PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
0293.HK vs. SINGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0293.HK and SINGY is 0.28, 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.


-0.50.00.51.00.3

Performance

0293.HK vs. SINGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cathay Pacific Airways Limited (0293.HK) and Singapore Airlines Ltd (SINGY). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%SeptemberOctoberNovemberDecember2025
89.61%
114.00%
0293.HK
SINGY

Key characteristics

Sharpe Ratio

0293.HK:

2.08

SINGY:

0.04

Sortino Ratio

0293.HK:

3.17

SINGY:

0.18

Omega Ratio

0293.HK:

1.40

SINGY:

1.03

Calmar Ratio

0293.HK:

0.83

SINGY:

0.04

Martin Ratio

0293.HK:

7.93

SINGY:

0.08

Ulcer Index

0293.HK:

5.75%

SINGY:

9.56%

Daily Std Dev

0293.HK:

22.01%

SINGY:

20.55%

Max Drawdown

0293.HK:

-70.15%

SINGY:

-61.54%

Current Drawdown

0293.HK:

-33.73%

SINGY:

-13.87%

Fundamentals

Market Cap

0293.HK:

HK$67.60B

SINGY:

$13.99B

EPS

0293.HK:

HK$0.00

SINGY:

$0.79

PE Ratio

0293.HK:

8.90

SINGY:

11.73

PEG Ratio

0293.HK:

5.48

SINGY:

0.57

Total Revenue (TTM)

0293.HK:

HK$49.60B

SINGY:

$19.35B

Gross Profit (TTM)

0293.HK:

HK$8.91B

SINGY:

$3.97B

EBITDA (TTM)

0293.HK:

HK$12.03B

SINGY:

$2.00B

Returns By Period

In the year-to-date period, 0293.HK achieves a 9.30% return, which is significantly higher than SINGY's -1.81% return. Over the past 10 years, 0293.HK has underperformed SINGY with an annualized return of -1.97%, while SINGY has yielded a comparatively higher 0.69% annualized return.


0293.HK

YTD

9.30%

1M

9.87%

6M

32.79%

1Y

40.53%

5Y*

5.73%

10Y*

-1.97%

SINGY

YTD

-1.81%

1M

-1.47%

6M

2.13%

1Y

-1.61%

5Y*

4.33%

10Y*

0.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

0293.HK vs. SINGY — Risk-Adjusted Performance Rank

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

0293.HK
The Risk-Adjusted Performance Rank of 0293.HK is 8989
Overall Rank
The Sharpe Ratio Rank of 0293.HK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of 0293.HK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of 0293.HK is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 0293.HK is 7777
Calmar Ratio Rank
The Martin Ratio Rank of 0293.HK is 8989
Martin Ratio Rank

SINGY
The Risk-Adjusted Performance Rank of SINGY is 4444
Overall Rank
The Sharpe Ratio Rank of SINGY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SINGY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SINGY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SINGY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SINGY is 4747
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.

0293.HK vs. SINGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cathay Pacific Airways Limited (0293.HK) and Singapore Airlines Ltd (SINGY). 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 0293.HK, currently valued at 1.84, compared to the broader market-2.000.002.001.84-0.04
The chart of Sortino ratio for 0293.HK, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.880.08
The chart of Omega ratio for 0293.HK, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.02
The chart of Calmar ratio for 0293.HK, currently valued at 0.75, compared to the broader market0.002.004.006.000.75-0.03
The chart of Martin ratio for 0293.HK, currently valued at 6.84, compared to the broader market0.0010.0020.006.84-0.08
0293.HK
SINGY

The current 0293.HK Sharpe Ratio is 2.08, which is higher than the SINGY Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of 0293.HK and SINGY, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025
1.84
-0.04
0293.HK
SINGY

Dividends

0293.HK vs. SINGY - Dividend Comparison

0293.HK's dividend yield for the trailing twelve months is around 6.02%, less than SINGY's 7.68% yield.


TTM20242023202220212020201920182017201620152014
0293.HK
Cathay Pacific Airways Limited
6.02%6.58%0.00%0.00%0.00%0.00%3.30%1.35%0.00%3.14%3.87%1.54%
SINGY
Singapore Airlines Ltd
7.68%7.54%5.68%1.73%0.04%0.00%4.61%5.80%2.73%6.92%3.51%5.32%

Drawdowns

0293.HK vs. SINGY - Drawdown Comparison

The maximum 0293.HK drawdown since its inception was -70.15%, which is greater than SINGY's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for 0293.HK and SINGY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025
-33.94%
-13.87%
0293.HK
SINGY

Volatility

0293.HK vs. SINGY - Volatility Comparison

Cathay Pacific Airways Limited (0293.HK) has a higher volatility of 8.58% compared to Singapore Airlines Ltd (SINGY) at 3.92%. This indicates that 0293.HK's price experiences larger fluctuations and is considered to be riskier than SINGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025
8.58%
3.92%
0293.HK
SINGY

Financials

0293.HK vs. SINGY - Financials Comparison

This section allows you to compare key financial metrics between Cathay Pacific Airways Limited and Singapore Airlines Ltd. 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. 0293.HK values in HKD, SINGY values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab