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0354.HK vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0354.HKMETA
YTD Return8.15%67.67%
1Y Return7.97%85.59%
3Y Return (Ann)-20.02%20.63%
5Y Return (Ann)12.30%25.54%
10Y Return (Ann)9.71%23.03%
Sharpe Ratio0.222.39
Sortino Ratio0.873.30
Omega Ratio1.111.46
Calmar Ratio0.184.68
Martin Ratio0.4514.53
Ulcer Index31.48%5.93%
Daily Std Dev65.62%36.08%
Max Drawdown-85.17%-76.74%
Current Drawdown-58.89%-0.71%

Fundamentals


0354.HKMETA
Market CapHK$15.11B$1.44T
EPSHK$0.00$21.17
PE Ratio23.5427.02
PEG Ratio0.870.94
Total Revenue (TTM)HK$8.67B$156.23B
Gross Profit (TTM)HK$2.00B$127.21B
EBITDA (TTM)HK$132.40M$78.34B

Correlation

-0.50.00.51.00.1

The correlation between 0354.HK and META is 0.09, 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

0354.HK vs. META - Performance Comparison

In the year-to-date period, 0354.HK achieves a 8.15% return, which is significantly lower than META's 67.67% return. Over the past 10 years, 0354.HK has underperformed META with an annualized return of 9.71%, while META has yielded a comparatively higher 23.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
38.29%
24.50%
0354.HK
META

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Risk-Adjusted Performance

0354.HK vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChinaSoft International Ltd (0354.HK) and Meta Platforms, Inc. (META). 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.


0354.HK
Sharpe ratio
The chart of Sharpe ratio for 0354.HK, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08
Sortino ratio
The chart of Sortino ratio for 0354.HK, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for 0354.HK, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for 0354.HK, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for 0354.HK, currently valued at 0.15, compared to the broader market-10.000.0010.0020.0030.000.15
META
Sharpe ratio
The chart of Sharpe ratio for META, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15
Sortino ratio
The chart of Sortino ratio for META, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for META, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for META, currently valued at 4.19, compared to the broader market0.002.004.006.004.19
Martin ratio
The chart of Martin ratio for META, currently valued at 12.91, compared to the broader market-10.000.0010.0020.0030.0012.91

0354.HK vs. META - Sharpe Ratio Comparison

The current 0354.HK Sharpe Ratio is 0.22, which is lower than the META Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of 0354.HK and META, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.08
2.15
0354.HK
META

Dividends

0354.HK vs. META - Dividend Comparison

0354.HK's dividend yield for the trailing twelve months is around 1.28%, more than META's 0.25% yield.


TTM2023202220212020201920182017
0354.HK
ChinaSoft International Ltd
1.28%0.95%0.48%0.29%0.25%0.49%0.46%0.23%
META
Meta Platforms, Inc.
0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

0354.HK vs. META - Drawdown Comparison

The maximum 0354.HK drawdown since its inception was -85.17%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for 0354.HK and META. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-58.82%
-0.71%
0354.HK
META

Volatility

0354.HK vs. META - Volatility Comparison

ChinaSoft International Ltd (0354.HK) has a higher volatility of 21.98% compared to Meta Platforms, Inc. (META) at 7.89%. This indicates that 0354.HK's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
21.98%
7.89%
0354.HK
META

Financials

0354.HK vs. META - Financials Comparison

This section allows you to compare key financial metrics between ChinaSoft International Ltd and Meta Platforms, Inc.. 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. 0354.HK values in HKD, META values in USD