0014.HK vs. ^HSI
Compare and contrast key facts about Hysan Development Co Ltd (0014.HK) and Hang Seng Index (^HSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0014.HK or ^HSI.
Key characteristics
| 0014.HK | ^HSI | |
|---|---|---|
| YTD Return | -15.63% | 6.50% |
| 1Y Return | -39.84% | -8.92% |
| 3Y Return (Ann) | -20.41% | -14.50% |
| 5Y Return (Ann) | -18.30% | -9.82% |
| 10Y Return (Ann) | -5.48% | -2.07% |
| Sharpe Ratio | -1.62 | -0.42 |
| Daily Std Dev | 26.06% | 22.99% |
| Max Drawdown | -65.95% | -91.54% |
| Current Drawdown | -63.37% | -45.24% |
Correlation
The correlation between 0014.HK and ^HSI is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
0014.HK vs. ^HSI - Performance Comparison
In the year-to-date period, 0014.HK achieves a -15.63% return, which is significantly lower than ^HSI's 6.50% return. Over the past 10 years, 0014.HK has underperformed ^HSI with an annualized return of -5.48%, while ^HSI has yielded a comparatively higher -2.07% annualized 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. ^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.
Drawdowns
0014.HK vs. ^HSI - Drawdown Comparison
The maximum 0014.HK drawdown since its inception was -65.95%, 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.
Volatility
0014.HK vs. ^HSI - Volatility Comparison
Hysan Development Co Ltd (0014.HK) and Hang Seng Index (^HSI) have volatilities of 6.18% and 6.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.