0014.HK vs. SGOV
Compare and contrast key facts about Hysan Development Co Ltd (0014.HK) and iShares 0-3 Month Treasury Bond ETF (SGOV).
SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0014.HK or SGOV.
Key characteristics
| 0014.HK | SGOV | |
|---|---|---|
| YTD Return | -15.63% | 1.79% |
| 1Y Return | -39.84% | 5.43% |
| 3Y Return (Ann) | -20.41% | 2.83% |
| Sharpe Ratio | -1.62 | 8.53 |
| Daily Std Dev | 26.06% | 0.64% |
| Max Drawdown | -65.95% | -0.39% |
| Current Drawdown | -63.37% | -0.39% |
Correlation
The correlation between 0014.HK and SGOV is 0.01, 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
0014.HK vs. SGOV - Performance Comparison
In the year-to-date period, 0014.HK achieves a -15.63% return, which is significantly lower than SGOV's 1.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0014.HK vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hysan Development Co Ltd (0014.HK) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
Dividends
0014.HK vs. SGOV - Dividend Comparison
0014.HK's dividend yield for the trailing twelve months is around 8.82%, more than SGOV's 5.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0014.HK Hysan Development Co Ltd | 8.82% | 9.29% | 5.69% | 5.87% | 5.06% | 4.71% | 3.70% | 3.26% | 4.15% | 3.94% | 3.41% | 2.99% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.19% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
0014.HK vs. SGOV - Drawdown Comparison
The maximum 0014.HK drawdown since its inception was -65.95%, which is greater than SGOV's maximum drawdown of -0.39%. Use the drawdown chart below to compare losses from any high point for 0014.HK and SGOV. For additional features, visit the drawdowns tool.
Volatility
0014.HK vs. SGOV - Volatility Comparison
Hysan Development Co Ltd (0014.HK) has a higher volatility of 6.17% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.61%. This indicates that 0014.HK's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.