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0388.HK vs. AFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

0388.HK vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$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.

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0388.HK vs. AFTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0388.HK
Hong Kong Exchange and Clearing Ltd
-0.20%42.10%13.85%-18.41%-24.22%9.26%71.64%14.65%-2.86%33.92%
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%19.85%-12.81%-22.33%-6.87%33.17%43.47%-24.10%46.27%
Different Trading Currencies

0388.HK is traded in HKD, while AFTY is traded in USD. To make them comparable, the AFTY values have been converted to HKD using the latest available exchange rates.

Returns By Period


0388.HK

1D
3.04%
1M
-1.03%
YTD
-0.20%
6M
-7.97%
1Y
18.45%
3Y*
8.06%
5Y*
-0.41%
10Y*
11.05%

AFTY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

0388.HK vs. AFTY — Risk / Return Rank

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

0388.HK
0388.HK Risk / Return Rank: 5959
Overall Rank
0388.HK Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
0388.HK Sortino Ratio Rank: 5555
Sortino Ratio Rank
0388.HK Omega Ratio Rank: 5757
Omega Ratio Rank
0388.HK Calmar Ratio Rank: 6060
Calmar Ratio Rank
0388.HK Martin Ratio Rank: 6060
Martin Ratio Rank

AFTY
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0388.HK vs. AFTY - Risk-Adjusted Trends 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.


0388.HKAFTYDifference

Sharpe ratio

Return per unit of total volatility

0.67

Sortino ratio

Return per unit of downside risk

1.02

Omega ratio

Gain probability vs. loss probability

1.15

Calmar ratio

Return relative to maximum drawdown

0.85

Martin ratio

Return relative to average drawdown

2.03

0388.HK vs. AFTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


0388.HKAFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Correlation

The correlation between 0388.HK and AFTY is 0.36, 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.


Dividends

0388.HK vs. AFTY - Dividend Comparison

0388.HK's dividend yield for the trailing twelve months is around 3.13%, while AFTY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
0388.HK
Hong Kong Exchange and Clearing Ltd
3.13%2.67%2.81%3.06%2.26%2.01%1.58%2.68%2.86%1.91%2.77%2.63%
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%0.00%2.23%2.08%1.84%1.48%7.96%1.85%6.62%1.19%16.76%

Drawdowns

0388.HK vs. AFTY - Drawdown Comparison


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Drawdown Indicators


0388.HKAFTYDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-60.01%

Max Drawdown (10Y)

Largest decline over 10 years

-61.53%

Current Drawdown

Current decline from peak

-18.25%

Average Drawdown

Average peak-to-trough decline

-28.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

Volatility

0388.HK vs. AFTY - Volatility Comparison


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Volatility by Period


0388.HKAFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

Volatility (1Y)

Calculated over the trailing 1-year period

28.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.55%