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0017.HK vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0017.HKEME
YTD Return-43.07%64.44%
1Y Return-58.82%59.01%
3Y Return (Ann)-39.65%43.24%
5Y Return (Ann)-26.37%33.03%
10Y Return (Ann)-12.24%23.80%
Sharpe Ratio-1.251.99
Daily Std Dev44.18%30.58%
Max Drawdown-95.34%-70.56%
Current Drawdown-90.71%-11.28%

Fundamentals


0017.HKEME
Market CapHK$16.99B$16.63B
EPSHK$0.00$17.43
PE Ratio15.0020.28
PEG Ratio0.601.32

Correlation

-0.50.00.51.00.1

The correlation between 0017.HK and EME is 0.08, 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

0017.HK vs. EME - Performance Comparison

In the year-to-date period, 0017.HK achieves a -43.07% return, which is significantly lower than EME's 64.44% return. Over the past 10 years, 0017.HK has underperformed EME with an annualized return of -12.24%, while EME has yielded a comparatively higher 23.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-19.71%
8.63%
0017.HK
EME

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


New World Development Co Ltd

EMCOR Group, Inc.

Risk-Adjusted Performance

0017.HK vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New World Development Co Ltd (0017.HK) and EMCOR Group, Inc. (EME). 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.


0017.HK
Sharpe ratio
The chart of Sharpe ratio for 0017.HK, currently valued at -1.27, compared to the broader market-4.00-2.000.002.00-1.27
Sortino ratio
The chart of Sortino ratio for 0017.HK, currently valued at -2.04, compared to the broader market-6.00-4.00-2.000.002.004.00-2.04
Omega ratio
The chart of Omega ratio for 0017.HK, currently valued at 0.76, compared to the broader market0.501.001.502.000.76
Calmar ratio
The chart of Calmar ratio for 0017.HK, currently valued at -0.63, compared to the broader market0.001.002.003.004.005.00-0.63
Martin ratio
The chart of Martin ratio for 0017.HK, currently valued at -1.44, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-1.44
EME
Sharpe ratio
The chart of Sharpe ratio for EME, currently valued at 2.05, compared to the broader market-4.00-2.000.002.002.05
Sortino ratio
The chart of Sortino ratio for EME, currently valued at 2.62, compared to the broader market-6.00-4.00-2.000.002.004.002.62
Omega ratio
The chart of Omega ratio for EME, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for EME, currently valued at 4.13, compared to the broader market0.001.002.003.004.005.004.13
Martin ratio
The chart of Martin ratio for EME, currently valued at 12.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.0012.70

0017.HK vs. EME - Sharpe Ratio Comparison

The current 0017.HK Sharpe Ratio is -1.25, which is lower than the EME Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of 0017.HK and EME.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00AprilMayJuneJulyAugustSeptember
-1.27
2.05
0017.HK
EME

Dividends

0017.HK vs. EME - Dividend Comparison

0017.HK's dividend yield for the trailing twelve months is around 7.41%, more than EME's 0.24% yield.


TTM20232022202120202019201820172016201520142013
0017.HK
New World Development Co Ltd
7.41%6.27%9.36%6.68%5.65%4.78%4.63%3.92%5.37%5.48%4.63%1.33%
EME
EMCOR Group, Inc.
0.24%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

0017.HK vs. EME - Drawdown Comparison

The maximum 0017.HK drawdown since its inception was -95.34%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for 0017.HK and EME. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-87.24%
-11.28%
0017.HK
EME

Volatility

0017.HK vs. EME - Volatility Comparison

New World Development Co Ltd (0017.HK) has a higher volatility of 16.45% compared to EMCOR Group, Inc. (EME) at 11.18%. This indicates that 0017.HK's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AprilMayJuneJulyAugustSeptember
16.45%
11.18%
0017.HK
EME

Financials

0017.HK vs. EME - Financials Comparison

This section allows you to compare key financial metrics between New World Development Co Ltd and EMCOR Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. 0017.HK values in HKD, EME values in USD