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

Key characteristics


0005.HK0002.HK
YTD Return12.31%3.40%
1Y Return15.62%11.13%
3Y Return (Ann)23.04%-1.39%
5Y Return (Ann)5.67%-1.54%
10Y Return (Ann)3.81%4.42%
Sharpe Ratio1.030.65
Daily Std Dev17.29%19.80%
Max Drawdown-79.29%-69.97%
Current Drawdown-4.33%-14.85%

Fundamentals


0005.HK0002.HK
Market CapHK$1.25THK$163.59B
EPSHK$9.13HK$0.00
PE Ratio7.4124.62
PEG Ratio0.46178.21
Total Revenue (TTM)HK$46.71BHK$43.30B
Gross Profit (TTM)HK$0.00HK$0.00
EBITDA (TTM)HK$0.00HK$0.00

Correlation

-0.50.00.51.00.3

The correlation between 0005.HK and 0002.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.

Performance

0005.HK vs. 0002.HK - Performance Comparison

In the year-to-date period, 0005.HK achieves a 12.31% return, which is significantly higher than 0002.HK's 3.40% return. Over the past 10 years, 0005.HK has underperformed 0002.HK with an annualized return of 3.81%, while 0002.HK has yielded a comparatively higher 4.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
62.06%
310.10%
0005.HK
0002.HK

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HSBC Holdings PLC

CLP Holdings

Risk-Adjusted Performance

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

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


0005.HK
Sharpe ratio
The chart of Sharpe ratio for 0005.HK, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.001.04
Sortino ratio
The chart of Sortino ratio for 0005.HK, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.006.001.48
Omega ratio
The chart of Omega ratio for 0005.HK, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for 0005.HK, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for 0005.HK, currently valued at 2.85, compared to the broader market-5.000.005.0010.0015.0020.0025.002.85
0002.HK
Sharpe ratio
The chart of Sharpe ratio for 0002.HK, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.000.66
Sortino ratio
The chart of Sortino ratio for 0002.HK, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.006.001.10
Omega ratio
The chart of Omega ratio for 0002.HK, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for 0002.HK, currently valued at 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for 0002.HK, currently valued at 2.43, compared to the broader market-5.000.005.0010.0015.0020.0025.002.43

0005.HK vs. 0002.HK - Sharpe Ratio Comparison

The current 0005.HK Sharpe Ratio is 1.03, which is higher than the 0002.HK Sharpe Ratio of 0.65. The chart below compares the 12-month rolling Sharpe Ratio of 0005.HK and 0002.HK.


Rolling 12-month Sharpe Ratio0.501.001.502.00FebruaryMarchAprilMayJuneJuly
1.04
0.66
0005.HK
0002.HK

Dividends

0005.HK vs. 0002.HK - Dividend Comparison

0005.HK's dividend yield for the trailing twelve months is around 7.19%, more than 0002.HK's 4.79% yield.


TTM20232022202120202019201820172016201520142013
0005.HK
HSBC Holdings PLC
7.19%6.59%4.35%3.64%0.52%6.57%6.17%4.97%6.35%6.26%5.14%4.43%
0002.HK
CLP Holdings
4.79%4.81%5.44%3.94%4.30%3.76%3.36%3.58%3.87%4.02%3.87%4.19%

Drawdowns

0005.HK vs. 0002.HK - Drawdown Comparison

The maximum 0005.HK drawdown since its inception was -79.29%, which is greater than 0002.HK's maximum drawdown of -69.97%. Use the drawdown chart below to compare losses from any high point for 0005.HK and 0002.HK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.35%
-14.38%
0005.HK
0002.HK

Volatility

0005.HK vs. 0002.HK - Volatility Comparison

The current volatility for HSBC Holdings PLC (0005.HK) is 3.42%, while CLP Holdings (0002.HK) has a volatility of 6.70%. This indicates that 0005.HK experiences smaller price fluctuations and is considered to be less risky than 0002.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%FebruaryMarchAprilMayJuneJuly
3.42%
6.70%
0005.HK
0002.HK

Financials

0005.HK vs. 0002.HK - Financials Comparison

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