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0285.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0285.HK and ^HSI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

0285.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
58.53%
23.37%
0285.HK
^HSI

Key characteristics

Sharpe Ratio

0285.HK:

1.02

^HSI:

1.36

Sortino Ratio

0285.HK:

1.69

^HSI:

1.95

Omega Ratio

0285.HK:

1.20

^HSI:

1.25

Calmar Ratio

0285.HK:

0.92

^HSI:

0.63

Martin Ratio

0285.HK:

3.40

^HSI:

3.47

Ulcer Index

0285.HK:

16.35%

^HSI:

9.70%

Daily Std Dev

0285.HK:

54.16%

^HSI:

24.73%

Max Drawdown

0285.HK:

-89.89%

^HSI:

-91.54%

Current Drawdown

0285.HK:

-25.30%

^HSI:

-38.10%

Returns By Period

In the year-to-date period, 0285.HK achieves a 4.16% return, which is significantly higher than ^HSI's 2.31% return. Over the past 10 years, 0285.HK has outperformed ^HSI with an annualized return of 20.77%, while ^HSI has yielded a comparatively lower -1.87% annualized return.


0285.HK

YTD

4.16%

1M

6.44%

6M

58.41%

1Y

69.10%

5Y*

24.33%

10Y*

20.77%

^HSI

YTD

2.31%

1M

3.86%

6M

23.28%

1Y

32.32%

5Y*

-5.82%

10Y*

-1.87%

*Annualized

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Risk-Adjusted Performance

0285.HK vs. ^HSI — Risk-Adjusted Performance Rank

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

0285.HK
The Risk-Adjusted Performance Rank of 0285.HK is 7676
Overall Rank
The Sharpe Ratio Rank of 0285.HK is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of 0285.HK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of 0285.HK is 7171
Omega Ratio Rank
The Calmar Ratio Rank of 0285.HK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of 0285.HK is 7575
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 5555
Overall Rank
The Sharpe Ratio Rank of ^HSI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 4848
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.

0285.HK vs. ^HSI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for 0285.HK, currently valued at 0.95, compared to the broader market-2.000.002.004.000.951.37
The chart of Sortino ratio for 0285.HK, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.611.97
The chart of Omega ratio for 0285.HK, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.25
The chart of Calmar ratio for 0285.HK, currently valued at 0.85, compared to the broader market0.002.004.006.000.850.64
The chart of Martin ratio for 0285.HK, currently valued at 3.17, compared to the broader market-10.000.0010.0020.003.173.51
0285.HK
^HSI

The current 0285.HK Sharpe Ratio is 1.02, which is comparable to the ^HSI Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of 0285.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 Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.95
1.37
0285.HK
^HSI

Drawdowns

0285.HK vs. ^HSI - Drawdown Comparison

The maximum 0285.HK drawdown since its inception was -89.89%, roughly equal to the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 0285.HK and ^HSI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-25.64%
-37.86%
0285.HK
^HSI

Volatility

0285.HK vs. ^HSI - Volatility Comparison

BYD Electronic International Co Ltd (0285.HK) has a higher volatility of 13.21% compared to Hang Seng Index (^HSI) at 5.62%. 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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
13.21%
5.62%
0285.HK
^HSI
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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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