShares MSCI Hong Kong ETF (EWH) at 4.23%. This indicates that POSKX's price experiences larger fluctuations and is considered to be riskier than EWH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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