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0002.HK vs. 0005.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0002.HK and 0005.HK is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

0002.HK vs. 0005.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CLP Holdings (0002.HK) and HSBC Holdings PLC (0005.HK). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
328.29%
107.04%
0002.HK
0005.HK

Key characteristics

Sharpe Ratio

0002.HK:

0.59

0005.HK:

1.44

Sortino Ratio

0002.HK:

0.94

0005.HK:

1.72

Omega Ratio

0002.HK:

1.12

0005.HK:

1.33

Calmar Ratio

0002.HK:

0.43

0005.HK:

1.72

Martin Ratio

0002.HK:

1.52

0005.HK:

8.46

Ulcer Index

0002.HK:

6.24%

0005.HK:

4.13%

Daily Std Dev

0002.HK:

15.89%

0005.HK:

24.29%

Max Drawdown

0002.HK:

-38.72%

0005.HK:

-76.75%

Current Drawdown

0002.HK:

-11.55%

0005.HK:

-10.22%

Fundamentals

Market Cap

0002.HK:

HK$163.59B

0005.HK:

HK$1.43T

EPS

0002.HK:

HK$0.00

0005.HK:

HK$9.83

PE Ratio

0002.HK:

13.92

0005.HK:

8.40

PEG Ratio

0002.HK:

3.44

0005.HK:

2.32

PS Ratio

0002.HK:

1.80

0005.HK:

23.37

PB Ratio

0002.HK:

1.57

0005.HK:

0.99

Total Revenue (TTM)

0002.HK:

HK$44.09B

0005.HK:

HK$54.16B

Gross Profit (TTM)

0002.HK:

HK$6.43B

0005.HK:

HK$16.19B

EBITDA (TTM)

0002.HK:

HK$10.98B

0005.HK:

-HK$683.00M

Returns By Period

In the year-to-date period, 0002.HK achieves a 1.08% return, which is significantly lower than 0005.HK's 9.94% return. Over the past 10 years, 0002.HK has underperformed 0005.HK with an annualized return of 3.83%, while 0005.HK has yielded a comparatively higher 7.19% annualized return.


0002.HK

YTD

1.08%

1M

1.41%

6M

-0.52%

1Y

13.79%

5Y*

0.08%

10Y*

3.83%

0005.HK

YTD

9.94%

1M

-8.80%

6M

22.65%

1Y

39.39%

5Y*

22.32%

10Y*

7.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

0002.HK vs. 0005.HK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0002.HK
The Risk-Adjusted Performance Rank of 0002.HK is 7070
Overall Rank
The Sharpe Ratio Rank of 0002.HK is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of 0002.HK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of 0002.HK is 6464
Omega Ratio Rank
The Calmar Ratio Rank of 0002.HK is 7373
Calmar Ratio Rank
The Martin Ratio Rank of 0002.HK is 7171
Martin Ratio Rank

0005.HK
The Risk-Adjusted Performance Rank of 0005.HK is 9090
Overall Rank
The Sharpe Ratio Rank of 0005.HK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of 0005.HK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of 0005.HK is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 0005.HK is 9292
Calmar Ratio Rank
The Martin Ratio Rank of 0005.HK is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0002.HK vs. 0005.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CLP Holdings (0002.HK) and HSBC Holdings PLC (0005.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.


Sharpe ratio
The chart of Sharpe ratio for 0002.HK, currently valued at 0.65, compared to the broader market-2.00-1.000.001.002.003.00
0002.HK: 0.65
0005.HK: 1.49
The chart of Sortino ratio for 0002.HK, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
0002.HK: 1.02
0005.HK: 1.78
The chart of Omega ratio for 0002.HK, currently valued at 1.12, compared to the broader market0.501.001.502.00
0002.HK: 1.12
0005.HK: 1.34
The chart of Calmar ratio for 0002.HK, currently valued at 0.47, compared to the broader market0.001.002.003.004.00
0002.HK: 0.47
0005.HK: 1.79
The chart of Martin ratio for 0002.HK, currently valued at 1.68, compared to the broader market-5.000.005.0010.0015.0020.00
0002.HK: 1.68
0005.HK: 8.74

The current 0002.HK Sharpe Ratio is 0.59, which is lower than the 0005.HK Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of 0002.HK and 0005.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.65
1.49
0002.HK
0005.HK

Dividends

0002.HK vs. 0005.HK - Dividend Comparison

0002.HK's dividend yield for the trailing twelve months is around 4.86%, less than 0005.HK's 6.27% yield.


TTM20242023202220212020201920182017201620152014
0002.HK
CLP Holdings
4.86%4.75%4.81%5.44%3.94%4.30%3.76%3.36%3.58%3.87%4.02%3.87%
0005.HK
HSBC Holdings PLC
6.27%6.35%6.59%4.35%3.64%0.52%6.57%6.17%4.97%6.35%6.26%5.14%

Drawdowns

0002.HK vs. 0005.HK - Drawdown Comparison

The maximum 0002.HK drawdown since its inception was -38.72%, smaller than the maximum 0005.HK drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for 0002.HK and 0005.HK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.58%
-10.15%
0002.HK
0005.HK

Volatility

0002.HK vs. 0005.HK - Volatility Comparison

The current volatility for CLP Holdings (0002.HK) is 4.78%, while HSBC Holdings PLC (0005.HK) has a volatility of 18.10%. This indicates that 0002.HK experiences smaller price fluctuations and is considered to be less risky than 0005.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
4.78%
18.10%
0002.HK
0005.HK

Financials

0002.HK vs. 0005.HK - Financials Comparison

This section allows you to compare key financial metrics between CLP Holdings and HSBC Holdings PLC. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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