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Top Assets from Asia Ranked by Risk-Adjusted Returns | pfolio

Compare 56+ assets from Asia — including EWY, TSM, EWT — by Sharpe ratio, risk-adjusted returns, and volatility. Explore asia investment opportunities and build diversified portfolios to invest through your own broker with pfolio.

#Asset1Y ReturnSharpeVolatilityMax Drawdown
1iShares MSCI South Korea ETF (EWY)172.5%2.9135.5%-23.1%
2Taiwan Semiconductor Manufacturing Company Limited (TSM)141.4%2.6534.3%-18.1%
3iShares MSCI Taiwan ETF (EWT)83.4%2.6223.4%-10.5%
4NIO Inc. (NIO)77.6%1.2260.4%-43.7%
5iShares MSCI Israel ETF (EIS)71.3%2.4722.0%-12.4%
6AIA Group Limited (AAGIY)63.0%1.9426.1%-11.7%
7iShares MSCI Hong Kong ETF (EWH)52.3%2.6315.9%-7.8%
8Ping An Insurance (Group) Company of China, Ltd. (PNGAY)49.8%1.6425.8%-23.8%
9Baidu, Inc. (BIDU)43.0%0.9845.7%-34.4%
10iShares MSCI Thailand ETF (THD)43.0%1.7121.6%-13.1%
11EWJ (EWJ)38.1%1.7319.1%-13.6%
12TUR (TUR)37.2%1.5022.0%-12.2%
13EWS (EWS)36.9%2.2114.2%-7.8%
14ACWI (ACWI)34.2%2.2812.8%-9.7%
15YCS (YCS)32.3%1.5618.4%-8.3%
16CICHY (CICHY)31.4%1.4419.6%-15.5%
17EWM (EWM)31.2%1.9214.2%-7.3%
18UAE (UAE)24.2%1.1320.3%-21.5%
19TM (TM)22.3%0.8328.2%-18.3%
20NTES (NTES)21.0%0.7431.3%-30.5%