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 0.10, 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
0066.HK vs. ^HSI - Performance Comparison
Key characteristics
0066.HK:
0.28
^HSI:
0.88
0066.HK:
0.98
^HSI:
1.53
0066.HK:
1.12
^HSI:
1.24
0066.HK:
0.28
^HSI:
0.65
0066.HK:
1.15
^HSI:
3.09
0066.HK:
11.87%
^HSI:
10.47%
0066.HK:
22.20%
^HSI:
28.80%
0066.HK:
-61.83%
^HSI:
-91.54%
0066.HK:
-42.11%
^HSI:
-31.30%
Returns By Period
In the year-to-date period, 0066.HK achieves a -0.74% return, which is significantly lower than ^HSI's 13.54% return. Over the past 10 years, 0066.HK has outperformed ^HSI with an annualized return of 0.33%, while ^HSI has yielded a comparatively lower -1.99% annualized return.
0066.HK
-0.74%
10.25%
-5.45%
5.97%
-5.70%
0.33%
^HSI
13.54%
13.16%
8.70%
24.36%
-1.26%
-1.99%
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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
The current volatility for MTR Corp Ltd (0066.HK) is 6.87%, while Hang Seng Index (^HSI) has a volatility of 15.62%. This indicates that 0066.HK experiences smaller price fluctuations and is considered to be less risky than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.