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0083.HK vs. 0823.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0083.HK and 0823.HK is 0.34, 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.


-0.50.00.51.00.3

Performance

0083.HK vs. 0823.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sino Land (0083.HK) and Link Real Estate Investment Trust (0823.HK). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-1.45%
9.94%
0083.HK
0823.HK

Key characteristics

Sharpe Ratio

0083.HK:

0.15

0823.HK:

-0.37

Sortino Ratio

0083.HK:

0.36

0823.HK:

-0.37

Omega Ratio

0083.HK:

1.04

0823.HK:

0.96

Calmar Ratio

0083.HK:

0.08

0823.HK:

-0.15

Martin Ratio

0083.HK:

0.38

0823.HK:

-0.53

Ulcer Index

0083.HK:

8.22%

0823.HK:

17.43%

Daily Std Dev

0083.HK:

21.54%

0823.HK:

24.64%

Max Drawdown

0083.HK:

-82.13%

0823.HK:

-60.51%

Current Drawdown

0083.HK:

-37.67%

0823.HK:

-55.35%

Fundamentals

Market Cap

0083.HK:

HK$69.59B

0823.HK:

HK$85.83B

EPS

0083.HK:

HK$0.00

0823.HK:

HK$0.00

PEG Ratio

0083.HK:

0.34

0823.HK:

10.18

Total Revenue (TTM)

0083.HK:

HK$9.40B

0823.HK:

HK$7.13B

Gross Profit (TTM)

0083.HK:

HK$3.90B

0823.HK:

HK$5.23B

EBITDA (TTM)

0083.HK:

HK$1.69B

0823.HK:

HK$978.00M

Returns By Period

In the year-to-date period, 0083.HK achieves a -4.64% return, which is significantly higher than 0823.HK's -20.46% return. Over the past 10 years, 0083.HK has underperformed 0823.HK with an annualized return of 0.50%, while 0823.HK has yielded a comparatively higher 0.80% annualized return.


0083.HK

YTD

-4.64%

1M

-3.70%

6M

-1.83%

1Y

-1.14%

5Y*

-1.97%

10Y*

0.50%

0823.HK

YTD

-20.46%

1M

-4.88%

6M

9.51%

1Y

-19.63%

5Y*

-11.98%

10Y*

0.80%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

0083.HK vs. 0823.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sino Land (0083.HK) and Link Real Estate Investment Trust (0823.HK). 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 0083.HK, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.16-0.35
The chart of Sortino ratio for 0083.HK, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.39-0.34
The chart of Omega ratio for 0083.HK, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.96
The chart of Calmar ratio for 0083.HK, currently valued at 0.09, compared to the broader market0.002.004.006.000.09-0.15
The chart of Martin ratio for 0083.HK, currently valued at 0.43, compared to the broader market-5.000.005.0010.0015.0020.0025.000.43-0.51
0083.HK
0823.HK

The current 0083.HK Sharpe Ratio is 0.15, which is higher than the 0823.HK Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of 0083.HK and 0823.HK, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
0.16
-0.35
0083.HK
0823.HK

Dividends

0083.HK vs. 0823.HK - Dividend Comparison

0083.HK's dividend yield for the trailing twelve months is around 7.69%, less than 0823.HK's 8.32% yield.


TTM20232022202120202019201820172016201520142013
0083.HK
Sino Land
7.69%6.83%5.84%5.66%5.45%4.86%6.33%3.83%4.39%4.40%3.99%4.72%
0823.HK
Link Real Estate Investment Trust
8.32%5.68%5.26%4.49%4.07%3.42%3.26%3.29%4.34%4.14%3.61%4.14%

Drawdowns

0083.HK vs. 0823.HK - Drawdown Comparison

The maximum 0083.HK drawdown since its inception was -82.13%, which is greater than 0823.HK's maximum drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for 0083.HK and 0823.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-37.42%
-55.24%
0083.HK
0823.HK

Volatility

0083.HK vs. 0823.HK - Volatility Comparison

Sino Land (0083.HK) and Link Real Estate Investment Trust (0823.HK) have volatilities of 4.99% and 4.80%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.99%
4.80%
0083.HK
0823.HK

Financials

0083.HK vs. 0823.HK - Financials Comparison

This section allows you to compare key financial metrics between Sino Land and Link Real Estate Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in HKD except per share items
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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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