0066.HK vs. ^HSI

Last updated Apr 2, 2026

Compare and contrast key facts about MTR Corp Ltd (0066.HK) and Hang Seng Index (^HSI).

Performance

0066.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in MTR Corp Ltd (0066.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

0066.HK vs. ^HSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0066.HK MTR Corp Ltd	9.46%	15.38%	-6.28%	-23.99%	2.22%	-0.72%	-3.03%	14.58%	-7.73%	24.21%
^HSI Hang Seng Index	-1.31%	27.77%	17.67%	-13.82%	-15.46%	-14.08%	-3.40%	9.07%	-13.61%	35.99%

Returns By Period

In the year-to-date period, 0066.HK achieves a 9.46% return, which is significantly higher than ^HSI's -1.31% return. Over the past 10 years, 0066.HK has underperformed ^HSI with an annualized return of 1.73%, while ^HSI has yielded a comparatively higher 2.12% annualized return.

0066.HK

• 1D: 2.00%
• 1M: -9.94%
• YTD: 9.46%
• 6M: 23.65%
• 1Y: 33.43%
• 3Y*: -0.57%
• 5Y*: -2.09%
• 10Y*: 1.73%

^HSI

• 1D: 2.04%
• 1M: -2.94%
• YTD: -1.31%
• 6M: -5.81%
• 1Y: 8.99%
• 3Y*: 7.43%
• 5Y*: -2.66%
• 10Y*: 2.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

0066.HK vs. ^HSI — Risk / Return Rank

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

0066.HK

0066.HK Risk / Return Rank: 82
0066.HK Sharpe Ratio Rank: 88
0066.HK Sortino Ratio Rank: 84
0066.HK Omega Ratio Rank: 85
0066.HK Calmar Ratio Rank: 75
0066.HK Martin Ratio Rank: 80

^HSI

^HSI Risk / Return Rank: 30
^HSI Sharpe Ratio Rank: 31
^HSI Sortino Ratio Rank: 27
^HSI Omega Ratio Rank: 30
^HSI Calmar Ratio Rank: 29
^HSI Martin Ratio Rank: 31

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.

0066.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MTR Corp Ltd (0066.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.

	0066.HK	^HSI	Difference
Sharpe ratio Return per unit of total volatility	1.81	0.40	+1.41
Sortino ratio Return per unit of downside risk	2.35	0.64	+1.71
Omega ratio Gain probability vs. loss probability	1.33	1.10	+0.24
Calmar ratio Return relative to maximum drawdown	1.94	0.37	+1.57
Martin ratio Return relative to average drawdown	6.31	1.19	+5.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0066.HK vs. ^HSI - Sharpe Ratio Comparison

The current 0066.HK Sharpe Ratio is 1.81, which is higher than the ^HSI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of 0066.HK and ^HSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	0066.HK	^HSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	0.40	+1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	-0.11	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.10	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.27	+0.06

Correlation

The correlation between 0066.HK and ^HSI is 0.57, 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.

Drawdowns

0066.HK vs. ^HSI - Drawdown Comparison

The maximum 0066.HK drawdown since its inception was -61.83%, smaller than the maximum ^HSI drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 0066.HK and ^HSI.

Drawdown Indicators

	0066.HK	^HSI	Difference
Max Drawdown Largest peak-to-trough decline	-61.83%	-65.18%	+3.35%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-14.54%	-1.39%
Max Drawdown (5Y) Largest decline over 5 years	-46.16%	-50.16%	+4.00%
Max Drawdown (10Y) Largest decline over 10 years	-51.89%	-55.70%	+3.81%
Current Drawdown Current decline from peak	-26.42%	-23.71%	-2.71%
Average Drawdown Average peak-to-trough decline	-17.15%	-24.18%	+7.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.89%	4.86%	+0.03%

Volatility

0066.HK vs. ^HSI - Volatility Comparison

MTR Corp Ltd (0066.HK) has a higher volatility of 10.05% compared to Hang Seng Index (^HSI) at 7.43%. This indicates that 0066.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0066.HK	^HSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.05%	7.43%	+2.62%
Volatility (6M) Calculated over the trailing 6-month period	15.28%	14.22%	+1.06%
Volatility (1Y) Calculated over the trailing 1-year period	18.96%	23.11%	-4.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.70%	25.25%	-6.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.85%	21.94%	-3.09%