0006.HK vs. ZROZ

Last updated Jun 5, 2026

0006.HK (Power Assets) is a stock, while ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund) is Government Bonds fund tracking the ICE BofA Long U.S. Treasury Principal STRIPS Index. Over the past 10 years, 0006.HK returned 4.80%/yr vs -4.00%/yr for ZROZ. At a correlation of -0.03, they often move in opposite directions.

Performance

0006.HK vs. ZROZ - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Power Assets (0006.HK) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

0006.HK is traded in HKD, while ZROZ is traded in USD. To make them comparable, the ZROZ values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0006.HK achieves a 5.14% return, which is significantly higher than ZROZ's -0.58% return. Over the past 10 years, 0006.HK has outperformed ZROZ with an annualized return of 4.80%, while ZROZ has yielded a comparatively lower -4.00% annualized return.

0006.HK

• 1D: -1.23%
• 1M: -12.55%
• YTD: 5.14%
• 6M: 11.50%
• 1Y: 12.68%
• 3Y*: 15.89%
• 5Y*: 9.36%
• 10Y*: 4.80%

ZROZ

• 1D: -0.48%
• 1M: -0.51%
• YTD: -0.58%
• 6M: -2.37%
• 1Y: 0.52%
• 3Y*: -7.68%
• 5Y*: -11.48%
• 10Y*: -4.00%

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

0006.HK vs. ZROZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0006.HK Power Assets	5.14%	7.54%	27.04%	12.95%	-7.08%	22.60%	-21.86%	10.11%	-5.11%	17.48%
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund	-0.58%	-1.65%	-16.62%	1.18%	-41.18%	-4.71%	24.01%	20.58%	-5.22%	15.65%

Correlation

The correlation between 0006.HK and ZROZ is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (10Y) Calculated over the trailing 10-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Nov 5, 2009	-0.03

The correlation between 0006.HK and ZROZ shifts across timeframes, from -0.05 (10 years) to 0.08 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

0006.HK vs. ZROZ — 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: 67
0006.HK Sharpe Ratio Rank: 70
0006.HK Sortino Ratio Rank: 64
0006.HK Omega Ratio Rank: 61
0006.HK Calmar Ratio Rank: 65
0006.HK Martin Ratio Rank: 75

ZROZ

ZROZ Risk / Return Rank: 9
ZROZ Sharpe Ratio Rank: 10
ZROZ Sortino Ratio Rank: 9
ZROZ Omega Ratio Rank: 9
ZROZ Calmar Ratio Rank: 9
ZROZ Martin Ratio Rank: 9

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. ZROZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Assets (0006.HK) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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	ZROZ	Difference
Sharpe ratio: Return per unit of total volatility	0.93	0.03	+0.90
Sortino ratio: Return per unit of downside risk	1.40	0.16	+1.23
Omega ratio: Gain probability vs. loss probability	1.17	1.02	+0.15
Calmar ratio: Return relative to maximum drawdown	1.22	0.04	+1.18
Martin ratio: Return relative to average drawdown	4.80	0.09	+4.72
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. ZROZ - Sharpe Ratio Comparison

The current 0006.HK Sharpe Ratio is 0.93, which is higher than the ZROZ Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of 0006.HK and ZROZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	0006.HK	ZROZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.03	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	-0.48	+1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	-0.18	+0.47
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.09	+0.42

Drawdowns

0006.HK vs. ZROZ - Drawdown Comparison

The maximum 0006.HK drawdown since its inception was -31.28%, smaller than the maximum ZROZ drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for 0006.HK and ZROZ.

Drawdown Indicators

	0006.HK	ZROZ	Difference
Max Drawdown Largest peak-to-trough decline	-31.28%	-62.68%	+31.40%
Max Drawdown (1Y) Largest decline over 1 year	-12.55%	-13.34%	+0.79%
Max Drawdown (3Y) Largest decline over 3 years	-15.76%	-28.70%	+12.94%
Max Drawdown (5Y) Largest decline over 5 years	-31.28%	-57.82%	+26.54%
Max Drawdown (10Y) Largest decline over 10 years	-31.28%	-62.68%	+31.40%
Current Drawdown Current decline from peak	-12.55%	-59.67%	+47.12%
Average Drawdown Average peak-to-trough decline	-7.35%	-23.91%	+16.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.14%	5.86%	-2.72%

Volatility

0006.HK vs. ZROZ - Volatility Comparison

Power Assets (0006.HK) has a higher volatility of 4.86% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 4.31%. This indicates that 0006.HK's price experiences larger fluctuations and is considered to be riskier than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0006.HK	ZROZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	4.31%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	13.33%	10.52%	+2.81%
Volatility (1Y) Calculated over the trailing 1-year period	16.35%	16.02%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	23.83%	-6.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	22.02%	-4.90%

Dividends

0006.HK vs. ZROZ - Dividend Comparison

0006.HK's dividend yield for the trailing twelve months is around 5.02%, less than ZROZ's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0006.HK Power Assets	5.02%	5.11%	5.20%	6.23%	6.60%	5.80%	6.67%	4.91%	16.15%	22.02%	3.98%	3.77%
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund	5.16%	4.96%	4.58%	3.52%	2.76%	1.60%	1.68%	2.22%	2.06%	2.53%	3.00%	2.98%

Frequently Asked Questions

Can I hold both 0006.HK and ZROZ in my portfolio?

0006.HK and ZROZ have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.