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0285.HK vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

0285.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in BYD Electronic International Co Ltd (0285.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 0285.HK achieves a -11.89% return, which is significantly lower than ^HSI's -1.47% return. Over the past 10 years, 0285.HK has outperformed ^HSI with an annualized return of 22.27%, while ^HSI has yielded a comparatively lower 1.85% annualized return.


0285.HK

1D
1.16%
1M
8.02%
YTD
-11.89%
6M
-14.78%
1Y
-6.75%
3Y*
8.63%
5Y*
-9.92%
10Y*
22.27%

^HSI

1D
-1.48%
1M
-2.49%
YTD
-1.47%
6M
-2.63%
1Y
6.76%
3Y*
9.74%
5Y*
-2.67%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0285.HK vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0285.HK
BYD Electronic International Co Ltd
-11.89%-18.45%16.83%46.92%-11.56%-29.28%173.28%55.39%-40.74%180.29%
^HSI
Hang Seng Index
-1.47%27.77%17.67%-13.82%-15.46%-14.08%-3.40%9.07%-13.61%35.99%

Correlation

The correlation between 0285.HK and ^HSI is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.58

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

0.61

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2007

0.48

The correlation between 0285.HK and ^HSI shifts across timeframes, from 0.48 (all time) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

0285.HK vs. ^HSI — Risk / Return Rank

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

0285.HK
0285.HK Risk / Return Rank: 3636
Overall Rank
0285.HK Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
0285.HK Sortino Ratio Rank: 3434
Sortino Ratio Rank
0285.HK Omega Ratio Rank: 3333
Omega Ratio Rank
0285.HK Calmar Ratio Rank: 3838
Calmar Ratio Rank
0285.HK Martin Ratio Rank: 3838
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2828
Calmar Ratio Rank
^HSI Martin Ratio Rank: 2929
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.

0285.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Electronic International Co Ltd (0285.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.


0285.HK^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.02

1.07

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.10

0.54

-0.64

Martin ratioReturn relative to average drawdown

-0.18

1.35

-1.52

0285.HK vs. ^HSI - Sharpe Ratio Comparison

The current 0285.HK Sharpe Ratio is -0.10, which is lower than the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 0285.HK and ^HSI, 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


0285.HK^HSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.37

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.11

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.09

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.27

-0.16

Drawdowns

0285.HK vs. ^HSI - Drawdown Comparison

The maximum 0285.HK drawdown since its inception was -89.89%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 0285.HK and ^HSI.


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Drawdown Indicators


0285.HK^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-89.89%

-65.18%

-24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-40.86%

-12.82%

-28.04%

Max Drawdown (3Y)

Largest decline over 3 years

-56.13%

-25.49%

-30.64%

Max Drawdown (5Y)

Largest decline over 5 years

-74.53%

-49.85%

-24.68%

Max Drawdown (10Y)

Largest decline over 10 years

-77.50%

-55.70%

-21.80%

Current Drawdown

Current decline from peak

-50.14%

-23.83%

-26.31%

Average Drawdown

Average peak-to-trough decline

-53.53%

-24.17%

-29.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.20%

5.09%

+17.11%

Volatility

0285.HK vs. ^HSI - Volatility Comparison

BYD Electronic International Co Ltd (0285.HK) has a higher volatility of 11.62% compared to Hang Seng Index (^HSI) at 5.18%. This indicates that 0285.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.


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Volatility by Period


0285.HK^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.62%

5.18%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

24.55%

13.70%

+10.85%

Volatility (1Y)

Calculated over the trailing 1-year period

40.41%

18.52%

+21.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.22%

25.32%

+29.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.98%

21.96%

+36.02%

Frequently Asked Questions


0285.HK and ^HSI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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