0006.HK vs. ^HSI

Last updated Apr 3, 2026

Compare and contrast key facts about Power Assets (0006.HK) and Hang Seng Index (^HSI).

Performance

0006.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Power Assets (0006.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

0006.HK vs. ^HSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0006.HK Power Assets	13.69%	7.54%	27.04%	12.95%	-7.08%	22.60%	-21.86%	10.11%	-5.11%	7.28%
^HSI Hang Seng Index	-2.01%	27.77%	17.67%	-13.82%	-15.46%	-14.08%	-3.40%	9.07%	-13.61%	35.99%

Returns By Period

In the year-to-date period, 0006.HK achieves a 13.69% return, which is significantly higher than ^HSI's -2.01% return. Over the past 10 years, 0006.HK has outperformed ^HSI with an annualized return of 4.72%, while ^HSI has yielded a comparatively lower 2.05% annualized return.

0006.HK

• 1D: 1.37%
• 1M: -0.95%
• YTD: 13.69%
• 6M: 26.16%
• 1Y: 39.22%
• 3Y*: 21.13%
• 5Y*: 13.23%
• 10Y*: 4.72%

^HSI

• 1D: -0.70%
• 1M: -2.53%
• YTD: -2.01%
• 6M: -7.95%
• 1Y: 8.25%
• 3Y*: 7.16%
• 5Y*: -2.79%
• 10Y*: 2.05%

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

Return for Risk

0006.HK vs. ^HSI — Risk / Return Rank

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

0006.HK

0006.HK Risk / Return Rank: 93
0006.HK Sharpe Ratio Rank: 93
0006.HK Sortino Ratio Rank: 93
0006.HK Omega Ratio Rank: 91
0006.HK Calmar Ratio Rank: 95
0006.HK Martin Ratio Rank: 93

^HSI

^HSI Risk / Return Rank: 27
^HSI Sharpe Ratio Rank: 27
^HSI Sortino Ratio Rank: 25
^HSI Omega Ratio Rank: 25
^HSI Calmar Ratio Rank: 29
^HSI Martin Ratio Rank: 30

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.

0006.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Assets (0006.HK) and Hang Seng Index (^HSI). 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.

	0006.HK	^HSI	Difference
Sharpe ratio Return per unit of total volatility	2.46	0.37	+2.09
Sortino ratio Return per unit of downside risk	3.33	0.60	+2.73
Omega ratio Gain probability vs. loss probability	1.43	1.09	+0.34
Calmar ratio Return relative to maximum drawdown	6.49	0.48	+6.02
Martin ratio Return relative to average drawdown	14.66	1.55	+13.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0006.HK vs. ^HSI - Sharpe Ratio Comparison

The current 0006.HK Sharpe Ratio is 2.46, which is higher than the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 0006.HK and ^HSI, 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

	0006.HK	^HSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	0.37	+2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	-0.11	+0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.10	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.27	+0.24

Correlation

The correlation between 0006.HK and ^HSI is 0.32, 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.

Drawdowns

0006.HK vs. ^HSI - Drawdown Comparison

The maximum 0006.HK drawdown since its inception was -35.12%, smaller than the maximum ^HSI drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 0006.HK and ^HSI.

Drawdown Indicators

	0006.HK	^HSI	Difference
Max Drawdown Largest peak-to-trough decline	-35.12%	-65.18%	+30.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.25%	-13.22%	+6.97%
Max Drawdown (5Y) Largest decline over 5 years	-31.28%	-50.16%	+18.88%
Max Drawdown (10Y) Largest decline over 10 years	-35.12%	-55.70%	+20.58%
Current Drawdown Current decline from peak	-1.42%	-24.24%	+22.82%
Average Drawdown Average peak-to-trough decline	-9.05%	-24.18%	+15.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	4.90%	-2.14%

Volatility

0006.HK vs. ^HSI - Volatility Comparison

The current volatility for Power Assets (0006.HK) is 6.28%, while Hang Seng Index (^HSI) has a volatility of 7.18%. This indicates that 0006.HK experiences smaller price fluctuations and is considered to be less risky than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0006.HK	^HSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	7.18%	-0.90%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	14.23%	-1.90%
Volatility (1Y) Calculated over the trailing 1-year period	16.42%	23.12%	-6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	25.25%	-8.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	21.94%	-4.42%