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0189.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0189.HK and ^HSI is 0.19, 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

0189.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dongyue Group Ltd (0189.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
388.64%
-11.80%
0189.HK
^HSI

Key characteristics

Sharpe Ratio

0189.HK:

1.08

^HSI:

1.22

Sortino Ratio

0189.HK:

1.68

^HSI:

1.62

Omega Ratio

0189.HK:

1.21

^HSI:

1.25

Calmar Ratio

0189.HK:

0.72

^HSI:

0.70

Martin Ratio

0189.HK:

2.41

^HSI:

3.33

Ulcer Index

0189.HK:

23.27%

^HSI:

10.46%

Daily Std Dev

0189.HK:

51.47%

^HSI:

28.81%

Max Drawdown

0189.HK:

-78.55%

^HSI:

-91.54%

Current Drawdown

0189.HK:

-59.98%

^HSI:

-31.56%

Returns By Period

In the year-to-date period, 0189.HK achieves a 17.57% return, which is significantly higher than ^HSI's 13.12% return.


0189.HK

YTD

17.57%

1M

24.29%

6M

40.74%

1Y

24.31%

5Y*

29.44%

10Y*

N/A

^HSI

YTD

13.12%

1M

14.44%

6M

10.49%

1Y

22.80%

5Y*

-1.34%

10Y*

-1.98%

*Annualized

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Risk-Adjusted Performance

0189.HK vs. ^HSI — Risk-Adjusted Performance Rank

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

0189.HK
The Risk-Adjusted Performance Rank of 0189.HK is 8080
Overall Rank
The Sharpe Ratio Rank of 0189.HK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of 0189.HK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of 0189.HK is 7878
Omega Ratio Rank
The Calmar Ratio Rank of 0189.HK is 7979
Calmar Ratio Rank
The Martin Ratio Rank of 0189.HK is 7676
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9191
Overall Rank
The Sharpe Ratio Rank of ^HSI is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0189.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dongyue Group Ltd (0189.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.


The current 0189.HK Sharpe Ratio is 1.08, which is comparable to the ^HSI Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of 0189.HK and ^HSI, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.51
0.85
0189.HK
^HSI

Drawdowns

0189.HK vs. ^HSI - Drawdown Comparison

The maximum 0189.HK drawdown since its inception was -78.55%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 0189.HK and ^HSI. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-59.95%
-31.07%
0189.HK
^HSI

Volatility

0189.HK vs. ^HSI - Volatility Comparison

Dongyue Group Ltd (0189.HK) has a higher volatility of 20.93% compared to Hang Seng Index (^HSI) at 15.61%. This indicates that 0189.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.93%
15.61%
0189.HK
^HSI