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0388.HK vs. AFTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0388.HK and AFTY is 0.39, 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.


-0.50.00.51.00.4

Performance

0388.HK vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hong Kong Exchange and Clearing Ltd (0388.HK) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
40.63%
18.06%
0388.HK
AFTY

Key characteristics

Returns By Period


0388.HK

YTD

5.69%

1M

8.71%

6M

40.52%

1Y

40.03%

5Y*

5.45%

10Y*

8.73%

AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

0388.HK vs. AFTY — Risk-Adjusted Performance Rank

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

0388.HK
The Risk-Adjusted Performance Rank of 0388.HK is 7777
Overall Rank
The Sharpe Ratio Rank of 0388.HK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of 0388.HK is 7979
Sortino Ratio Rank
The Omega Ratio Rank of 0388.HK is 7777
Omega Ratio Rank
The Calmar Ratio Rank of 0388.HK is 7575
Calmar Ratio Rank
The Martin Ratio Rank of 0388.HK is 7171
Martin Ratio Rank

AFTY
The Risk-Adjusted Performance Rank of AFTY is 2121
Overall Rank
The Sharpe Ratio Rank of AFTY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AFTY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of AFTY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of AFTY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AFTY is 2020
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.

0388.HK vs. AFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hong Kong Exchange and Clearing Ltd (0388.HK) and Pacer CSOP FTSE China A50 ETF (AFTY). 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 0388.HK, currently valued at 0.84, compared to the broader market-2.000.002.004.000.851.28
The chart of Sortino ratio for 0388.HK, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.001.532.95
The chart of Omega ratio for 0388.HK, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.40
The chart of Calmar ratio for 0388.HK, currently valued at 0.56, compared to the broader market0.002.004.006.000.560.45
The chart of Martin ratio for 0388.HK, currently valued at 1.90, compared to the broader market-10.000.0010.0020.001.906.02
0388.HK
AFTY


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.85
1.28
0388.HK
AFTY

Dividends

0388.HK vs. AFTY - Dividend Comparison

0388.HK's dividend yield for the trailing twelve months is around 2.65%, while AFTY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
0388.HK
Hong Kong Exchange and Clearing Ltd
2.65%2.80%3.06%2.26%2.01%1.56%2.68%2.86%1.91%2.77%2.63%2.07%
AFTY
Pacer CSOP FTSE China A50 ETF
100.00%100.00%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%

Drawdowns

0388.HK vs. AFTY - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-39.27%
-36.46%
0388.HK
AFTY

Volatility

0388.HK vs. AFTY - Volatility Comparison

Hong Kong Exchange and Clearing Ltd (0388.HK) has a higher volatility of 6.68% compared to Pacer CSOP FTSE China A50 ETF (AFTY) at 0.00%. This indicates that 0388.HK's price experiences larger fluctuations and is considered to be riskier than AFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
6.68%
0
0388.HK
AFTY
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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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