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CMOC Group Ltd (3993.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCNE100000114
SectorBasic Materials
IndustryOther Industrial Metals & Mining

Highlights

Market CapHK$183.74B
EPS (TTM)HK$0.50
PE Ratio13.75
Total Revenue (TTM)HK$188.11B
Gross Profit (TTM)HK$21.57B
EBITDA (TTM)HK$2.19B
Year RangeHK$3.73 - HK$8.57
Target PriceHK$8.72

Share Price Chart


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CMOC Group Ltd

Popular comparisons: 3993.HK vs. GOPIX, 3993.HK vs. 2727.HK, 3993.HK vs. 2600.HK, 3993.HK vs. XCH.TO, 3993.HK vs. ^HSI

Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in CMOC Group 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%20.00%40.00%60.00%80.00%100.00%120.00%2024FebruaryMarchAprilMayJune
82.32%
15.17%
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

CMOC Group Ltd had a return of 61.83% year-to-date (YTD) and 62.08% in the last 12 months. Over the past 10 years, CMOC Group Ltd had an annualized return of 20.77%, outperforming the S&P 500 benchmark which had an annualized return of 10.88%.


PeriodReturnBenchmark
Year-To-Date61.83%13.92%
1 month-17.15%3.57%
6 months82.32%15.13%
1 year62.08%24.27%
5 years (annualized)26.59%13.51%
10 years (annualized)20.77%10.88%

Monthly Returns

The table below presents the monthly returns of 3993.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.23%13.08%37.40%11.58%-2.83%61.83%
202325.56%-2.43%7.71%0.84%-14.61%2.52%26.83%-9.81%7.25%-7.36%-4.29%-4.26%21.30%
2022-3.65%18.18%-12.61%-2.45%-3.51%15.89%-12.10%-8.57%-12.78%-17.59%42.69%-0.28%-10.78%
2021-3.16%22.45%-21.50%11.89%1.52%-13.06%23.21%7.04%-20.23%-0.41%-0.41%-14.55%-18.04%
2020-13.18%0.34%-25.43%7.83%1.71%8.38%24.11%0.32%-13.02%2.55%29.54%39.01%54.46%
201910.07%18.61%-12.76%-10.06%-16.61%5.54%-8.50%-5.75%22.07%-4.62%8.06%24.63%21.90%
201819.92%6.31%-7.50%1.01%-16.89%-21.90%5.26%-19.50%1.86%-11.28%9.62%-9.72%-41.40%
201719.57%31.42%-7.41%-12.39%2.95%22.54%42.14%0.00%10.35%8.10%-3.94%3.08%170.01%
2016-22.75%10.71%2.42%2.37%16.92%13.81%3.39%-2.84%-7.02%8.17%16.28%-5.50%32.48%
20158.88%5.92%5.59%41.78%-8.62%-19.29%-8.29%-16.50%-10.48%15.16%8.78%-7.65%0.99%
2014-6.35%-3.38%-3.82%14.23%9.72%9.97%29.22%2.34%-9.90%-2.32%8.00%-9.81%35.97%
201327.06%-11.80%-10.77%-11.76%3.00%-8.77%10.07%2.72%-0.32%3.97%4.78%5.47%7.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 3993.HK is 85, placing it in the top 15% 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 3993.HK is 8585
3993.HK (CMOC Group Ltd)
The Sharpe Ratio Rank of 3993.HK is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of 3993.HK is 8585Sortino Ratio Rank
The Omega Ratio Rank of 3993.HK is 8181Omega Ratio Rank
The Calmar Ratio Rank of 3993.HK is 8787Calmar Ratio Rank
The Martin Ratio Rank of 3993.HK is 8181Martin 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 CMOC Group Ltd (3993.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3993.HK
Sharpe ratio
The chart of Sharpe ratio for 3993.HK, currently valued at 1.62, compared to the broader market-2.00-1.000.001.002.003.001.62
Sortino ratio
The chart of Sortino ratio for 3993.HK, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for 3993.HK, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for 3993.HK, currently valued at 1.46, compared to the broader market0.002.004.006.001.46
Martin ratio
The chart of Martin ratio for 3993.HK, currently valued at 4.82, compared to the broader market-10.000.0010.0020.004.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
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 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market-10.000.0010.0020.008.07

Sharpe Ratio

The current CMOC Group Ltd Sharpe ratio is 1.62. 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 CMOC Group 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
1.62
2.13
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

CMOC Group Ltd granted a 1.36% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.09 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendHK$0.09HK$0.09HK$0.08HK$0.04HK$0.05HK$0.13HK$0.09HK$0.04HK$0.03HK$0.08HK$0.06HK$0.05

Dividend yield

1.36%2.20%2.33%0.97%0.93%3.74%3.25%0.79%1.55%5.25%3.92%4.35%

Monthly Dividends

The table displays the monthly dividend distributions for CMOC Group 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$0.00HK$0.00HK$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.04HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.04
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.05HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.05
2019HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.13HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.13
2018HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.09
2017HK$0.00HK$0.00HK$0.00HK$0.04HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.04
2016HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.03
2015HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.08
2014HK$0.00HK$0.00HK$0.00HK$0.00HK$0.06HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.06
2013HK$0.05HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.05

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.4%
CMOC Group Ltd has a dividend yield of 1.36%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%49.6%
CMOC Group Ltd has a payout ratio of 49.60%, which is quite average when compared to the overall market. This suggests that CMOC Group Ltd 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.


-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-17.15%
0
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CMOC Group 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 CMOC Group Ltd was 92.43%, occurring on Oct 27, 2008. Recovery took 2190 trading sessions.

The current CMOC Group Ltd drawdown is 17.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.43%Oct 30, 2007243Oct 27, 20082190Sep 11, 20172433
-68.37%Mar 16, 2018497Mar 23, 2020222Feb 16, 2021719
-64.87%Feb 23, 2021412Oct 24, 2022352Apr 2, 2024764
-28.89%Jul 11, 200728Aug 17, 200726Sep 24, 200754
-20.49%Jan 23, 201814Feb 9, 20187Feb 22, 201821

Volatility

Volatility Chart

The current CMOC Group Ltd volatility is 15.44%, 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.


5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
15.44%
2.46%
3993.HK (CMOC Group Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of CMOC Group 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