PortfoliosLab logoPortfoliosLab logo
0700.HK vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

0700.HK vs. XLM-USD - Performance Comparison

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

Loading charts...

Different Trading Currencies

0700.HK is traded in HKD, while XLM-USD is traded in USD. To make them comparable, the XLM-USD values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0700.HK achieves a -21.70% return, which is significantly lower than XLM-USD's -4.80% return. Over the past 10 years, 0700.HK has underperformed XLM-USD with an annualized return of 12.18%, while XLM-USD has yielded a comparatively higher 60.63% annualized return.


0700.HK

1D
1.40%
1M
1.91%
YTD
-21.70%
6M
-23.86%
1Y
-8.04%
3Y*
11.44%
5Y*
-2.55%
10Y*
12.18%

XLM-USD

1D
0.00%
1M
16.98%
YTD
-4.80%
6M
-19.94%
1Y
-27.38%
3Y*
33.79%
5Y*
-11.01%
10Y*
60.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0700.HK vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0700.HK
Tencent Holdings Ltd
-21.70%44.90%43.26%-6.79%-24.29%-18.77%50.62%19.98%-22.47%114.55%
XLM-USD
Stellar
-4.80%-39.43%154.61%79.27%-72.80%109.81%183.48%-60.57%-64.70%12,634.96%

Correlation

The correlation between 0700.HK and XLM-USD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

0700.HK vs. XLM-USD — Risk / Return Rank

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

0700.HK
0700.HK Risk / Return Rank: 3131
Overall Rank
0700.HK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
0700.HK Sortino Ratio Rank: 2727
Sortino Ratio Rank
0700.HK Omega Ratio Rank: 2727
Omega Ratio Rank
0700.HK Calmar Ratio Rank: 3636
Calmar Ratio Rank
0700.HK Martin Ratio Rank: 3434
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
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.

0700.HK vs. XLM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Ltd (0700.HK) and Stellar (XLM-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


0700.HKXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

0.98

1.01

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.38

+0.16

Martin ratioReturn relative to average drawdown

-0.49

-0.55

+0.06

0700.HK vs. XLM-USD - Sharpe Ratio Comparison

The current 0700.HK Sharpe Ratio is -0.28, which is comparable to the XLM-USD Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of 0700.HK and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

0700.HK vs. XLM-USD - Drawdown Comparison

The maximum 0700.HK drawdown since its inception was -72.79%, smaller than the maximum XLM-USD drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for 0700.HK and XLM-USD.


Loading charts...

Drawdown Indicators


0700.HKXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-96.23%

+23.44%

Max Drawdown (1Y)

Largest decline over 1 year

-36.54%

-71.24%

+34.70%

Max Drawdown (3Y)

Largest decline over 3 years

-36.54%

-73.67%

+37.13%

Max Drawdown (5Y)

Largest decline over 5 years

-65.52%

-83.04%

+17.52%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

-96.23%

+23.44%

Current Drawdown

Current decline from peak

-31.45%

-78.42%

+46.97%

Average Drawdown

Average peak-to-trough decline

-18.72%

-71.46%

+52.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.56%

50.31%

-33.75%

Volatility

0700.HK vs. XLM-USD - Volatility Comparison

The current volatility for Tencent Holdings Ltd (0700.HK) is 13.13%, while Stellar (XLM-USD) has a volatility of 39.29%. This indicates that 0700.HK experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


0700.HKXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

39.29%

-26.16%

Volatility (6M)

Calculated over the trailing 6-month period

23.71%

56.76%

-33.05%

Volatility (1Y)

Calculated over the trailing 1-year period

29.61%

71.15%

-41.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.19%

73.22%

-34.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

127.26%

-91.71%

Frequently Asked Questions


0700.HK and XLM-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 0700.HK and XLM-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer