0165.HK vs. BTC-USD

In the year-to-date period, 0165.HK achieves a 20.17% return, which is significantly lower than BTC-USD's 131.29% return. Over the past 10 years, 0165.HK has underperformed BTC-USD with an annualized return of -6.65%, while BTC-USD has yielded a comparatively higher 76.43% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for China Everbright Ltd (0165.HK) and Bitcoin (BTC-USD). 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.

The current 0165.HK Sharpe Ratio is 0.49, which is lower than the BTC-USD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of 0165.HK and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum 0165.HK drawdown since its inception was -85.29%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for 0165.HK and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for China Everbright Ltd (0165.HK) is 8.99%, while Bitcoin (BTC-USD) has a volatility of 14.07%. This indicates that 0165.HK experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.