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MTR Corp Ltd (0066.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINHK0066009694
SectorIndustrials
IndustryRailroads

Highlights

Market CapHK$154.34B
PE Ratio19.88
PEG Ratio0.65
Total Revenue (TTM)HK$27.57B
Gross Profit (TTM)HK$9.26B
Year RangeHK$22.33 - HK$34.81
Target PriceHK$29.31

Share Price Chart


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Compare to other instruments

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


MTR Corp Ltd

Popular comparisons: 0066.HK vs. ^HSI, 0066.HK vs. JEPQ, 0066.HK vs. SSO

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in MTR Corp Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
351.04%
297.16%
0066.HK (MTR Corp Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

MTR Corp Ltd had a return of -14.83% year-to-date (YTD) and -25.73% in the last 12 months. Over the past 10 years, MTR Corp Ltd had an annualized return of 1.89%, while the S&P 500 had an annualized return of 10.77%, indicating that MTR Corp Ltd did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-14.83%15.41%
1 month-0.60%0.33%
6 months-0.17%13.74%
1 year-25.73%21.39%
5 years (annualized)-11.69%13.11%
10 years (annualized)1.89%10.77%

Monthly Returns

The table below presents the monthly returns of 0066.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-16.17%2.36%-0.77%0.19%5.82%-6.98%-14.83%
20231.33%-5.61%-4.30%3.43%-5.62%-0.14%-0.42%-7.45%-5.34%-5.64%-4.27%8.21%-23.91%
20220.60%-3.92%4.70%-1.18%3.62%-3.19%1.22%-2.01%-10.43%-4.16%8.68%10.12%2.22%
20214.15%3.10%-5.37%-1.70%2.03%0.12%6.47%-4.35%-4.11%0.95%-1.89%0.60%-0.72%
2020-4.67%-0.11%-8.67%7.49%-11.65%8.08%-4.11%5.46%-5.20%0.26%9.65%3.09%-3.03%
20196.31%2.97%7.76%-3.91%4.72%9.70%-2.00%-11.48%-3.08%2.27%-2.44%4.90%14.58%
2018-2.18%-7.37%1.69%4.86%1.70%-1.70%1.38%-7.49%1.85%-7.77%6.84%1.48%-7.73%
20175.04%3.66%6.33%2.63%3.70%-1.01%2.73%1.89%-0.33%-0.88%1.66%-0.33%27.82%
2016-8.59%2.42%6.81%0.00%1.69%6.38%11.99%-2.85%0.71%0.59%-9.66%-2.84%4.65%
20158.33%4.50%2.50%3.52%-0.70%-2.83%-4.29%0.73%-2.75%4.76%2.27%6.67%24.21%
2014-6.47%2.55%1.95%1.92%2.72%1.70%2.35%0.65%-0.36%3.95%-1.42%2.09%11.80%
20134.59%0.63%-3.89%3.73%-2.42%-6.84%0.87%1.39%5.83%-2.12%0.33%-2.65%-1.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0066.HK is 12, indicating that it is in the bottom 12% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0066.HK is 1212
0066.HK (MTR Corp Ltd)
The Sharpe Ratio Rank of 0066.HK is 44Sharpe Ratio Rank
The Sortino Ratio Rank of 0066.HK is 88Sortino Ratio Rank
The Omega Ratio Rank of 0066.HK is 1111Omega Ratio Rank
The Calmar Ratio Rank of 0066.HK is 2020Calmar Ratio Rank
The Martin Ratio Rank of 0066.HK is 1818Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MTR Corp Ltd (0066.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0066.HK
Sharpe ratio
The chart of Sharpe ratio for 0066.HK, currently valued at -1.00, compared to the broader market-2.00-1.000.001.002.003.00-1.00
Sortino ratio
The chart of Sortino ratio for 0066.HK, currently valued at -1.35, compared to the broader market-4.00-2.000.002.004.00-1.35
Omega ratio
The chart of Omega ratio for 0066.HK, currently valued at 0.85, compared to the broader market0.501.001.502.000.85
Calmar ratio
The chart of Calmar ratio for 0066.HK, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47
Martin ratio
The chart of Martin ratio for 0066.HK, currently valued at -1.11, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market-30.00-20.00-10.000.0010.0020.006.82

Sharpe Ratio

The current MTR Corp Ltd Sharpe ratio is -1.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of MTR Corp Ltd with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-1.00
2.00
0066.HK (MTR Corp Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

MTR Corp Ltd granted a 5.24% dividend yield in the last twelve months. The annual payout for that period amounted to HK$1.31 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$1.31HK$1.31HK$1.44HK$1.23HK$1.23HK$1.20HK$1.12HK$2.45HK$2.45HK$1.05HK$0.92HK$0.79

Dividend yield

5.24%4.32%3.48%2.94%2.84%2.61%2.72%5.35%6.50%2.73%2.89%2.69%

Monthly Dividends

The table displays the monthly dividend distributions for MTR Corp Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.00HK$0.00HK$0.00HK$0.00HK$0.89HK$0.00HK$0.00HK$0.89
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.89HK$0.00HK$0.00HK$0.42HK$0.00HK$0.00HK$0.00HK$0.00HK$1.31
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$1.02HK$0.00HK$0.00HK$0.42HK$0.00HK$0.00HK$0.00HK$0.00HK$1.44
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.98HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$1.23
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.98HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$1.23
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.95HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$1.20
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.87HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$1.12
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$2.20HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$2.45
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$2.20HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$2.45
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.80HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$1.05
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.67HK$0.00HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.92
2013HK$0.54HK$0.00HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-47.00%
-1.41%
0066.HK (MTR Corp Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MTR Corp Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MTR Corp Ltd was 61.27%, occurring on Oct 27, 2008. Recovery took 1016 trading sessions.

The current MTR Corp Ltd drawdown is 47.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.27%Jan 8, 2008196Oct 27, 20081016Nov 29, 20121212
-51.84%Jul 19, 20191172Apr 19, 2024
-41.24%Jan 11, 2001482Dec 30, 2002579May 5, 20051061
-18.37%May 19, 2017359Oct 30, 201888Mar 11, 2019447
-16.44%May 23, 2013174Feb 5, 2014137Aug 25, 2014311

Volatility

Volatility Chart

The current MTR Corp Ltd volatility is 6.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
6.79%
2.54%
0066.HK (MTR Corp Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of MTR Corp Ltd over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for MTR Corp Ltd.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items