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0001.HK vs. 0939.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0001.HK0939.HK
YTD Return1.10%27.02%
1Y Return-8.71%37.68%
3Y Return (Ann)-6.67%7.92%
5Y Return (Ann)-7.51%4.92%
10Y Return (Ann)-2.40%6.56%
Sharpe Ratio-0.311.48
Daily Std Dev22.45%22.71%
Max Drawdown-69.19%-69.85%
Current Drawdown-51.53%-3.72%

Fundamentals


0001.HK0939.HK
Market CapHK$156.46BHK$1.39T
EPSHK$0.00HK$1.30
PE Ratio6.653.87
PEG Ratio0.640.79
Total Revenue (TTM)HK$133.38BHK$569.77B
Gross Profit (TTM)HK$67.66BHK$0.00
EBITDA (TTM)HK$0.00HK$0.00

Correlation

-0.50.00.51.00.6

The correlation between 0001.HK and 0939.HK is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

0001.HK vs. 0939.HK - Performance Comparison

In the year-to-date period, 0001.HK achieves a 1.10% return, which is significantly lower than 0939.HK's 27.02% return. Over the past 10 years, 0001.HK has underperformed 0939.HK with an annualized return of -2.40%, while 0939.HK has yielded a comparatively higher 6.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
79.29%
542.25%
0001.HK
0939.HK

Compare stocks, funds, or ETFs

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CK Hutchison Holdings Limited

China Construction Bank Corp

Risk-Adjusted Performance

0001.HK vs. 0939.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CK Hutchison Holdings Limited (0001.HK) and China Construction Bank Corp (0939.HK). 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.


0001.HK
Sharpe ratio
The chart of Sharpe ratio for 0001.HK, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.00-0.30
Sortino ratio
The chart of Sortino ratio for 0001.HK, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.29
Omega ratio
The chart of Omega ratio for 0001.HK, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for 0001.HK, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11
Martin ratio
The chart of Martin ratio for 0001.HK, currently valued at -0.43, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.43
0939.HK
Sharpe ratio
The chart of Sharpe ratio for 0939.HK, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.001.48
Sortino ratio
The chart of Sortino ratio for 0939.HK, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34
Omega ratio
The chart of Omega ratio for 0939.HK, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for 0939.HK, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Martin ratio
The chart of Martin ratio for 0939.HK, currently valued at 8.42, compared to the broader market-5.000.005.0010.0015.0020.0025.008.42

0001.HK vs. 0939.HK - Sharpe Ratio Comparison

The current 0001.HK Sharpe Ratio is -0.31, which is lower than the 0939.HK Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of 0001.HK and 0939.HK.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50FebruaryMarchAprilMayJuneJuly
-0.30
1.48
0001.HK
0939.HK

Dividends

0001.HK vs. 0939.HK - Dividend Comparison

0001.HK's dividend yield for the trailing twelve months is around 6.25%, less than 0939.HK's 8.03% yield.


TTM20232022202120202019201820172016201520142013
0001.HK
CK Hutchison Holdings Limited
6.25%6.79%5.76%4.97%5.39%4.27%3.91%2.78%2.94%5.21%8.09%2.62%
0939.HK
China Construction Bank Corp
8.03%9.08%8.71%7.24%5.94%5.19%5.34%4.44%5.41%7.18%5.93%5.76%

Drawdowns

0001.HK vs. 0939.HK - Drawdown Comparison

The maximum 0001.HK drawdown since its inception was -69.19%, roughly equal to the maximum 0939.HK drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for 0001.HK and 0939.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-51.83%
-3.57%
0001.HK
0939.HK

Volatility

0001.HK vs. 0939.HK - Volatility Comparison

CK Hutchison Holdings Limited (0001.HK) has a higher volatility of 8.91% compared to China Construction Bank Corp (0939.HK) at 8.07%. This indicates that 0001.HK's price experiences larger fluctuations and is considered to be riskier than 0939.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%FebruaryMarchAprilMayJuneJuly
8.91%
8.07%
0001.HK
0939.HK

Financials

0001.HK vs. 0939.HK - Financials Comparison

This section allows you to compare key financial metrics between CK Hutchison Holdings Limited and China Construction Bank Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in HKD except per share items