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0116.HK vs. AEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

0116.HK vs. AEE - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in CHOW SANG SANG (0116.HK) and Ameren Corporation (AEE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0116.HK is traded in HKD, while AEE is traded in USD. To make them comparable, the AEE values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0116.HK achieves a -7.07% return, which is significantly lower than AEE's 8.56% return. Over the past 10 years, 0116.HK has underperformed AEE with an annualized return of 2.12%, while AEE has yielded a comparatively higher 11.20% annualized return.


0116.HK

1D
0.00%
1M
-5.98%
YTD
-7.07%
6M
-4.97%
1Y
41.34%
3Y*
13.05%
5Y*
1.21%
10Y*
2.12%

AEE

1D
0.67%
1M
-4.20%
YTD
8.56%
6M
8.28%
1Y
13.88%
3Y*
12.72%
5Y*
7.74%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0116.HK vs. AEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0116.HK
CHOW SANG SANG
-7.07%99.76%-22.16%-9.81%-0.25%27.62%-5.86%-11.85%-36.25%34.39%
AEE
Ameren Corporation
8.56%15.53%26.81%-16.08%2.72%17.73%3.79%20.18%14.24%16.82%

Correlation

The correlation between 0116.HK and AEE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2007

-0.00

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Return for Risk

0116.HK vs. AEE — Risk / Return Rank

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

0116.HK
0116.HK Risk / Return Rank: 6767
Overall Rank
0116.HK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
0116.HK Sortino Ratio Rank: 6969
Sortino Ratio Rank
0116.HK Omega Ratio Rank: 6464
Omega Ratio Rank
0116.HK Calmar Ratio Rank: 6969
Calmar Ratio Rank
0116.HK Martin Ratio Rank: 6666
Martin Ratio Rank

AEE
AEE Risk / Return Rank: 6868
Overall Rank
AEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AEE Sortino Ratio Rank: 6262
Sortino Ratio Rank
AEE Omega Ratio Rank: 6060
Omega Ratio Rank
AEE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AEE Martin Ratio Rank: 7474
Martin Ratio Rank
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.

0116.HK vs. AEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CHOW SANG SANG (0116.HK) and Ameren Corporation (AEE). 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.


0116.HKAEEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.47

1.74

-0.26

Martin ratioReturn relative to average drawdown

2.96

4.41

-1.45

0116.HK vs. AEE - Sharpe Ratio Comparison

The current 0116.HK Sharpe Ratio is 0.80, which is comparable to the AEE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of 0116.HK and AEE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


0116.HKAEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.90

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.40

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.52

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.37

-0.17

Drawdowns

0116.HK vs. AEE - Drawdown Comparison

The maximum 0116.HK drawdown since its inception was -78.55%, which is greater than AEE's maximum drawdown of -60.82%. Use the drawdown chart below to compare losses from any high point for 0116.HK and AEE.


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Drawdown Indicators


0116.HKAEEDifference

Max Drawdown

Largest peak-to-trough decline

-78.55%

-60.82%

-17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-8.03%

-20.86%

Max Drawdown (3Y)

Largest decline over 3 years

-41.24%

-21.79%

-19.45%

Max Drawdown (5Y)

Largest decline over 5 years

-54.43%

-27.68%

-26.75%

Max Drawdown (10Y)

Largest decline over 10 years

-61.75%

-29.24%

-32.51%

Current Drawdown

Current decline from peak

-36.00%

-6.42%

-29.58%

Average Drawdown

Average peak-to-trough decline

-36.12%

-14.42%

-21.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.21%

3.16%

+11.05%

Volatility

0116.HK vs. AEE - Volatility Comparison

CHOW SANG SANG (0116.HK) has a higher volatility of 11.76% compared to Ameren Corporation (AEE) at 6.08%. This indicates that 0116.HK's price experiences larger fluctuations and is considered to be riskier than AEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0116.HKAEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

6.08%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

28.92%

11.99%

+16.93%

Volatility (1Y)

Calculated over the trailing 1-year period

53.37%

15.56%

+37.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.92%

19.25%

+18.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.69%

21.77%

+11.92%

Dividends

0116.HK vs. AEE - Dividend Comparison

0116.HK's dividend yield for the trailing twelve months is around 9.35%, more than AEE's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
0116.HK
CHOW SANG SANG
9.35%4.67%8.47%3.90%4.16%3.67%3.41%5.99%4.91%2.33%1.53%4.78%
AEE
Ameren Corporation
2.69%2.84%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%4.08%3.83%

Financials

0116.HK vs. AEE - Financials Comparison

This section allows you to compare key financial metrics between CHOW SANG SANG and Ameren Corporation. 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


Please note, different currencies. 0116.HK values in HKD, AEE values in USD

Frequently Asked Questions


0116.HK and AEE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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