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%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0002.HK | CLP Holdings | 11.3% | 3.7% | 5.1% | 15.6% | -70.0% | 0.6 | 1.1 | 1.1 | 0.9 | 4.8% |
| 0003.HK | Hong Kong and China Gas Co Ltd | -22.0% | -2.5% | 6.4% | 17.7% | -93.8% | -0.6 | -0.9 | 0.9 | -0.4 | 17.1% |
| 0006.HK | Power Assets | -0.0% | 2.1% | 7.0% | 17.6% | -63.8% | 0.4 | 0.7 | 1.1 | 0.4 | 8.0% |
| 0270.HK | Guangdong Investment Ltd | -23.8% | 2.2% | 11.1% | 29.1% | -95.0% | -0.5 | -0.3 | 1.0 | -0.4 | 20.7% |
| 0371.HK | Beijing Enterprises Water Group Ltd | -12.2% | -5.8% | 9.8% | 33.8% | -99.7% | -0.3 | -0.2 | 1.0 | -0.5 | 9.8% |
| 0384.HK | China Gas Holdings Ltd | -30.2% | -1.1% | 6.7% | 38.8% | -94.1% | -0.3 | -0.1 | 1.0 | -0.3 | 26.9% |
| 0836.HK | China Resources Power Holding | 1.0% | 3.0% | 4.6% | 36.9% | -66.1% | 0.5 | 1.1 | 1.1 | 0.7 | 10.1% |
| 0855.HK | China Water Affairs Group Ltd | -20.0% | 9.6% | 7.0% | 34.6% | -99.8% | -0.6 | -0.3 | 1.0 | -0.5 | 17.6% |
| 0902.HK | Huaneng Power International | 3.8% | -2.1% | 0.0% | 38.5% | -75.3% | 0.3 | 1.0 | 1.1 | 0.4 | 15.7% |
| 0916.HK | China Longyuan Power Group Corp Ltd | -34.5% | -3.3% | 2.1% | 42.6% | -68.4% | -0.9 | -1.3 | 0.9 | -0.8 | 28.9% |
| 0956.HK | China Suntien Green Energy Corp Ltd | -13.3% | 3.5% | 8.3% | 45.5% | -78.2% | -0.7 | -0.7 | 0.9 | -0.7 | 17.9% |
| 0991.HK | Datang Intl Power Gen Co-H | -3.5% | -5.6% | 2.6% | 37.9% | -84.2% | 0.1 | 0.4 | 1.0 | 0.1 | 15.6% |
| 0HIT.L | Iberdrola | 4.5% | 12.2% | 3.7% | 25.8% | -72.6% | 0.3 | 0.6 | 1.1 | 0.3 | 6.7% |
| 1038.HK | CK Infrastructure Holdings Ltd | -0.3% | 1.4% | 6.6% | 19.7% | -60.9% | 0.1 | 0.6 | 1.1 | 0.1 | 9.0% |
| 1083.HK | Towngas China Co Ltd | -12.4% | -6.9% | 4.6% | 35.0% | -74.2% | 0.0 | 0.3 | 1.0 | 0.0 | 14.9% |
| 1193.HK | China Resources Gas Group Ltd | -9.6% | 3.0% | 4.1% | 34.9% | -95.3% | -0.1 | 0.4 | 1.0 | -0.1 | 22.4% |
| 1250.HK | Shandong Hi-Speed New Energy Group Limited | -26.8% | -3.3% | 0.0% | 90.8% | -98.5% | -0.4 | -0.2 | 1.0 | -0.5 | 22.2% |
| 1600.HK | China Tian Lun Gas Holdings Ltd | 0.4% | -3.5% | 8.2% | 37.6% | -69.2% | 0.5 | 1.2 | 1.1 | 0.4 | 19.2% |
| 1798.HK | China Datang Corp Renewable Power Co Ltd | -25.7% | 2.5% | 3.2% | 50.9% | -77.4% | -0.7 | -0.7 | 0.9 | -0.6 | 24.2% |
| 1811.HK | CGN Meiya Power Hldg Co Ltd | -25.5% | N/A | 3.6% | 52.1% | -76.6% | -0.6 | -0.8 | 0.9 | -0.7 | 21.3% |