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0052.HK vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0052.HK and YALL is 0.00, 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.


-0.50.00.51.00.0

Performance

0052.HK vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fairwood Holdings Ltd (0052.HK) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-14.12%
12.10%
0052.HK
YALL

Key characteristics

Sharpe Ratio

0052.HK:

-1.81

YALL:

1.90

Sortino Ratio

0052.HK:

-2.78

YALL:

2.64

Omega Ratio

0052.HK:

0.69

YALL:

1.33

Calmar Ratio

0052.HK:

-0.36

YALL:

3.52

Martin Ratio

0052.HK:

-1.74

YALL:

10.54

Ulcer Index

0052.HK:

16.12%

YALL:

2.91%

Daily Std Dev

0052.HK:

14.86%

YALL:

16.19%

Max Drawdown

0052.HK:

-98.53%

YALL:

-12.03%

Current Drawdown

0052.HK:

-78.40%

YALL:

-5.36%

Returns By Period

In the year-to-date period, 0052.HK achieves a -4.44% return, which is significantly lower than YALL's 1.21% return.


0052.HK

YTD

-4.44%

1M

-3.33%

6M

-14.19%

1Y

-24.85%

5Y*

-17.86%

10Y*

-7.69%

YALL

YTD

1.21%

1M

-0.77%

6M

12.10%

1Y

31.43%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

0052.HK vs. YALL — Risk-Adjusted Performance Rank

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

0052.HK
The Risk-Adjusted Performance Rank of 0052.HK is 66
Overall Rank
The Sharpe Ratio Rank of 0052.HK is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of 0052.HK is 00
Sortino Ratio Rank
The Omega Ratio Rank of 0052.HK is 22
Omega Ratio Rank
The Calmar Ratio Rank of 0052.HK is 2525
Calmar Ratio Rank
The Martin Ratio Rank of 0052.HK is 22
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8080
Overall Rank
The Sharpe Ratio Rank of YALL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7878
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.

0052.HK vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairwood Holdings Ltd (0052.HK) and God Bless America ETF (YALL). 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.


Sharpe ratio
The chart of Sharpe ratio for 0052.HK, currently valued at -1.73, compared to the broader market-2.000.002.004.00-1.731.88
The chart of Sortino ratio for 0052.HK, currently valued at -2.64, compared to the broader market-4.00-2.000.002.004.00-2.642.63
The chart of Omega ratio for 0052.HK, currently valued at 0.70, compared to the broader market0.501.001.502.000.701.33
The chart of Calmar ratio for 0052.HK, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.463.47
The chart of Martin ratio for 0052.HK, currently valued at -1.54, compared to the broader market-10.000.0010.0020.00-1.5410.27
0052.HK
YALL

The current 0052.HK Sharpe Ratio is -1.81, which is lower than the YALL Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of 0052.HK and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-1.73
1.88
0052.HK
YALL

Dividends

0052.HK vs. YALL - Dividend Comparison

0052.HK's dividend yield for the trailing twelve months is around 6.02%, more than YALL's 0.49% yield.


TTM20242023202220212020201920182017201620152014
0052.HK
Fairwood Holdings Ltd
6.02%5.76%5.56%4.16%5.48%4.52%5.23%5.41%2.97%3.14%3.40%3.54%
YALL
God Bless America ETF
0.49%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

0052.HK vs. YALL - Drawdown Comparison

The maximum 0052.HK drawdown since its inception was -98.53%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for 0052.HK and YALL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-53.96%
-5.36%
0052.HK
YALL

Volatility

0052.HK vs. YALL - Volatility Comparison

The current volatility for Fairwood Holdings Ltd (0052.HK) is 3.38%, while God Bless America ETF (YALL) has a volatility of 4.52%. This indicates that 0052.HK experiences smaller price fluctuations and is considered to be less risky than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.38%
4.52%
0052.HK
YALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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