0363.HK vs. SPY
Compare and contrast key facts about Shanghai Industrial Holdings Ltd (0363.HK) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0363.HK or SPY.
Key characteristics
| 0363.HK | SPY | |
|---|---|---|
| YTD Return | 35.70% | 23.55% |
| 1Y Return | 35.70% | 41.88% |
| 3Y Return (Ann) | 10.76% | 9.84% |
| 5Y Return (Ann) | 4.82% | 15.74% |
| 10Y Return (Ann) | 0.41% | 13.19% |
| Sharpe Ratio | 1.11 | 3.62 |
| Sortino Ratio | 1.77 | 4.77 |
| Omega Ratio | 1.22 | 1.68 |
| Calmar Ratio | 0.62 | 4.11 |
| Martin Ratio | 5.91 | 23.79 |
| Ulcer Index | 5.58% | 1.83% |
| Daily Std Dev | 29.81% | 12.04% |
| Max Drawdown | -82.18% | -55.19% |
| Current Drawdown | -32.45% | -0.48% |
Correlation
The correlation between 0363.HK and SPY is 0.10, 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
0363.HK vs. SPY - Performance Comparison
In the year-to-date period, 0363.HK achieves a 35.70% return, which is significantly higher than SPY's 23.55% return. Over the past 10 years, 0363.HK has underperformed SPY with an annualized return of 0.41%, while SPY has yielded a comparatively higher 13.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0363.HK vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shanghai Industrial Holdings Ltd (0363.HK) and SPDR S&P 500 ETF (SPY). 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.
Dividends
0363.HK vs. SPY - Dividend Comparison
0363.HK's dividend yield for the trailing twelve months is around 7.77%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0363.HK Shanghai Industrial Holdings Ltd | 7.77% | 9.49% | 9.95% | 8.80% | 6.91% | 6.75% | 6.06% | 4.11% | 3.86% | 3.98% | 3.87% | 3.53% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
0363.HK vs. SPY - Drawdown Comparison
The maximum 0363.HK drawdown since its inception was -82.18%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 0363.HK and SPY. For additional features, visit the drawdowns tool.
Volatility
0363.HK vs. SPY - Volatility Comparison
Shanghai Industrial Holdings Ltd (0363.HK) has a higher volatility of 15.63% compared to SPDR S&P 500 ETF (SPY) at 2.67%. This indicates that 0363.HK's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.