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New China Life Insurance (1336.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100001922
SectorFinancial Services
IndustryInsurance—Life

Highlights

Market CapHK$96.57B
EPSHK$2.39
PE Ratio7.81
PEG Ratio0.61
Revenue (TTM)HK$43.05B
Gross Profit (TTM)HK$19.87B
EBITDA (TTM)HK$8.37B
Year RangeHK$12.46 - HK$23.45
Target PriceHK$19.43

Share Price Chart


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Compare to other instruments

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New China Life Insurance

Popular comparisons: 1336.HK vs. 1883.HK

Performance

Performance Chart

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


0.00%100.00%200.00%300.00%December2024FebruaryMarchAprilMay
0.89%
337.58%
1336.HK (New China Life Insurance)
Benchmark (^GSPC)

S&P 500

Returns By Period

New China Life Insurance had a return of 19.19% year-to-date (YTD) and -14.53% in the last 12 months. Over the past 10 years, New China Life Insurance had an annualized return of 0.68%, while the S&P 500 had an annualized return of 10.84%, indicating that New China Life Insurance did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date19.19%11.29%
1 month33.58%6.86%
6 months9.67%16.73%
1 year-14.53%26.63%
5 years (annualized)-8.05%13.23%
10 years (annualized)0.68%10.84%

Monthly Returns

The table below presents the monthly returns of 1336.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.28%8.02%-8.09%9.09%19.19%
20239.95%-9.52%-1.79%20.04%-9.60%1.98%15.52%-12.71%-3.87%-9.22%-9.57%-1.81%-15.52%
20226.00%1.13%-2.01%-8.45%2.49%7.30%-7.94%-1.18%-19.03%-16.82%46.23%4.83%-0.67%
2021-3.66%2.25%1.69%-0.50%-3.01%-8.78%-14.29%7.76%0.44%-1.96%-7.54%0.00%-25.84%
2020-12.24%0.85%-18.55%11.39%-10.41%7.68%22.36%2.15%-6.78%6.93%5.51%-7.68%-6.00%
20196.75%14.46%5.26%8.62%-16.23%4.40%5.92%-21.25%0.16%-1.45%-1.31%11.11%10.32%
2018-4.59%-8.05%-21.98%1.09%-3.65%-8.29%12.74%-1.52%5.63%-2.40%-6.55%-9.20%-40.62%
20175.90%1.46%-3.27%3.92%9.36%-5.59%28.79%-0.69%-11.88%10.42%2.15%7.23%52.03%
2016-18.89%-14.77%21.56%-6.95%4.52%3.57%0.87%14.94%8.56%-1.90%16.82%-9.30%10.72%
201514.05%0.00%-3.02%11.20%2.80%-5.95%-28.08%-9.01%9.90%2.70%-6.14%1.40%-16.40%
2014-11.15%6.28%-4.48%-2.56%6.98%5.98%9.73%-1.95%-2.17%7.21%21.21%11.38%51.79%
20133.06%3.62%-15.90%9.07%-7.45%-10.49%-12.76%1.44%5.20%-1.80%26.77%-6.14%-11.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1336.HK is 23, indicating that it is in the bottom 23% 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 1336.HK is 2323
1336.HK (New China Life Insurance)
The Sharpe Ratio Rank of 1336.HK is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of 1336.HK is 1818Sortino Ratio Rank
The Omega Ratio Rank of 1336.HK is 2020Omega Ratio Rank
The Calmar Ratio Rank of 1336.HK is 2828Calmar Ratio Rank
The Martin Ratio Rank of 1336.HK is 2929Martin 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 New China Life Insurance (1336.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1336.HK
Sharpe ratio
The chart of Sharpe ratio for 1336.HK, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.004.00-0.52
Sortino ratio
The chart of Sortino ratio for 1336.HK, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.006.00-0.61
Omega ratio
The chart of Omega ratio for 1336.HK, currently valued at 0.94, compared to the broader market0.501.001.502.000.94
Calmar ratio
The chart of Calmar ratio for 1336.HK, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26
Martin ratio
The chart of Martin ratio for 1336.HK, currently valued at -0.69, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.00-0.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market-200,000.00-150,000.00-100,000.00-50,000.000.008.76

Sharpe Ratio

The current New China Life Insurance Sharpe ratio is -0.52. 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 New China Life Insurance 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-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.52
2.27
1336.HK (New China Life Insurance)
Benchmark (^GSPC)

Dividends

Dividend History

New China Life Insurance granted a 6.49% dividend yield in the last twelve months. The annual payout for that period amounted to HK$1.18 per share.


PeriodTTM2023202220212020201920182017201620152014
DividendHK$1.18HK$1.18HK$1.69HK$1.67HK$1.54HK$0.88HK$0.63HK$0.55HK$0.33HK$0.27HK$0.19

Dividend yield

6.49%7.74%8.84%8.00%5.13%2.62%2.02%1.03%0.93%0.82%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for New China Life Insurance. 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$0.00HK$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.18HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.18
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.69HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.69
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.67HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.67
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.54HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.54
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.88HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.88
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.63HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.63
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.55HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.55
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.33HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.33
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.27HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.27
2014HK$0.19HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.19

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.5%
New China Life Insurance has a dividend yield of 6.49%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%49.3%
New China Life Insurance has a payout ratio of 49.28%, which is quite average when compared to the overall market. This suggests that New China Life Insurance strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-56.63%
-0.14%
1336.HK (New China Life Insurance)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the New China Life Insurance. 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 New China Life Insurance was 71.90%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current New China Life Insurance drawdown is 56.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.9%Jan 19, 20181178Oct 31, 2022
-58.31%May 12, 2015188Feb 12, 2016363Aug 1, 2017551
-44.29%May 4, 2012312Aug 7, 2013327Dec 2, 2014639
-19.87%Aug 3, 201742Sep 29, 201735Nov 21, 201777
-15.5%Feb 27, 201224Mar 29, 201220May 2, 201244

Volatility

Volatility Chart

The current New China Life Insurance volatility is 11.81%, 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%12.00%14.00%December2024FebruaryMarchAprilMay
11.81%
3.20%
1336.HK (New China Life Insurance)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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TTM
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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items