^HSI vs. IMOEX
Compare and contrast key facts about Hang Seng Index (^HSI) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or IMOEX.
Key characteristics
| ^HSI | IMOEX | |
|---|---|---|
| YTD Return | 1.89% | -13.46% |
| 1Y Return | -3.76% | -14.58% |
| 3Y Return (Ann) | -12.32% | -12.98% |
| 5Y Return (Ann) | -8.88% | -0.80% |
| 10Y Return (Ann) | -3.31% | 6.16% |
| Sharpe Ratio | -0.27 | -0.80 |
| Daily Std Dev | 21.67% | 15.61% |
| Max Drawdown | -91.54% | -83.89% |
| Current Drawdown | -47.61% | -37.45% |
Correlation
The correlation between ^HSI and IMOEX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^HSI vs. IMOEX - Performance Comparison
In the year-to-date period, ^HSI achieves a 1.89% return, which is significantly higher than IMOEX's -13.46% return. Over the past 10 years, ^HSI has underperformed IMOEX with an annualized return of -3.31%, while IMOEX has yielded a comparatively higher 6.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^HSI vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and MOEX Russia Index (IMOEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^HSI vs. IMOEX - Drawdown Comparison
The maximum ^HSI drawdown since its inception was -91.54%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for ^HSI and IMOEX. For additional features, visit the drawdowns tool.
Volatility
^HSI vs. IMOEX - Volatility Comparison
The current volatility for Hang Seng Index (^HSI) is 4.43%, while MOEX Russia Index (IMOEX) has a volatility of 8.69%. This indicates that ^HSI experiences smaller price fluctuations and is considered to be less risky than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.