0005.HK vs. 0941.HK

Last updated Apr 2, 2026

Compare and contrast key facts about HSBC Holdings PLC (0005.HK) and China Mobile Ltd (0941.HK).

Performance

0005.HK vs. 0941.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in HSBC Holdings PLC (0005.HK) and China Mobile Ltd (0941.HK). The values are adjusted to include any dividend payments, if applicable.

0005.HK vs. 0941.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0005.HK HSBC Holdings PLC	9.35%	70.54%	31.34%	39.10%	8.03%	19.47%	-32.78%	0.12%	-14.55%	35.93%
0941.HK China Mobile Ltd	-2.33%	13.20%	26.39%	34.44%	21.03%	13.23%	-28.53%	-9.29%	-0.39%	1.49%

Returns By Period

In the year-to-date period, 0005.HK achieves a 9.35% return, which is significantly higher than 0941.HK's -2.33% return. Over the past 10 years, 0005.HK has outperformed 0941.HK with an annualized return of 16.66%, while 0941.HK has yielded a comparatively lower 5.24% annualized return.

0005.HK

• 1D: 3.58%
• 1M: -4.19%
• YTD: 9.35%
• 6M: 23.23%
• 1Y: 54.42%
• 3Y*: 44.48%
• 5Y*: 30.98%
• 10Y*: 16.66%

0941.HK

• 1D: 0.82%
• 1M: 1.46%
• YTD: -2.33%
• 6M: -5.56%
• 1Y: 0.83%
• 3Y*: 15.20%
• 5Y*: 17.39%
• 10Y*: 5.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

0005.HK vs. 0941.HK — Risk / Return Rank

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

0005.HK

0005.HK Risk / Return Rank: 86
0005.HK Sharpe Ratio Rank: 89
0005.HK Sortino Ratio Rank: 81
0005.HK Omega Ratio Rank: 89
0005.HK Calmar Ratio Rank: 83
0005.HK Martin Ratio Rank: 89

0941.HK

0941.HK Risk / Return Rank: 40
0941.HK Sharpe Ratio Rank: 42
0941.HK Sortino Ratio Rank: 33
0941.HK Omega Ratio Rank: 33
0941.HK Calmar Ratio Rank: 45
0941.HK Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0005.HK vs. 0941.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings PLC (0005.HK) and China Mobile Ltd (0941.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	0941.HK	Difference
Sharpe ratio Return per unit of total volatility	1.89	0.06	+1.83
Sortino ratio Return per unit of downside risk	2.22	0.18	+2.04
Omega ratio Gain probability vs. loss probability	1.39	1.02	+0.36
Calmar ratio Return relative to maximum drawdown	2.70	0.19	+2.50
Martin ratio Return relative to average drawdown	10.11	0.43	+9.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0005.HK vs. 0941.HK - Sharpe Ratio Comparison

The current 0005.HK Sharpe Ratio is 1.89, which is higher than the 0941.HK Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of 0005.HK and 0941.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.

Sharpe Ratios by Period

	0005.HK	0941.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	0.06	+1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.32	1.05	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.26	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.35	-0.09

Correlation

The correlation between 0005.HK and 0941.HK is 0.46, 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.

Dividends

0005.HK vs. 0941.HK - Dividend Comparison

0005.HK's dividend yield for the trailing twelve months is around 4.49%, less than 0941.HK's 6.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0005.HK HSBC Holdings PLC	4.49%	4.18%	7.43%	6.59%	4.35%	3.64%	0.52%	6.55%	6.14%	4.98%	6.45%	6.34%
0941.HK China Mobile Ltd	6.57%	6.41%	6.53%	7.16%	8.95%	7.24%	7.36%	4.45%	4.52%	5.61%	3.27%	3.32%

Drawdowns

0005.HK vs. 0941.HK - Drawdown Comparison

The maximum 0005.HK drawdown since its inception was -76.75%, smaller than the maximum 0941.HK drawdown of -80.80%. Use the drawdown chart below to compare losses from any high point for 0005.HK and 0941.HK.

Drawdown Indicators

	0005.HK	0941.HK	Difference
Max Drawdown Largest peak-to-trough decline	-76.75%	-80.80%	+4.05%
Max Drawdown (1Y) Largest decline over 1 year	-18.52%	-12.77%	-5.75%
Max Drawdown (5Y) Largest decline over 5 years	-31.89%	-16.58%	-15.31%
Max Drawdown (10Y) Largest decline over 10 years	-62.94%	-48.39%	-14.55%
Current Drawdown Current decline from peak	-9.13%	-10.19%	+1.06%
Average Drawdown Average peak-to-trough decline	-20.98%	-35.04%	+14.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.31%	5.75%	-0.44%

Volatility

0005.HK vs. 0941.HK - Volatility Comparison

HSBC Holdings PLC (0005.HK) has a higher volatility of 12.94% compared to China Mobile Ltd (0941.HK) at 3.11%. This indicates that 0005.HK's price experiences larger fluctuations and is considered to be riskier than 0941.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0005.HK	0941.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.94%	3.11%	+9.83%
Volatility (6M) Calculated over the trailing 6-month period	21.37%	9.02%	+12.35%
Volatility (1Y) Calculated over the trailing 1-year period	29.61%	13.51%	+16.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.24%	17.03%	+7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.55%	20.45%	+3.10%

Financials