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0388.HK vs. ^N225
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0388.HK and ^N225 is 0.32, 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.


-0.50.00.51.00.3

Performance

0388.HK vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hong Kong Exchange and Clearing Ltd (0388.HK) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
35.83%
5.52%
0388.HK
^N225

Key characteristics

Sharpe Ratio

0388.HK:

0.90

^N225:

0.28

Sortino Ratio

0388.HK:

1.61

^N225:

0.54

Omega Ratio

0388.HK:

1.20

^N225:

1.08

Calmar Ratio

0388.HK:

0.61

^N225:

0.28

Martin Ratio

0388.HK:

2.10

^N225:

0.96

Ulcer Index

0388.HK:

17.14%

^N225:

7.50%

Daily Std Dev

0388.HK:

39.98%

^N225:

26.17%

Max Drawdown

0388.HK:

-79.33%

^N225:

-81.87%

Current Drawdown

0388.HK:

-41.02%

^N225:

-8.01%

Returns By Period

In the year-to-date period, 0388.HK achieves a 2.17% return, which is significantly higher than ^N225's -2.64% return. Both investments have delivered pretty close results over the past 10 years, with 0388.HK having a 8.36% annualized return and ^N225 not far behind at 8.35%.


0388.HK

YTD

2.17%

1M

5.09%

6M

36.92%

1Y

33.74%

5Y*

5.23%

10Y*

8.36%

^N225

YTD

-2.64%

1M

-2.64%

6M

23.47%

1Y

7.42%

5Y*

11.02%

10Y*

8.35%

*Annualized

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Risk-Adjusted Performance

0388.HK vs. ^N225 — 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 7272
Overall Rank
The Sharpe Ratio Rank of 0388.HK is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of 0388.HK is 7474
Sortino Ratio Rank
The Omega Ratio Rank of 0388.HK is 7272
Omega Ratio Rank
The Calmar Ratio Rank of 0388.HK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of 0388.HK is 6868
Martin Ratio Rank

^N225
The Risk-Adjusted Performance Rank of ^N225 is 2121
Overall Rank
The Sharpe Ratio Rank of ^N225 is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 is 2323
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. ^N225 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hong Kong Exchange and Clearing Ltd (0388.HK) and Nikkei 225 (^N225). 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 0.69, compared to the broader market-2.000.002.000.69-0.04
The chart of Sortino ratio for 0388.HK, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.320.13
The chart of Omega ratio for 0388.HK, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.02
The chart of Calmar ratio for 0388.HK, currently valued at 0.45, compared to the broader market0.002.004.006.000.45-0.05
The chart of Martin ratio for 0388.HK, currently valued at 1.51, compared to the broader market-10.000.0010.0020.001.51-0.17
0388.HK
^N225

The current 0388.HK Sharpe Ratio is 0.90, which is higher than the ^N225 Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of 0388.HK and ^N225, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.69
-0.04
0388.HK
^N225

Drawdowns

0388.HK vs. ^N225 - Drawdown Comparison

The maximum 0388.HK drawdown since its inception was -79.33%, roughly equal to the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for 0388.HK and ^N225. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.34%
-12.27%
0388.HK
^N225

Volatility

0388.HK vs. ^N225 - Volatility Comparison

The current volatility for Hong Kong Exchange and Clearing Ltd (0388.HK) is 4.79%, while Nikkei 225 (^N225) has a volatility of 6.50%. This indicates that 0388.HK experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
4.79%
6.50%
0388.HK
^N225
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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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