Pop Mart International Group Ltd (9992.HK) Sharpe Ratio: -0.60

9992.HK's Sharpe Ratio of -0.60 indicates that for each unit of volatility, it generates -0.60 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 22, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

9992.HK Sharpe Ratio Rank

Concerning

9992.HK ranks above 18.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

9992.HK Sharpe Ratio Market Positioning

The chart shows 9992.HK's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.46 or lower
Yellow zone (middle 50%): -0.46 to 0.96
Green zone (top 25%): 0.96 or higher
Top 1%: 4.42+
Median: 0.10 — half of all investments score higher

How it compares to other similar stocks

The table compares Pop Mart International Group Ltd's Sharpe Ratio with other stocks in the Leisure industry across multiple time periods, showing how 9992.HK's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 22, 2026.

Symbol	Name	1Y Sharpe Ratio
0114.HK	HERALD HOLD	1.15
2331.HK	Li Ning Co Ltd	-0.22
2020.HK	ANTA Sports Products Ltd	-0.58
0869.HK	PLAYMATES TOYS	-0.59
9992.HK	Pop Mart International Group Ltd	-0.60
0381.HK	AOM International Group Company Limited	-0.62
0308.HK	China Travel International Investment Hong Kong Ltd	-0.79
0765.HK	PERFECTECH INTL	-0.93
2255.HK	Haichang Holdings Ltd	-0.97

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows 9992.HK's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 9992.HK consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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