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0700.HK vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

0700.HK vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Holdings Ltd (0700.HK) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.57%
19.63%
0700.HK
AAPL

Returns By Period

In the year-to-date period, 0700.HK achieves a 38.86% return, which is significantly higher than AAPL's 19.01% return. Over the past 10 years, 0700.HK has underperformed AAPL with an annualized return of 13.41%, while AAPL has yielded a comparatively higher 24.36% annualized return.


0700.HK

YTD

38.86%

1M

-6.17%

6M

2.33%

1Y

29.34%

5Y (annualized)

4.65%

10Y (annualized)

13.41%

AAPL

YTD

19.01%

1M

-2.86%

6M

19.63%

1Y

20.80%

5Y (annualized)

29.12%

10Y (annualized)

24.36%

Fundamentals


0700.HKAAPL
Market CapHK$3.74T$3.45T
EPSHK$22.05$6.08
PE Ratio23.7837.50
PEG Ratio0.612.33
Total Revenue (TTM)HK$475.81B$391.04B
Gross Profit (TTM)HK$247.33B$180.68B
EBITDA (TTM)HK$169.57B$134.66B

Key characteristics


0700.HKAAPL
Sharpe Ratio0.970.92
Sortino Ratio1.481.46
Omega Ratio1.191.18
Calmar Ratio0.501.25
Martin Ratio3.522.94
Ulcer Index9.15%7.08%
Daily Std Dev33.03%22.57%
Max Drawdown-73.53%-81.80%
Current Drawdown-45.51%-3.47%

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Correlation

-0.50.00.51.00.1

The correlation between 0700.HK and AAPL is 0.10, 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.

Risk-Adjusted Performance

0700.HK vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Ltd (0700.HK) and Apple Inc (AAPL). 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 0700.HK, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.810.92
The chart of Sortino ratio for 0700.HK, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.291.46
The chart of Omega ratio for 0700.HK, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.18
The chart of Calmar ratio for 0700.HK, currently valued at 0.40, compared to the broader market0.002.004.006.000.401.25
The chart of Martin ratio for 0700.HK, currently valued at 2.90, compared to the broader market-10.000.0010.0020.0030.002.902.92
0700.HK
AAPL

The current 0700.HK Sharpe Ratio is 0.97, which is comparable to the AAPL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of 0700.HK and AAPL, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.81
0.92
0700.HK
AAPL

Dividends

0700.HK vs. AAPL - Dividend Comparison

0700.HK's dividend yield for the trailing twelve months is around 0.84%, more than AAPL's 0.43% yield.


TTM20232022202120202019201820172016201520142013
0700.HK
Tencent Holdings Ltd
0.84%1.63%0.93%0.32%0.20%0.25%0.27%0.14%0.23%0.22%0.20%0.19%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

0700.HK vs. AAPL - Drawdown Comparison

The maximum 0700.HK drawdown since its inception was -73.53%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for 0700.HK and AAPL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.72%
-3.47%
0700.HK
AAPL

Volatility

0700.HK vs. AAPL - Volatility Comparison

Tencent Holdings Ltd (0700.HK) has a higher volatility of 7.47% compared to Apple Inc (AAPL) at 5.20%. This indicates that 0700.HK's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.47%
5.20%
0700.HK
AAPL

Financials

0700.HK vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Tencent Holdings Ltd and Apple Inc. 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


Please note, different currencies. 0700.HK values in HKD, AAPL values in USD