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Highlights

Market Cap
$7.73B
Enterprise Value
$9.81B
EPS (TTM)
CN¥7.99
PE Ratio
4.35
PEG Ratio
0.27
Total Revenue (TTM)
CN¥59.36B
Gross Profit (TTM)
CN¥16.14B
EBITDA (TTM)
CN¥16.24B
Year Range
$4.99 - $9.40
ROA (TTM)
21.09%
ROE (TTM)
32.03%

Share Price Chart


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Performance

SHZHY Performance Chart

Shenzhou International Group Holdings Limited (SHZHY) is down 34.7% since the beginning of the year. At $5 per share, SHZHY is trading 45.3% below its 52-week high of $9. Investors who bought $1,000 worth of SHZHY shares 5 years ago would now be looking at an investment worth $244.


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S&P 500 Index

Returns By Period

Shenzhou International Group Holdings Limited (SHZHY) has returned -34.70% so far this year and -17.74% over the past 12 months.


Shenzhou International Group Holdings Limited

1D
-4.81%
1M
-9.80%
YTD
-34.70%
6M
-32.95%
1Y
-17.74%
3Y*
-14.38%
5Y*
-24.61%
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)

SHZHY Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2018, SHZHY's average daily return is +0.02%, while the average monthly return is +0.05%. At this rate, an investment would double in approximately 115.6 years.

Historically, 51% of months were positive and 49% were negative. The best month was Aug 2020 with a return of +37.3%, while the worst month was Mar 2026 at -25.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SHZHY closed higher 48% of trading days. The best single day was Mar 16, 2022 with a return of +14.6%, while the worst single day was Apr 3, 2025 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.24%1.38%-25.71%-0.67%-1.01%-10.72%-34.70%
2025-3.95%-3.71%3.99%-9.74%5.65%-0.17%1.71%4.83%7.75%5.71%6.84%-9.21%7.87%
2024-13.03%-8.56%16.26%3.81%1.12%0.09%-13.50%-3.60%10.62%-12.23%-0.39%2.61%-19.62%
202312.53%-13.13%-4.96%-7.64%-15.81%20.48%10.16%-2.85%-6.33%1.58%2.93%3.11%-5.93%
2022-2.55%-10.32%-21.26%2.02%0.52%-9.84%-13.74%-0.86%-25.55%-9.06%27.42%26.05%-40.84%
20210.77%5.01%1.45%6.11%18.12%-2.71%-12.62%-2.65%-1.19%1.16%-12.78%2.40%-0.60%

Benchmark Metrics

Shenzhou International Group Holdings Limited has an annualized alpha of -4.99%, beta of 0.73, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 03, 2018.

  • This stock participated in 106.70% of S&P 500 Index downside but only 42.59% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.10 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
-4.99%
Beta
0.73
0.10
Upside Capture
42.59%
Downside Capture
106.70%

Return for Risk

Risk / Return Rank

SHZHY ranks 26 for risk / return — below 26% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SHZHY Risk / Return Rank: 2626
Overall Rank
SHZHY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SHZHY Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHZHY Omega Ratio Rank: 2525
Omega Ratio Rank
SHZHY Calmar Ratio Rank: 2828
Calmar Ratio Rank
SHZHY Martin Ratio Rank: 2525
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 Shenzhou International Group Holdings Limited (SHZHY) 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.


SHZHYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.41

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

0.97

1.37

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.41

2.78

-3.19

Martin ratioReturn relative to average drawdown

-0.88

12.44

-13.32

Dividends

Dividend History

Shenzhou International Group Holdings Limited provided a 6.43% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.33$0.34$0.41$0.23$0.21$0.25$0.23$0.19$0.09

Dividend yield

6.43%4.23%5.21%2.25%1.87%1.30%1.15%1.30%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for Shenzhou International Group Holdings 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$0.15$0.15
2025$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.00$0.34
2024$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.16$0.00$0.00$0.00$0.41
2023$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.00$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.00$0.21
2021$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.00$0.25

Dividend Yield & Payout


Dividend Yield

Shenzhou International Group Holdings Limited has a dividend yield of 6.43%, which means its dividend payment is significantly above the market average.

Payout Ratio

Shenzhou International Group Holdings Limited has a payout ratio of 52.30%, which is quite average when compared to the overall market. This suggests that Shenzhou International Group Holdings 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 Shenzhou International Group Holdings 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 Shenzhou International Group Holdings Limited was 77.08%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Shenzhou International Group Holdings Limited drawdown is 77.04%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-77.08%Apr 2025
3y 10mo
5y 27dMay 2021 - now
COVID crash2020
-36.66%Mar 2020
2mo 2d5mo 5d
7mo 7dJan 2020 - Aug 2020
Rate-hike selloffLate 2018
-22.32%Oct 2018
29d5mo 4d
6mo 3dSep 2018 - Mar 2019
2021 bear market2021
-21.04%Mar 2021
1mo 10d1mo 22d
3mo 2dFeb 2021 - May 2021
2019 correction2019
-15.42%May 2019
2mo 12d1mo 3d
3mo 15dMar 2019 - Jul 2019

Drawdown Indicators


SHZHYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-77.08%

-56.78%

-20.30%

Max Drawdown (1Y)

Largest decline over 1 year

-43.87%

-9.10%

-34.77%

Max Drawdown (3Y)

Largest decline over 3 years

-48.09%

-18.90%

-29.19%

Max Drawdown (5Y)

Largest decline over 5 years

-76.44%

-25.43%

-51.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-77.04%

-1.80%

-75.24%

Average Drawdown

Average peak-to-trough decline

-38.61%

-10.71%

-27.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.22%

2.03%

+18.19%

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 Shenzhou International Group Holdings 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 Shenzhou International Group Holdings Limited is priced in the market compared to other companies in the **** 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 SHZHY, comparing it with other companies in the **** industry. Currently, SHZHY has a P/E ratio of 4.4. 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 SHZHY compared to other companies in the **** industry. SHZHY currently has a PEG ratio of 0.3. 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 SHZHY relative to other companies in the **** industry. Currently, SHZHY 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 SHZHY in comparison with other companies in the **** industry. Currently, SHZHY has a P/B value of 1.4. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

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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