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ISIN
US8232181029

Highlights

Market Cap
$1.83B
Enterprise Value
$4.98B
EPS (TTM)
CN¥23.45
PE Ratio
9.93
Total Revenue (TTM)
CN¥9.20B
Gross Profit (TTM)
CN¥2.79B
EBITDA (TTM)
CN¥2.71B
Year Range
$34.42 - $36.13
ROA (TTM)
1.67%
ROE (TTM)
4.30%

Share Price Chart


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Shenzhen Expressway Co Ltd ADR

Performance

SHZNY Performance Chart

Shenzhen Expressway Co Ltd ADR (SHZNY) is up 0.0% since the beginning of the year. At $34 per share, SHZNY is trading 4.7% below its 52-week high of $36. Investors who bought $1,000 worth of SHZNY shares 5 years ago would now be looking at an investment worth $888.


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S&P 500 Index

Returns By Period

Shenzhen Expressway Co Ltd ADR (SHZNY) has returned 0.00% so far this year and 0.00% over the past 12 months.


Shenzhen Expressway Co Ltd ADR

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
-1.90%
5Y*
-2.35%
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)

SHZNY Monthly Returns History

Based on dividend-adjusted daily data since Jun 19, 2020, SHZNY's average daily return is +0.01%, while the average monthly return is -0.05%.

Historically, 10% of months were positive and 90% were negative. The best month was Jul 2022 with a return of +10.6%, while the worst month was Aug 2020 at -15.1%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.

On a daily basis, SHZNY closed higher 3% of trading days. The best single day was Jul 1, 2024 with a return of +25.2%, while the worst single day was Jul 2, 2024 at -30.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.00%0.00%0.00%
20250.00%0.00%0.00%0.00%0.00%0.00%0.00%-0.02%0.00%0.02%0.00%0.00%0.00%
20240.00%0.00%9.19%0.00%0.00%0.00%-13.49%0.00%0.00%0.00%0.00%0.00%-5.54%
20230.00%0.00%0.00%0.00%-8.33%0.00%0.00%-0.07%0.00%-8.39%
2022-7.25%0.00%0.00%0.00%0.00%0.00%10.63%0.00%0.00%0.00%0.00%0.00%2.62%
20210.00%0.00%8.13%0.00%6.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.68%

Benchmark Metrics

Shenzhen Expressway Co Ltd ADR has an annualized alpha of 1.33%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 19, 2020.

  • This stock participated in 22.17% of S&P 500 Index downside but only 4.10% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 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 0.00 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
1.33%
Beta
0.01
0.00
Upside Capture
4.10%
Downside Capture
22.17%

Return for Risk

Risk / Return Rank

SHZNY ranks 40 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SHZNY Risk / Return Rank: 4040
Overall Rank
SHZNY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHZNY Sortino Ratio Rank: 3434
Sortino Ratio Rank
SHZNY Omega Ratio Rank: 4141
Omega Ratio Rank
SHZNY Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHZNY Martin Ratio Rank: 4242
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 Shenzhen Expressway Co Ltd ADR (SHZNY) 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.


SHZNYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

0.00

2.78

-2.78

Martin ratioReturn relative to average drawdown

0.00

12.44

-12.44

Dividends

Dividend History

Shenzhen Expressway Co Ltd ADR provided a 4.95% dividend yield over the last twelve months, with an annual payout of $1.70 per share.


5.00%6.00%7.00%8.00%9.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.70$1.70$3.79$3.34$4.63$2.97$3.67

Dividend yield

4.95%4.95%10.49%8.15%9.61%5.72%7.65%

Monthly Dividends

The table displays the monthly dividend distributions for Shenzhen Expressway Co Ltd ADR. 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$0.00$1.70$0.00$0.00$0.00$0.00$0.00$1.70
2024$0.00$0.00$0.00$0.00$0.00$0.00$3.79$0.00$0.00$0.00$0.00$0.00$3.79
2023$0.00$0.00$0.00$0.00$3.34$0.00$0.00$0.00$0.00$3.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$4.63$0.00$0.00$0.00$0.00$0.00$4.63
2021$0.00$0.00$0.00$0.00$2.97$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.97

Dividend Yield & Payout


Dividend Yield

Shenzhen Expressway Co Ltd ADR has a dividend yield of 4.95%, which is quite average when compared to the overall market.

Payout Ratio

Shenzhen Expressway Co Ltd ADR has a payout ratio of 49.46%, which is quite average when compared to the overall market. This suggests that Shenzhen Expressway Co Ltd ADR 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 Shenzhen Expressway Co Ltd ADR. 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 Shenzhen Expressway Co Ltd ADR was 30.92%, occurring on Aug 27, 2025. The portfolio has not yet recovered.

The current Shenzhen Expressway Co Ltd ADR drawdown is 30.90%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-30.92%Aug 2025
1y 1mo
1y 11moJul 2024 - now
2020 correction2020
-15.08%Aug 2020
0s3y 10mo
3y 10moAug 2020 - Jul 2024
2020 pullback2020
-5.75%Aug 2020
0s3d
3dAug 2020 - Aug 2020
2020 pullback2020
-5.75%Aug 2020
0s3d
3dAug 2020 - Aug 2020

Drawdown Indicators


SHZNYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.92%

-56.78%

+25.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.73%

-9.10%

+4.37%

Max Drawdown (3Y)

Largest decline over 3 years

-30.92%

-18.90%

-12.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.92%

-25.43%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-30.90%

-1.80%

-29.10%

Average Drawdown

Average peak-to-trough decline

-14.67%

-10.71%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

2.03%

+2.34%

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 Shenzhen Expressway Co Ltd ADR 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 Shenzhen Expressway Co Ltd ADR is priced in the market compared to other companies in the Infrastructure Operations 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 SHZNY, comparing it with other companies in the Infrastructure Operations industry. Currently, SHZNY has a P/E ratio of 9.9. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SHZNY relative to other companies in the Infrastructure Operations industry. Currently, SHZNY has a P/S ratio of 1.3. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SHZNY in comparison with other companies in the Infrastructure Operations industry. Currently, SHZNY has a P/B value of 0.4. 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
Portfolio Analyzer

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