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0006.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0006.HK and ^HSI is 0.36, 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.


-0.50.00.51.00.4

Performance

0006.HK vs. ^HSI - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2025FebruaryMarch
450.03%
89.14%
0006.HK
^HSI

Key characteristics

Sharpe Ratio

0006.HK:

1.13

^HSI:

1.80

Sortino Ratio

0006.HK:

1.72

^HSI:

2.47

Omega Ratio

0006.HK:

1.20

^HSI:

1.32

Calmar Ratio

0006.HK:

1.52

^HSI:

0.89

Martin Ratio

0006.HK:

3.69

^HSI:

4.67

Ulcer Index

0006.HK:

5.89%

^HSI:

9.76%

Daily Std Dev

0006.HK:

19.24%

^HSI:

25.43%

Max Drawdown

0006.HK:

-34.33%

^HSI:

-91.54%

Current Drawdown

0006.HK:

-1.82%

^HSI:

-26.94%

Returns By Period

In the year-to-date period, 0006.HK achieves a -0.83% return, which is significantly lower than ^HSI's 20.75% return. Over the past 10 years, 0006.HK has outperformed ^HSI with an annualized return of 3.64%, while ^HSI has yielded a comparatively lower 0.04% annualized return.


0006.HK

YTD

-0.83%

1M

7.26%

6M

1.73%

1Y

21.63%

5Y*

5.35%

10Y*

3.64%

^HSI

YTD

20.75%

1M

16.51%

6M

38.85%

1Y

47.35%

5Y*

-1.56%

10Y*

0.04%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

0006.HK vs. ^HSI — Risk-Adjusted Performance Rank

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

0006.HK
The Risk-Adjusted Performance Rank of 0006.HK is 8181
Overall Rank
The Sharpe Ratio Rank of 0006.HK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of 0006.HK is 7878
Sortino Ratio Rank
The Omega Ratio Rank of 0006.HK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of 0006.HK is 8989
Calmar Ratio Rank
The Martin Ratio Rank of 0006.HK is 7979
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 8282
Overall Rank
The Sharpe Ratio Rank of ^HSI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0006.HK vs. ^HSI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for 0006.HK, currently valued at 1.10, compared to the broader market-3.00-2.00-1.000.001.002.003.001.101.77
The chart of Sortino ratio for 0006.HK, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.001.682.44
The chart of Omega ratio for 0006.HK, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.32
The chart of Calmar ratio for 0006.HK, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.001.460.88
The chart of Martin ratio for 0006.HK, currently valued at 3.65, compared to the broader market0.005.0010.0015.0020.0025.003.654.61
0006.HK
^HSI

The current 0006.HK Sharpe Ratio is 1.13, which is lower than the ^HSI Sharpe Ratio of 1.80. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
1.10
1.77
0006.HK
^HSI

Drawdowns

0006.HK vs. ^HSI - Drawdown Comparison

The maximum 0006.HK drawdown since its inception was -34.33%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 0006.HK and ^HSI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-1.52%
-26.46%
0006.HK
^HSI

Volatility

0006.HK vs. ^HSI - Volatility Comparison

The current volatility for Power Assets (0006.HK) is 4.48%, while Hang Seng Index (^HSI) has a volatility of 9.18%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2025FebruaryMarch
4.48%
9.18%
0006.HK
^HSI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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