PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
0354.HK vs. META
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

0354.HK vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChinaSoft International Ltd (0354.HK) and undefined (META). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2025FebruaryMarch
226.66%
1,526.73%
0354.HK
META

Compare stocks, funds, or ETFs

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


Meta Platforms, Inc.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for ChinaSoft International Ltd (0354.HK) and undefined (undefined). 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 0354.HK, currently valued at 0.31, compared to the broader market-3.00-2.00-1.000.001.002.003.000.310.76
The chart of Sortino ratio for 0354.HK, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.001.15
The chart of Omega ratio for 0354.HK, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.16
The chart of Calmar ratio for 0354.HK, currently valued at 0.26, compared to the broader market0.001.002.003.004.005.000.261.22
The chart of Martin ratio for 0354.HK, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.763.36
0354.HK
META


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.31
0.76
0354.HK
META

Drawdowns

0354.HK vs. META - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-59.92%
-15.90%
0354.HK
META

Volatility

0354.HK vs. META - Volatility Comparison

ChinaSoft International Ltd (0354.HK) has a higher volatility of 22.23% compared to undefined (META) at 9.77%. 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%OctoberNovemberDecember2025FebruaryMarch
22.23%
9.77%
0354.HK
META
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