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Industry
Railroads

Highlights

Market Cap
$4.74B
Enterprise Value
$3.99B
EPS (TTM)
CN¥3.64
PE Ratio
8.34
PEG Ratio
4.82
Total Revenue (TTM)
CN¥34.15B
Gross Profit (TTM)
CN¥9.81B
EBITDA (TTM)
CN¥4.57B
Year Range
$3.33 - $5.00
ROA (TTM)
3.11%
ROE (TTM)
7.59%

Share Price Chart


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Performance

CRYCY Performance Chart

China Railway Signal & Communication Corporation Limited (CRYCY) is up 1.9% since the beginning of the year. At $4 per share, CRYCY is trading 10.4% below its 52-week high of $5. Investors who bought $1,000 worth of CRYCY shares 5 years ago would now be looking at an investment worth $1,644.


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S&P 500 Index

Returns By Period

China Railway Signal & Communication Corporation Limited (CRYCY) has returned 1.93% so far this year and 44.80% over the past 12 months.


China Railway Signal & Communication Corporation Limited

1D
0.00%
1M
2.40%
YTD
1.93%
6M
1.59%
1Y
44.80%
3Y*
8.08%
5Y*
10.46%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRYCY Monthly Returns History

Based on dividend-adjusted daily data since Apr 25, 2018, CRYCY's average daily return is +0.07%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 44% of months were positive and 56% were negative. The best month was Apr 2020 with a return of +30.6%, while the worst month was Sep 2020 at -26.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, CRYCY closed higher 18% of trading days. The best single day was Mar 7, 2024 with a return of +35.6%, while the worst single day was Mar 16, 2020 at -25.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%-0.46%0.00%0.00%2.40%1.93%
2025-23.03%0.00%0.00%-2.22%0.00%1.53%17.42%10.49%0.00%4.63%-7.13%4.71%0.86%
20240.00%0.00%25.00%4.66%17.28%-9.34%2.60%0.70%1.32%6.22%0.00%9.84%69.89%
20237.76%0.00%7.20%22.31%-4.40%-1.34%-6.93%-6.85%-10.64%-4.15%-4.67%2.10%-3.67%
20224.40%-4.35%-5.11%0.00%-0.00%7.43%0.00%-20.12%4.14%0.00%5.42%10.27%-1.57%
202111.98%9.09%9.07%-8.76%0.99%-8.95%-0.85%1.29%4.51%0.27%-8.75%3.98%11.61%

Benchmark Metrics

China Railway Signal & Communication Corporation Limited has an annualized alpha of 14.46%, beta of 0.27, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 25, 2018.

  • This stock participated in 73.96% of S&P 500 Index downside but only 31.40% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.27 may look defensive, but with R2 of 0.01 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.01 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
14.46%
Beta
0.27
0.01
Upside Capture
31.40%
Downside Capture
73.96%

Return for Risk

Risk / Return Rank

CRYCY ranks 82 for risk / return — in the top 82% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CRYCY Risk / Return Rank: 8282
Overall Rank
CRYCY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CRYCY Sortino Ratio Rank: 8080
Sortino Ratio Rank
CRYCY Omega Ratio Rank: 9999
Omega Ratio Rank
CRYCY Calmar Ratio Rank: 8282
Calmar Ratio Rank
CRYCY Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for China Railway Signal & Communication Corporation Limited (CRYCY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRYCYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

2.32

1.37

+0.95

Calmar ratioReturn relative to maximum drawdown

2.80

2.78

+0.02

Martin ratioReturn relative to average drawdown

4.62

12.44

-7.82

Dividends

Dividend History

China Railway Signal & Communication Corporation Limited provided a 5.27% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.24$0.24$0.23$0.25$0.25$0.23$0.43$0.24$0.19

Dividend yield

5.27%5.37%5.01%8.41%7.79%6.52%12.89%4.38%2.66%

Monthly Dividends

The table displays the monthly dividend distributions for China Railway Signal & Communication Corporation Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2024$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2023$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.00$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.00$0.25
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.00$0.23

Dividend Yield & Payout


Dividend Yield

China Railway Signal & Communication Corporation Limited has a dividend yield of 5.27%, which means its dividend payment is significantly above the market average.

Payout Ratio

China Railway Signal & Communication Corporation Limited has a payout ratio of 50.45%, which is quite average when compared to the overall market. This suggests that China Railway Signal & Communication Corporation Limited 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the China Railway Signal & Communication Corporation 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 China Railway Signal & Communication Corporation Limited was 61.82%, occurring on Aug 26, 2022. The portfolio has not yet recovered.

The current China Railway Signal & Communication Corporation Limited drawdown is 22.23%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-61.82%Aug 2022
3y 8mo
7y 6moDec 2018 - now
Rate-hike selloffLate 2018
-25.65%Nov 2018
4mo 26d1mo 7d
6mo 3dJun 2018 - Dec 2018
2018 correction2018
-12.16%Jun 2018
19d1d
20dMay 2018 - Jun 2018
2018 pullback2018
-2.53%Apr 2018
0s3d
3dApr 2018 - Apr 2018
2018 pullback2018
-0.38%May 2018
1d10d
11dMay 2018 - May 2018

Drawdown Indicators


CRYCYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.82%

-56.78%

-5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-9.10%

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-29.21%

-18.90%

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-33.23%

-25.43%

-7.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-22.23%

-1.80%

-20.43%

Average Drawdown

Average peak-to-trough decline

-39.32%

-10.71%

-28.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

2.03%

+7.70%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Railway Signal & Communication Corporation Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how China Railway Signal & Communication Corporation Limited is priced in the market compared to other companies in the Railroads industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for CRYCY, comparing it with other companies in the Railroads industry. Currently, CRYCY has a P/E ratio of 8.3. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for CRYCY compared to other companies in the Railroads industry. CRYCY currently has a PEG ratio of 4.8. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for CRYCY relative to other companies in the Railroads industry. Currently, CRYCY has a P/S ratio of 0.9. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for CRYCY in comparison with other companies in the Railroads industry. Currently, CRYCY has a P/B value of 0.7. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



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
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