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0014.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0014.HK and ^HSI is 0.18, 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. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hysan Development Co Ltd (0014.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

0014.HK:

0.72

^HSI:

0.84

Sortino Ratio

0014.HK:

1.25

^HSI:

1.53

Omega Ratio

0014.HK:

1.15

^HSI:

1.24

Calmar Ratio

0014.HK:

0.29

^HSI:

0.65

Martin Ratio

0014.HK:

1.57

^HSI:

3.08

Ulcer Index

0014.HK:

12.55%

^HSI:

10.48%

Daily Std Dev

0014.HK:

26.50%

^HSI:

28.79%

Max Drawdown

0014.HK:

-68.58%

^HSI:

-91.54%

Current Drawdown

0014.HK:

-57.65%

^HSI:

-31.03%

Returns By Period

In the year-to-date period, 0014.HK achieves a 16.87% return, which is significantly higher than ^HSI's 14.00% return. Over the past 10 years, 0014.HK has underperformed ^HSI with an annualized return of -4.82%, while ^HSI has yielded a comparatively higher -1.78% annualized return.


0014.HK

YTD

16.87%

1M

9.98%

6M

8.79%

1Y

15.44%

5Y*

-6.33%

10Y*

-4.82%

^HSI

YTD

14.00%

1M

10.57%

6M

10.32%

1Y

20.59%

5Y*

-1.49%

10Y*

-1.78%

*Annualized

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Risk-Adjusted Performance

0014.HK vs. ^HSI — Risk-Adjusted Performance Rank

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

0014.HK
The Risk-Adjusted Performance Rank of 0014.HK is 7171
Overall Rank
The Sharpe Ratio Rank of 0014.HK is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of 0014.HK is 7272
Sortino Ratio Rank
The Omega Ratio Rank of 0014.HK is 6969
Omega Ratio Rank
The Calmar Ratio Rank of 0014.HK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of 0014.HK is 7070
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9090
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8989
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.

0014.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hysan Development Co Ltd (0014.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.


The current 0014.HK Sharpe Ratio is 0.72, which is comparable to the ^HSI Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of 0014.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.


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Drawdowns

0014.HK vs. ^HSI - Drawdown Comparison

The maximum 0014.HK drawdown since its inception was -68.58%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 0014.HK and ^HSI. For additional features, visit the drawdowns tool.


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Volatility

0014.HK vs. ^HSI - Volatility Comparison

The current volatility for Hysan Development Co Ltd (0014.HK) is 8.56%, while Hang Seng Index (^HSI) has a volatility of 15.61%. This indicates that 0014.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.


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