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Yancoal Australia Ltd (3668.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINAU000000YAL0
SectorEnergy
IndustryThermal Coal

Highlights

Market CapHK$42.92B
PE Ratio4.58
Total Revenue (TTM)HK$3.98B
Gross Profit (TTM)HK$2.59B
Year RangeHK$20.08 - HK$35.15

Share Price Chart


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Yancoal Australia Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in Yancoal Australia Ltd, 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%10.00%20.00%30.00%40.00%50.00%2024FebruaryMarchAprilMayJune
31.83%
14.95%
3668.HK (Yancoal Australia Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Yancoal Australia Ltd had a return of 24.12% year-to-date (YTD) and 42.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date24.12%15.04%
1 month0.81%3.47%
6 months31.04%15.07%
1 year42.33%24.43%
5 years (annualized)27.68%13.22%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of 3668.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202415.09%1.97%-10.88%8.00%17.46%24.12%
20232.37%-5.56%12.70%-5.35%-22.09%4.84%8.18%1.94%6.51%-7.87%4.17%6.00%0.64%
20226.94%6.49%43.25%22.90%1.27%-11.95%-1.25%15.01%-0.10%-16.01%21.52%6.58%120.65%
20217.39%8.87%-12.22%4.00%0.15%-0.15%-1.54%16.72%-2.28%17.81%-3.26%3.85%41.87%
2020-0.79%0.40%-16.61%-6.14%10.00%10.08%7.36%4.06%-5.91%-14.29%21.67%-16.57%-13.68%
2019-23.42%35.29%-13.03%-1.56%-15.72%0.12%6.75%-8.67%5.90%1.50%-3.45%-3.57%-26.96%
2018-4.93%-4.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 3668.HK is 86, placing it in the top 14% 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 3668.HK is 8686
3668.HK (Yancoal Australia Ltd)
The Sharpe Ratio Rank of 3668.HK is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of 3668.HK is 8383Sortino Ratio Rank
The Omega Ratio Rank of 3668.HK is 8080Omega Ratio Rank
The Calmar Ratio Rank of 3668.HK is 8787Calmar Ratio Rank
The Martin Ratio Rank of 3668.HK is 9090Martin 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 Yancoal Australia Ltd (3668.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3668.HK
Sharpe ratio
The chart of Sharpe ratio for 3668.HK, currently valued at 1.46, compared to the broader market-2.00-1.000.001.002.003.001.46
Sortino ratio
The chart of Sortino ratio for 3668.HK, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for 3668.HK, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for 3668.HK, currently valued at 1.34, compared to the broader market0.002.004.006.001.34
Martin ratio
The chart of Martin ratio for 3668.HK, currently valued at 8.23, compared to the broader market0.0010.0020.008.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.008.12

Sharpe Ratio

The current Yancoal Australia Ltd Sharpe ratio is 1.46. 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 Yancoal Australia 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-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.46
2.09
3668.HK (Yancoal Australia Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Yancoal Australia Ltd granted a 11.40% dividend yield in the last twelve months. The annual payout for that period amounted to HK$3.55 per share.


PeriodTTM20232022202120202019
DividendHK$3.55HK$5.63HK$5.72HK$0.00HK$1.01HK$1.44

Dividend yield

11.40%21.24%18.10%0.00%8.33%9.52%

Monthly Dividends

The table displays the monthly dividend distributions for Yancoal Australia 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$1.67HK$0.00HK$0.00HK$0.00HK$1.67
2023HK$0.00HK$0.00HK$3.74HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.88HK$0.00HK$0.00HK$0.00HK$5.63
2022HK$0.00HK$0.00HK$2.81HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$2.91HK$0.00HK$0.00HK$0.00HK$5.72
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2020HK$0.00HK$0.00HK$1.01HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$1.01
2019HK$0.89HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.55HK$0.00HK$0.00HK$0.00HK$1.44

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%11.4%
Yancoal Australia Ltd has a dividend yield of 11.40%, 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%78.1%
Yancoal Australia Ltd has a payout ratio of 78.11%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-9.18%
0
3668.HK (Yancoal Australia Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Yancoal Australia 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 Yancoal Australia Ltd was 48.76%, occurring on Jun 4, 2020. Recovery took 334 trading sessions.

The current Yancoal Australia Ltd drawdown is 9.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.76%Mar 7, 2019308Jun 4, 2020334Oct 11, 2021642
-40.71%Sep 13, 202235Nov 1, 2022373May 13, 2024408
-32.95%Mar 4, 20228Mar 15, 202233May 5, 202241
-28.91%Dec 7, 201824Jan 14, 201933Mar 5, 201957
-28.54%Oct 19, 202115Nov 8, 202176Mar 1, 202291

Volatility

Volatility Chart

The current Yancoal Australia Ltd volatility is 10.49%, 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%16.00%2024FebruaryMarchAprilMayJune
10.49%
2.29%
3668.HK (Yancoal Australia Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

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