0017.HK vs. 0016.HK
Compare and contrast key facts about New World Development Co Ltd (0017.HK) and Sun Hung Kai Properties Limited (0016.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0017.HK or 0016.HK.
Key characteristics
| 0017.HK | 0016.HK | |
|---|---|---|
| YTD Return | -31.60% | 3.44% |
| 1Y Return | -43.05% | 12.07% |
| 3Y Return (Ann) | -34.45% | -0.67% |
| 5Y Return (Ann) | -24.63% | -0.73% |
| 10Y Return (Ann) | -9.78% | 1.52% |
| Sharpe Ratio | -0.83 | 0.30 |
| Sortino Ratio | -1.16 | 0.64 |
| Omega Ratio | 0.86 | 1.07 |
| Calmar Ratio | -0.48 | 0.18 |
| Martin Ratio | -1.09 | 0.69 |
| Ulcer Index | 40.45% | 10.88% |
| Daily Std Dev | 53.51% | 24.76% |
| Max Drawdown | -95.34% | -70.45% |
| Current Drawdown | -88.83% | -21.68% |
Fundamentals
| 0017.HK | 0016.HK | |
|---|---|---|
| Market Cap | HK$20.06B | HK$250.53B |
| EPS | HK$0.00 | HK$0.00 |
| PEG Ratio | 0.71 | 0.58 |
Correlation
The correlation between 0017.HK and 0016.HK is 0.68, 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
0017.HK vs. 0016.HK - Performance Comparison
In the year-to-date period, 0017.HK achieves a -31.60% return, which is significantly lower than 0016.HK's 3.44% return. Over the past 10 years, 0017.HK has underperformed 0016.HK with an annualized return of -9.78%, while 0016.HK has yielded a comparatively higher 1.52% 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
0017.HK vs. 0016.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for New World Development Co Ltd (0017.HK) and Sun Hung Kai Properties Limited (0016.HK). 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
0017.HK vs. 0016.HK - Dividend Comparison
0017.HK's dividend yield for the trailing twelve months is around 6.17%, more than 0016.HK's 5.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0017.HK New World Development Co Ltd | 6.17% | 6.27% | 9.36% | 6.68% | 5.65% | 4.78% | 4.63% | 3.92% | 5.37% | 5.48% | 4.63% | 1.33% |
0016.HK Sun Hung Kai Properties Limited | 5.39% | 5.86% | 4.63% | 5.23% | 4.95% | 4.15% | 4.17% | 3.14% | 3.93% | 3.58% | 2.83% | 3.41% |
Drawdowns
0017.HK vs. 0016.HK - Drawdown Comparison
The maximum 0017.HK drawdown since its inception was -95.34%, which is greater than 0016.HK's maximum drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for 0017.HK and 0016.HK. For additional features, visit the drawdowns tool.
Volatility
0017.HK vs. 0016.HK - Volatility Comparison
New World Development Co Ltd (0017.HK) has a higher volatility of 30.10% compared to Sun Hung Kai Properties Limited (0016.HK) at 9.85%. This indicates that 0017.HK's price experiences larger fluctuations and is considered to be riskier than 0016.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0017.HK vs. 0016.HK - Financials Comparison
This section allows you to compare key financial metrics between New World Development Co Ltd and Sun Hung Kai Properties Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities