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0005.HK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


0005.HKVOO
YTD Return12.31%19.63%
1Y Return15.62%27.16%
3Y Return (Ann)23.04%11.13%
5Y Return (Ann)5.67%15.50%
10Y Return (Ann)3.81%13.17%
Sharpe Ratio1.032.48
Daily Std Dev17.29%11.13%
Max Drawdown-79.29%-33.99%
Current Drawdown-4.33%0.00%

Correlation

-0.50.00.51.00.1

The correlation between 0005.HK and VOO is 0.13, 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. VOO - Performance Comparison

In the year-to-date period, 0005.HK achieves a 12.31% return, which is significantly lower than VOO's 19.63% return. Over the past 10 years, 0005.HK has underperformed VOO with an annualized return of 3.81%, while VOO has yielded a comparatively higher 13.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
71.75%
567.32%
0005.HK
VOO

Compare stocks, funds, or ETFs

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


HSBC Holdings PLC

Vanguard S&P 500 ETF

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings PLC (0005.HK) and Vanguard S&P 500 ETF (VOO). 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 0.74, compared to the broader market-2.00-1.000.001.002.003.000.74
Sortino ratio
The chart of Sortino ratio for 0005.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 0005.HK, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for 0005.HK, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Martin ratio
The chart of Martin ratio for 0005.HK, currently valued at 1.95, compared to the broader market-5.000.005.0010.0015.0020.0025.001.95
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.27
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.22, compared to the broader market0.002.004.006.002.22
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.96, compared to the broader market-5.000.005.0010.0015.0020.0025.008.96

0005.HK vs. VOO - Sharpe Ratio Comparison

The current 0005.HK Sharpe Ratio is 1.03, which is lower than the VOO Sharpe Ratio of 2.48. The chart below compares the 12-month rolling Sharpe Ratio of 0005.HK and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.74
2.33
0005.HK
VOO

Dividends

0005.HK vs. VOO - Dividend Comparison

0005.HK's dividend yield for the trailing twelve months is around 7.19%, more than VOO's 1.28% 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%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

0005.HK vs. VOO - Drawdown Comparison

The maximum 0005.HK drawdown since its inception was -79.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 0005.HK and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.35%
0
0005.HK
VOO

Volatility

0005.HK vs. VOO - Volatility Comparison

HSBC Holdings PLC (0005.HK) has a higher volatility of 3.35% compared to Vanguard S&P 500 ETF (VOO) at 1.93%. This indicates that 0005.HK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
3.35%
1.93%
0005.HK
VOO