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Utilities Stock List


Year-to-Date Return

< 0.0%
> 10.0%

10-Year Annualized Return

< 0.0%
> 10.0%

Sharpe Ratio

< 0.0
> 0.1

Omega ratio

< 0.0
> 0.1

Sortino ratio

< 0.0
> 0.1

Calmar ratio

< 0.0
> 0.1

Ulcer Index

< 0.0%
> 10.0%

10Y Volatility

< 0.0%
> 10.0%

Maximum Drawdown

< 0.0%
> 10.0%

Dividend Yield

< 0.0%
> 10.0%
SymbolFull nameYTD Ret.10Y Ann. Ret.Div. Yield10Y VolatilityMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
0002.HKCLP Holdings11.3%3.7%5.1%15.6%-70.0%0.61.11.10.94.8%
0003.HKHong Kong and China Gas Co Ltd-22.0%-2.5%6.4%17.7%-93.8%-0.6-0.90.9-0.417.1%
0006.HKPower Assets-0.0%2.1%7.0%17.6%-63.8%0.40.71.10.48.0%
0270.HKGuangdong Investment Ltd-23.8%2.2%11.1%29.1%-95.0%-0.5-0.31.0-0.420.7%
0371.HKBeijing Enterprises Water Group Ltd-12.2%-5.8%9.8%33.8%-99.7%-0.3-0.21.0-0.59.8%
0384.HKChina Gas Holdings Ltd-30.2%-1.1%6.7%38.8%-94.1%-0.3-0.11.0-0.326.9%
0836.HKChina Resources Power Holding1.0%3.0%4.6%36.9%-66.1%0.51.11.10.710.1%
0855.HKChina Water Affairs Group Ltd-20.0%9.6%7.0%34.6%-99.8%-0.6-0.31.0-0.517.6%
0902.HKHuaneng Power International3.8%-2.1%0.0%38.5%-75.3%0.31.01.10.415.7%
0916.HKChina Longyuan Power Group Corp Ltd-34.5%-3.3%2.1%42.6%-68.4%-0.9-1.30.9-0.828.9%
0956.HKChina Suntien Green Energy Corp Ltd-13.3%3.5%8.3%45.5%-78.2%-0.7-0.70.9-0.717.9%
0991.HKDatang Intl Power Gen Co-H-3.5%-5.6%2.6%37.9%-84.2%0.10.41.00.115.6%
0HIT.LIberdrola4.5%12.2%3.7%25.8%-72.6%0.30.61.10.36.7%
1038.HKCK Infrastructure Holdings Ltd-0.3%1.4%6.6%19.7%-60.9%0.10.61.10.19.0%
1083.HKTowngas China Co Ltd-12.4%-6.9%4.6%35.0%-74.2%0.00.31.00.014.9%
1193.HKChina Resources Gas Group Ltd-9.6%3.0%4.1%34.9%-95.3%-0.10.41.0-0.122.4%
1250.HKShandong Hi-Speed New Energy Group Limited-26.8%-3.3%0.0%90.8%-98.5%-0.4-0.21.0-0.522.2%
1600.HKChina Tian Lun Gas Holdings Ltd0.4%-3.5%8.2%37.6%-69.2%0.51.21.10.419.2%
1798.HKChina Datang Corp Renewable Power Co Ltd-25.7%2.5%3.2%50.9%-77.4%-0.7-0.70.9-0.624.2%
1811.HKCGN Meiya Power Hldg Co Ltd-25.5%N/A3.6%52.1%-76.6%-0.6-0.80.9-0.721.3%

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