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Bank of China Limited (3988.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE1000001Z5
SectorFinancial Services
IndustryBanks - Diversified

Highlights

Market CapHK$1.35T
EPS (TTM)HK$0.74
PE Ratio4.68
PEG Ratio0.50
Total Revenue (TTM)HK$616.62B
Year RangeHK$2.60 - HK$3.99
Target PriceHK$4.14

Share Price Chart


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Compare to other instruments

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Bank of China Limited

Popular comparisons: 3988.HK vs. AACFX, 3988.HK vs. HSBC, 3988.HK vs. MPNGY, 3988.HK vs. FJPNX, 3988.HK vs. CICHF, 3988.HK vs. IDCBY, 3988.HK vs. JPM, 3988.HK vs. VOO, 3988.HK vs. VZ, 3988.HK vs. C

Performance

Performance Chart

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


150.00%200.00%250.00%300.00%2024FebruaryMarchAprilMayJune
205.79%
327.63%
3988.HK (Bank of China Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bank of China Limited had a return of 27.52% year-to-date (YTD) and 32.14% in the last 12 months. Over the past 10 years, Bank of China Limited had an annualized return of 7.46%, while the S&P 500 had an annualized return of 10.88%, indicating that Bank of China Limited did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date27.52%14.57%
1 month-4.04%2.97%
6 months31.03%14.93%
1 year32.14%24.71%
5 years (annualized)10.05%13.14%
10 years (annualized)7.46%10.88%

Monthly Returns

The table below presents the monthly returns of 3988.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.34%4.76%4.87%9.29%4.82%27.52%
20235.28%-3.68%4.51%3.99%-1.92%2.28%0.18%-7.96%3.01%0.00%4.74%3.83%14.21%
20227.83%0.33%3.62%-1.59%1.61%-0.63%-2.77%-1.08%-6.88%-1.56%9.49%2.53%10.25%
2021-0.76%3.43%8.82%4.39%1.83%-4.12%-3.23%1.11%1.10%-0.36%-1.45%3.69%14.66%
2020-9.01%1.65%-3.57%0.00%-4.71%1.41%-2.98%-2.31%-5.51%2.08%11.84%-3.28%-14.78%
20197.10%1.11%-2.73%5.90%-8.40%1.54%-3.03%-6.56%3.01%4.22%-2.18%6.05%4.69%
201822.66%-9.34%-1.17%1.89%-4.65%-5.12%0.12%-4.08%-1.42%-4.02%2.39%-1.17%-6.84%
20172.91%11.02%-1.78%-2.33%3.45%-1.79%5.76%7.01%-6.55%1.04%-2.57%1.32%17.45%
2016-12.14%-4.28%10.65%-1.56%-0.31%4.52%3.24%9.40%1.43%-1.70%1.44%-2.55%6.27%
2015-0.69%2.76%0.45%18.97%-3.38%2.33%-15.87%-16.51%-5.93%10.21%-6.27%0.58%-17.22%
2014-7.84%-0.91%5.52%-0.87%8.21%0.73%7.20%-3.23%-3.33%6.61%7.82%9.25%31.11%
201310.40%-4.19%-1.64%0.83%1.38%-7.76%1.88%0.31%8.59%2.54%3.30%-4.80%9.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 3988.HK is 87, placing it in the top 13% 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 3988.HK is 8787
3988.HK (Bank of China Limited)
The Sharpe Ratio Rank of 3988.HK is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of 3988.HK is 8686Sortino Ratio Rank
The Omega Ratio Rank of 3988.HK is 8282Omega Ratio Rank
The Calmar Ratio Rank of 3988.HK is 9090Calmar Ratio Rank
The Martin Ratio Rank of 3988.HK is 8787Martin 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 Bank of China Limited (3988.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3988.HK
Sharpe ratio
The chart of Sharpe ratio for 3988.HK, currently valued at 1.55, compared to the broader market-2.00-1.000.001.002.003.001.55
Sortino ratio
The chart of Sortino ratio for 3988.HK, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.006.002.40
Omega ratio
The chart of Omega ratio for 3988.HK, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for 3988.HK, currently valued at 1.79, compared to the broader market0.002.004.006.001.79
Martin ratio
The chart of Martin ratio for 3988.HK, currently valued at 6.86, compared to the broader market0.0010.0020.006.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.008.36

Sharpe Ratio

The current Bank of China Limited Sharpe ratio is 1.55. 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 Bank of China Limited 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 Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.55
2.21
3988.HK (Bank of China Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Bank of China Limited granted a 6.63% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.25 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$0.25HK$0.25HK$0.26HK$0.24HK$0.21HK$0.21HK$0.21HK$0.19HK$0.21HK$0.24HK$0.25HK$0.22

Dividend yield

6.63%8.45%9.12%8.46%7.90%6.33%6.26%5.01%6.02%6.86%5.65%6.15%

Monthly Dividends

The table displays the monthly dividend distributions for Bank of China Limited. 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$0.00HK$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.25
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.26HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.26
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21
2017HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.19HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.19
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.21
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.24
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.25HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.25
2013HK$0.22HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.22

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.6%
Bank of China Limited has a dividend yield of 6.63%, 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%69.2%
Bank of China Limited has a payout ratio of 69.18%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-4.04%
-0.43%
3988.HK (Bank of China Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bank of China Limited. 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 Bank of China Limited was 66.11%, occurring on Oct 27, 2008. Recovery took 262 trading sessions.

The current Bank of China Limited drawdown is 4.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.11%Nov 2, 2007242Oct 27, 2008262Nov 16, 2009504
-52.7%Nov 9, 2010224Oct 4, 2011768Nov 12, 2014992
-46.49%Apr 29, 2015196Feb 12, 2016486Jan 26, 2018682
-40.54%Jan 30, 2018661Oct 6, 2020635May 8, 20231296
-27.73%Nov 17, 200958Feb 8, 2010180Nov 1, 2010238

Volatility

Volatility Chart

The current Bank of China Limited volatility is 5.88%, 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%2024FebruaryMarchAprilMayJune
5.88%
2.34%
3988.HK (Bank of China Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Bank of China Limited 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