0066.HK vs. ^HSI
Compare and contrast key facts about MTR Corp Ltd (0066.HK) and Hang Seng Index (^HSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0066.HK or ^HSI.
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.
Performance
0066.HK vs. ^HSI - Performance Comparison
Key characteristics
0066.HK:
0.04
^HSI:
1.51
0066.HK:
0.22
^HSI:
2.13
0066.HK:
1.03
^HSI:
1.28
0066.HK:
0.02
^HSI:
0.70
0066.HK:
0.10
^HSI:
3.87
0066.HK:
9.46%
^HSI:
9.68%
0066.HK:
23.51%
^HSI:
24.59%
0066.HK:
-61.83%
^HSI:
-91.54%
0066.HK:
-46.95%
^HSI:
-37.96%
Returns By Period
In the year-to-date period, 0066.HK achieves a -9.04% return, which is significantly lower than ^HSI's 2.54% return. Over the past 10 years, 0066.HK has outperformed ^HSI with an annualized return of 0.37%, while ^HSI has yielded a comparatively lower -1.85% annualized return.
0066.HK
-9.04%
-6.81%
-1.87%
0.31%
-8.16%
0.37%
^HSI
2.54%
4.10%
23.19%
32.42%
-5.27%
-1.85%
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Risk-Adjusted Performance
0066.HK vs. ^HSI — Risk-Adjusted Performance Rank
0066.HK
^HSI
0066.HK vs. ^HSI - Risk-Adjusted Performance 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.
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 -91.54%. Use the drawdown chart below to compare losses from any high point for 0066.HK and ^HSI. For additional features, visit the drawdowns tool.
Volatility
0066.HK vs. ^HSI - Volatility Comparison
MTR Corp Ltd (0066.HK) and Hang Seng Index (^HSI) have volatilities of 5.62% and 5.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.