0669.HK vs. ^HSI

Last updated Apr 4, 2026

Compare and contrast key facts about Techtronic Industries Co Ltd (0669.HK) and Hang Seng Index (^HSI).

Performance

0669.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Techtronic Industries Co Ltd (0669.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

0669.HK vs. ^HSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0669.HK Techtronic Industries Co Ltd	16.69%	-10.05%	12.27%	9.33%	-42.74%	41.87%	76.48%	55.60%	-17.03%	86.13%
^HSI Hang Seng Index	-2.01%	27.77%	17.67%	-13.82%	-15.46%	-14.08%	-3.40%	9.07%	-13.61%	35.99%

Returns By Period

In the year-to-date period, 0669.HK achieves a 16.69% return, which is significantly higher than ^HSI's -2.01% return. Over the past 10 years, 0669.HK has outperformed ^HSI with an annualized return of 15.24%, while ^HSI has yielded a comparatively lower 2.05% annualized return.

0669.HK

• 1D: -2.51%
• 1M: -13.88%
• YTD: 16.69%
• 6M: 8.20%
• 1Y: 30.88%
• 3Y*: 8.96%
• 5Y*: -2.96%
• 10Y*: 15.24%

^HSI

• 1D: -0.70%
• 1M: -0.53%
• YTD: -2.01%
• 6M: -7.46%
• 1Y: 9.92%
• 3Y*: 7.16%
• 5Y*: -2.79%
• 10Y*: 2.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

0669.HK vs. ^HSI — Risk / Return Rank

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

0669.HK

0669.HK Risk / Return Rank: 51
0669.HK Sharpe Ratio Rank: 55
0669.HK Sortino Ratio Rank: 49
0669.HK Omega Ratio Rank: 48
0669.HK Calmar Ratio Rank: 50
0669.HK Martin Ratio Rank: 51

^HSI

^HSI Risk / Return Rank: 28
^HSI Sharpe Ratio Rank: 28
^HSI Sortino Ratio Rank: 26
^HSI Omega Ratio Rank: 28
^HSI Calmar Ratio Rank: 28
^HSI Martin Ratio Rank: 28

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.

0669.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Techtronic Industries Co Ltd (0669.HK) and Hang Seng Index (^HSI). 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.

	0669.HK	^HSI	Difference
Sharpe ratio Return per unit of total volatility	0.41	0.37	+0.04
Sortino ratio Return per unit of downside risk	0.80	0.60	+0.21
Omega ratio Gain probability vs. loss probability	1.10	1.09	+0.01
Calmar ratio Return relative to maximum drawdown	0.45	0.48	-0.03
Martin ratio Return relative to average drawdown	1.13	1.55	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0669.HK vs. ^HSI - Sharpe Ratio Comparison

The current 0669.HK Sharpe Ratio is 0.41, which is comparable to the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 0669.HK and ^HSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	0669.HK	^HSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.37	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	-0.11	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.10	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.27	+0.13

Correlation

The correlation between 0669.HK and ^HSI is 0.33, 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.

Drawdowns

0669.HK vs. ^HSI - Drawdown Comparison

The maximum 0669.HK drawdown since its inception was -93.62%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 0669.HK and ^HSI.

Drawdown Indicators

	0669.HK	^HSI	Difference
Max Drawdown Largest peak-to-trough decline	-93.62%	-65.18%	-28.44%
Max Drawdown (1Y) Largest decline over 1 year	-19.98%	-13.22%	-6.76%
Max Drawdown (5Y) Largest decline over 5 years	-59.41%	-50.16%	-9.25%
Max Drawdown (10Y) Largest decline over 10 years	-59.41%	-55.70%	-3.71%
Current Drawdown Current decline from peak	-34.35%	-24.24%	-10.11%
Average Drawdown Average peak-to-trough decline	-27.80%	-24.18%	-3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.97%	4.90%	+5.07%

Volatility

0669.HK vs. ^HSI - Volatility Comparison

Techtronic Industries Co Ltd (0669.HK) has a higher volatility of 12.64% compared to Hang Seng Index (^HSI) at 7.18%. This indicates that 0669.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0669.HK	^HSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.64%	7.18%	+5.46%
Volatility (6M) Calculated over the trailing 6-month period	25.32%	14.23%	+11.09%
Volatility (1Y) Calculated over the trailing 1-year period	36.75%	23.12%	+13.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.35%	25.25%	+17.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.65%	21.94%	+17.71%