0005.HK vs. 0011.HK
Compare and contrast key facts about HSBC Holdings PLC (0005.HK) and Hang Seng Bank (0011.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0005.HK or 0011.HK.
Key characteristics
| 0005.HK | 0011.HK | |
|---|---|---|
| YTD Return | 7.07% | 15.65% |
| 1Y Return | 26.95% | -4.17% |
| 3Y Return (Ann) | 19.76% | -8.46% |
| 5Y Return (Ann) | 4.16% | -9.43% |
| 10Y Return (Ann) | 3.49% | 2.20% |
| Sharpe Ratio | 1.31 | -0.22 |
| Daily Std Dev | 17.90% | 25.95% |
| Max Drawdown | -79.29% | -89.20% |
| Current Drawdown | -0.15% | -40.30% |
Fundamentals
| 0005.HK | 0011.HK | |
|---|---|---|
| Market Cap | HK$1.19T | HK$183.31B |
| EPS | HK$8.98 | HK$0.00 |
| PE Ratio | 6.93 | 10.71 |
| PEG Ratio | 0.46 | 2.67 |
| Revenue (TTM) | HK$56.35B | HK$34.57B |
| Gross Profit (TTM) | HK$50.51B | HK$28.09B |
Correlation
The correlation between 0005.HK and 0011.HK is 0.56, 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
0005.HK vs. 0011.HK - Performance Comparison
In the year-to-date period, 0005.HK achieves a 7.07% return, which is significantly lower than 0011.HK's 15.65% return. Over the past 10 years, 0005.HK has outperformed 0011.HK with an annualized return of 3.49%, while 0011.HK has yielded a comparatively lower 2.20% 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
0005.HK vs. 0011.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings PLC (0005.HK) and Hang Seng Bank (0011.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.
Dividends
0005.HK vs. 0011.HK - Dividend Comparison
0005.HK's dividend yield for the trailing twelve months is around 7.46%, more than 0011.HK's 6.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0005.HK HSBC Holdings PLC | 7.46% | 6.59% | 4.35% | 3.64% | 0.52% | 6.57% | 6.17% | 4.97% | 6.35% | 6.26% | 5.14% | 4.43% |
0011.HK Hang Seng Bank | 6.40% | 5.82% | 3.00% | 4.22% | 5.01% | 4.84% | 3.98% | 3.30% | 3.95% | 3.80% | 4.26% | 4.22% |
Drawdowns
0005.HK vs. 0011.HK - Drawdown Comparison
The maximum 0005.HK drawdown since its inception was -79.29%, smaller than the maximum 0011.HK drawdown of -89.20%. Use the drawdown chart below to compare losses from any high point for 0005.HK and 0011.HK. For additional features, visit the drawdowns tool.
Volatility
0005.HK vs. 0011.HK - Volatility Comparison
The current volatility for HSBC Holdings PLC (0005.HK) is 5.52%, while Hang Seng Bank (0011.HK) has a volatility of 9.45%. This indicates that 0005.HK experiences smaller price fluctuations and is considered to be less risky than 0011.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0005.HK vs. 0011.HK - Financials Comparison
This section allows you to compare key financial metrics between HSBC Holdings PLC and Hang Seng Bank. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities