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ISIN
US88034P1093
CUSIP
88034P109
IPO Date
Dec 12, 2018

Highlights

Market Cap
$14.22B
Enterprise Value
$791.30M
EPS (TTM)
$5.49
PE Ratio
1.66
PEG Ratio
0.04
Total Revenue (TTM)
$32.50B
Gross Profit (TTM)
$18.52B
EBITDA (TTM)
$13.20B
Year Range
$8.44 - $26.70
Target Price
$17.82
ROA (TTM)
8.59%
ROE (TTM)
11.53%

Share Price Chart


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Performance

TME Performance Chart

Tencent Music Entertainment Group (TME) is down 46.5% since the beginning of the year. At $9 per share, TME is trading 65.8% below its 52-week high of $27. Investors who bought $1,000 worth of TME shares 5 years ago would now be looking at an investment worth $622.


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S&P 500 Index

Returns By Period

Tencent Music Entertainment Group (TME) has returned -46.46% so far this year and -46.00% over the past 12 months.


Tencent Music Entertainment Group

1D
-3.89%
1M
0.00%
YTD
-46.46%
6M
-48.74%
1Y
-46.00%
3Y*
8.44%
5Y*
-9.05%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TME Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2018, TME's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 46% of months were positive and 54% were negative. The best month was Nov 2022 with a return of +94.2%, while the worst month was Mar 2026 at -36.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, TME closed higher 47% of trading days. The best single day was Nov 15, 2022 with a return of +30.6%, while the worst single day was Mar 24, 2021 at -27.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.28%-12.99%-36.44%1.46%0.55%-0.87%-46.46%
20255.55%1.75%18.21%-5.70%25.48%15.74%7.70%16.82%-4.81%-4.37%-17.34%-4.99%56.39%
20244.33%11.38%6.88%12.15%16.19%-2.77%0.93%-26.38%15.42%-7.63%2.52%-0.53%27.12%
20231.33%-10.13%9.81%-10.51%-6.34%6.34%-5.28%-2.43%-6.45%13.79%17.22%5.88%8.82%
2022-9.78%-12.78%-9.65%-12.73%-1.65%20.10%-16.14%21.38%-20.55%-11.08%94.18%18.12%20.88%
202138.25%-3.31%-20.33%-14.98%-9.64%-1.65%-31.72%-16.37%-17.99%8.41%-8.52%-4.73%-64.40%

Benchmark Metrics

Tencent Music Entertainment Group has an annualized alpha of -2.09%, beta of 0.81, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since December 13, 2018.

  • This stock participated in 92.37% of S&P 500 Index downside but only 28.95% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.08 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
-2.09%
Beta
0.81
0.08
Upside Capture
28.95%
Downside Capture
92.37%

Return for Risk

Risk / Return Rank

TME ranks 10 for risk / return — in the bottom 10% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


TME Risk / Return Rank: 1010
Overall Rank
TME Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TME Sortino Ratio Rank: 88
Sortino Ratio Rank
TME Omega Ratio Rank: 66
Omega Ratio Rank
TME Calmar Ratio Rank: 1616
Calmar Ratio Rank
TME Martin Ratio Rank: 1313
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 Tencent Music Entertainment Group (TME) and compare them to S&P 500 Index.


TMEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.22

Sortino ratioReturn per unit of downside risk

-4.38

Omega ratioGain probability vs. loss probability

0.81

1.41

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.69

2.93

-3.62

Martin ratioReturn relative to average drawdown

-1.25

13.52

-14.77

Dividends

Dividend History

Tencent Music Entertainment Group provided a 2.63% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


1.05%1.10%1.15%1.20%$0.00$0.05$0.10$0.1520242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.24$0.18$0.14

Dividend yield

2.63%1.03%1.21%

Monthly Dividends

The table displays the monthly dividend distributions for Tencent Music Entertainment Group. 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$0.24$0.00$0.00$0.24
2025$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18
2024$0.14$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14

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 Tencent Music Entertainment Group. 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 Tencent Music Entertainment Group was 90.19%, occurring on Mar 14, 2022. The portfolio has not yet recovered.

The current Tencent Music Entertainment Group drawdown is 69.83%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-90.19%Mar 2022
11mo 25d
5y 2moMar 2021 - now
COVID crash2020
-50.55%Mar 2020
1y 5d9mo 12d
1y 9moMar 2019 - Dec 2020
Rate-hike selloffLate 2018
-14.29%Dec 2018
11d25d
1mo 6dDec 2018 - Jan 2019
2019 correction2019
-12.38%Feb 2019
7d11d
18dJan 2019 - Feb 2019
2021 correction2021
-12.12%Feb 2021
5d24d
29dFeb 2021 - Mar 2021

Drawdown Indicators


TMEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-90.19%

-56.78%

-33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-67.01%

-9.10%

-57.91%

Max Drawdown (3Y)

Largest decline over 3 years

-67.01%

-18.90%

-48.11%

Max Drawdown (5Y)

Largest decline over 5 years

-80.52%

-25.43%

-55.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-69.83%

-0.74%

-69.09%

Average Drawdown

Average peak-to-trough decline

-51.97%

-10.72%

-41.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.92%

1.97%

+34.95%

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 Tencent Music Entertainment Group 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 Tencent Music Entertainment Group is priced in the market compared to other companies in the Internet Content & Information 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 TME, comparing it with other companies in the Internet Content & Information industry. Currently, TME has a P/E ratio of 1.7. 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 TME compared to other companies in the Internet Content & Information industry. TME currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for TME relative to other companies in the Internet Content & Information industry. Currently, TME has a P/S ratio of 0.4. 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 TME in comparison with other companies in the Internet Content & Information industry. Currently, TME has a P/B value of 0.2. 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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