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0551.HK vs. 3988.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0551.HK and 3988.HK is 0.17, 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

0551.HK vs. 3988.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yue Yuen Ind (0551.HK) and Bank of China Limited (3988.HK). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
30.50%
312.98%
0551.HK
3988.HK

Key characteristics

Sharpe Ratio

0551.HK:

-0.30

3988.HK:

1.86

Sortino Ratio

0551.HK:

0.50

3988.HK:

2.48

Omega Ratio

0551.HK:

1.06

3988.HK:

1.35

Calmar Ratio

0551.HK:

0.09

3988.HK:

3.68

Martin Ratio

0551.HK:

0.30

3988.HK:

10.29

Ulcer Index

0551.HK:

17.35%

3988.HK:

4.73%

Daily Std Dev

0551.HK:

40.99%

3988.HK:

24.53%

Max Drawdown

0551.HK:

-73.18%

3988.HK:

-66.12%

Current Drawdown

0551.HK:

-53.66%

3988.HK:

-2.71%

Fundamentals

Market Cap

0551.HK:

HK$17.87B

3988.HK:

HK$1.61T

EPS

0551.HK:

HK$0.81

3988.HK:

HK$0.77

PE Ratio

0551.HK:

5.89

3988.HK:

5.44

PEG Ratio

0551.HK:

1.94

3988.HK:

4.24

PS Ratio

0551.HK:

2.24

3988.HK:

2.97

PB Ratio

0551.HK:

0.52

3988.HK:

0.44

Returns By Period

In the year-to-date period, 0551.HK achieves a -32.99% return, which is significantly lower than 3988.HK's 20.41% return. Over the past 10 years, 0551.HK has underperformed 3988.HK with an annualized return of -3.96%, while 3988.HK has yielded a comparatively higher 6.15% annualized return.


0551.HK

YTD

-32.99%

1M

11.90%

6M

-27.49%

1Y

-11.75%

5Y*

3.53%

10Y*

-3.96%

3988.HK

YTD

20.41%

1M

11.59%

6M

26.78%

1Y

43.69%

5Y*

19.99%

10Y*

6.15%

*Annualized

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Risk-Adjusted Performance

0551.HK vs. 3988.HK — Risk-Adjusted Performance Rank

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

0551.HK
The Risk-Adjusted Performance Rank of 0551.HK is 5050
Overall Rank
The Sharpe Ratio Rank of 0551.HK is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of 0551.HK is 5252
Sortino Ratio Rank
The Omega Ratio Rank of 0551.HK is 5151
Omega Ratio Rank
The Calmar Ratio Rank of 0551.HK is 5656
Calmar Ratio Rank
The Martin Ratio Rank of 0551.HK is 5656
Martin Ratio Rank

3988.HK
The Risk-Adjusted Performance Rank of 3988.HK is 9494
Overall Rank
The Sharpe Ratio Rank of 3988.HK is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of 3988.HK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 3988.HK is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 3988.HK is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 3988.HK is 9595
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.

0551.HK vs. 3988.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yue Yuen Ind (0551.HK) and Bank of China Limited (3988.HK). 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.


The current 0551.HK Sharpe Ratio is -0.30, which is lower than the 3988.HK Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of 0551.HK and 3988.HK, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
-0.28
1.88
0551.HK
3988.HK

Dividends

0551.HK vs. 3988.HK - Dividend Comparison

0551.HK's dividend yield for the trailing twelve months is around 9.43%, less than 3988.HK's 11.61% yield.


TTM20242023202220212020201920182017201620152014
0551.HK
Yue Yuen Ind
9.43%6.32%10.42%5.47%0.00%4.34%6.52%5.99%4.56%4.26%4.55%3.94%
3988.HK
Bank of China Limited
11.61%6.53%8.45%9.12%8.46%7.90%6.33%6.26%5.01%6.02%6.86%5.65%

Drawdowns

0551.HK vs. 3988.HK - Drawdown Comparison

The maximum 0551.HK drawdown since its inception was -73.18%, which is greater than 3988.HK's maximum drawdown of -66.12%. Use the drawdown chart below to compare losses from any high point for 0551.HK and 3988.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-53.40%
-2.79%
0551.HK
3988.HK

Volatility

0551.HK vs. 3988.HK - Volatility Comparison

Yue Yuen Ind (0551.HK) has a higher volatility of 19.62% compared to Bank of China Limited (3988.HK) at 12.70%. This indicates that 0551.HK's price experiences larger fluctuations and is considered to be riskier than 3988.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
19.62%
12.70%
0551.HK
3988.HK

Financials

0551.HK vs. 3988.HK - Financials Comparison

This section allows you to compare key financial metrics between Yue Yuen Ind and Bank of China Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B20212022202320242025
2.00B
164.64B
(0551.HK) Total Revenue
(3988.HK) Total Revenue
Values in HKD except per share items