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0027.HK vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

0027.HK vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Galaxy Entertainment Group Ltd (0027.HK) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0027.HK is traded in HKD, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0027.HK achieves a -16.15% return, which is significantly lower than USD=X's 0.68% return. Over the past 10 years, 0027.HK has outperformed USD=X with an annualized return of 4.43%, while USD=X has yielded a comparatively lower 0.10% annualized return.


0027.HK

1D
1.23%
1M
-2.87%
YTD
-16.15%
6M
-17.49%
1Y
-0.21%
3Y*
-12.93%
5Y*
-11.27%
10Y*
4.43%

USD=X

1D
0.00%
1M
0.07%
YTD
0.68%
6M
0.69%
1Y
-0.17%
3Y*
0.07%
5Y*
0.19%
10Y*
0.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0027.HK vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0027.HK
Galaxy Entertainment Group Ltd
-16.15%20.00%-22.76%-14.88%28.55%-32.95%6.05%17.31%-19.35%87.82%
USD=X
USD Cash
0.68%0.19%-0.52%-0.01%0.17%0.54%-0.45%-0.53%0.22%0.77%

Correlation

The correlation between 0027.HK and USD=X is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.06

Correlation (10Y)
Calculated over the trailing 10-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

-0.08

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Return for Risk

0027.HK vs. USD=X — Risk / Return Rank

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

0027.HK
0027.HK Risk / Return Rank: 3838
Overall Rank
0027.HK Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
0027.HK Sortino Ratio Rank: 3434
Sortino Ratio Rank
0027.HK Omega Ratio Rank: 3434
Omega Ratio Rank
0027.HK Calmar Ratio Rank: 4141
Calmar Ratio Rank
0027.HK Martin Ratio Rank: 4040
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0027.HK vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galaxy Entertainment Group Ltd (0027.HK) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


0027.HKUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.01

0.96

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.07

-0.17

+0.10

Martin ratioReturn relative to average drawdown

-0.14

-0.29

+0.15

0027.HK vs. USD=X - Sharpe Ratio Comparison

The current 0027.HK Sharpe Ratio is -0.07, which is higher than the USD=X Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of 0027.HK and USD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0027.HK vs. USD=X - Drawdown Comparison

The maximum 0027.HK drawdown since its inception was -94.20%, which is greater than USD=X's maximum drawdown of -1.30%. Use the drawdown chart below to compare losses from any high point for 0027.HK and USD=X.


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Drawdown Indicators


0027.HKUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-94.20%

-1.30%

-92.90%

Max Drawdown (1Y)

Largest decline over 1 year

-27.98%

-1.07%

-26.91%

Max Drawdown (3Y)

Largest decline over 3 years

-53.68%

-1.25%

-52.43%

Max Drawdown (5Y)

Largest decline over 5 years

-58.20%

-1.28%

-56.92%

Max Drawdown (10Y)

Largest decline over 10 years

-66.22%

-1.30%

-64.92%

Current Drawdown

Current decline from peak

-56.10%

-0.19%

-55.91%

Average Drawdown

Average peak-to-trough decline

-36.46%

-0.67%

-35.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.09%

0.10%

+12.99%

Volatility

0027.HK vs. USD=X - Volatility Comparison

Galaxy Entertainment Group Ltd (0027.HK) has a higher volatility of 6.04% compared to USD Cash (USD=X) at 0.09%. This indicates that 0027.HK's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0027.HKUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

0.09%

+5.95%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

0.54%

+18.47%

Volatility (1Y)

Calculated over the trailing 1-year period

28.95%

0.70%

+28.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.99%

0.68%

+37.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.57%

0.60%

+36.97%

Frequently Asked Questions


0027.HK and USD=X have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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