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0728.HK vs. ADA-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

0728.HK vs. ADA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China Telecom (0728.HK) and Cardano (ADA-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0728.HK is traded in HKD, while ADA-USD is traded in USD. To make them comparable, the ADA-USD values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0728.HK achieves a -4.98% return, which is significantly higher than ADA-USD's -51.14% return.


0728.HK

1D
-1.38%
1M
-1.32%
YTD
-4.98%
6M
-13.63%
1Y
-7.00%
3Y*
14.62%
5Y*
22.75%
10Y*
8.67%

ADA-USD

1D
-10.03%
1M
-39.44%
YTD
-51.14%
6M
-60.89%
1Y
-74.23%
3Y*
-22.97%
5Y*
-37.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0728.HK vs. ADA-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0728.HK
China Telecom
-4.98%16.32%38.46%29.65%32.90%26.60%-29.60%-17.12%10.99%-4.12%
ADA-USD
Cardano
-51.14%-60.45%37.91%147.79%-81.20%625.08%449.81%-20.44%-92.22%1,554.24%

Correlation

The correlation between 0728.HK and ADA-USD is -0.01, 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

-0.01

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

0.01

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.00

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Return for Risk

0728.HK vs. ADA-USD — Risk / Return Rank

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

0728.HK
0728.HK Risk / Return Rank: 2626
Overall Rank
0728.HK Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
0728.HK Sortino Ratio Rank: 2222
Sortino Ratio Rank
0728.HK Omega Ratio Rank: 2222
Omega Ratio Rank
0728.HK Calmar Ratio Rank: 3131
Calmar Ratio Rank
0728.HK Martin Ratio Rank: 3131
Martin Ratio Rank

ADA-USD
ADA-USD Risk / Return Rank: 1818
Overall Rank
ADA-USD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ADA-USD Sortino Ratio Rank: 1111
Sortino Ratio Rank
ADA-USD Omega Ratio Rank: 1616
Omega Ratio Rank
ADA-USD Calmar Ratio Rank: 3333
Calmar Ratio Rank
ADA-USD Martin Ratio Rank: 1919
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.

0728.HK vs. ADA-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Telecom (0728.HK) and Cardano (ADA-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.


0728.HKADA-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

0.95

0.81

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.89

+0.56

Martin ratioReturn relative to average drawdown

-0.60

-1.41

+0.81

0728.HK vs. ADA-USD - Sharpe Ratio Comparison

The current 0728.HK Sharpe Ratio is -0.37, which is higher than the ADA-USD Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of 0728.HK and ADA-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.


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Sharpe Ratios by Period


0728.HKADA-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

-0.98

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.44

+1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.16

+0.11

Drawdowns

0728.HK vs. ADA-USD - Drawdown Comparison

The maximum 0728.HK drawdown since its inception was -71.84%, smaller than the maximum ADA-USD drawdown of -97.86%. Use the drawdown chart below to compare losses from any high point for 0728.HK and ADA-USD.


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Drawdown Indicators


0728.HKADA-USDDifference

Max Drawdown

Largest peak-to-trough decline

-71.84%

-97.86%

+26.02%

Max Drawdown (1Y)

Largest decline over 1 year

-22.83%

-83.17%

+60.34%

Max Drawdown (3Y)

Largest decline over 3 years

-25.24%

-86.76%

+61.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-94.51%

+69.27%

Max Drawdown (10Y)

Largest decline over 10 years

-52.40%

Current Drawdown

Current decline from peak

-19.90%

-94.51%

+74.61%

Average Drawdown

Average peak-to-trough decline

-28.58%

-77.25%

+48.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.41%

59.27%

-46.86%

Volatility

0728.HK vs. ADA-USD - Volatility Comparison

The current volatility for China Telecom (0728.HK) is 9.32%, while Cardano (ADA-USD) has a volatility of 19.05%. This indicates that 0728.HK experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0728.HKADA-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

19.05%

-9.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

52.80%

-36.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.57%

63.23%

-42.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.01%

71.16%

-44.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.49%

107.12%

-79.63%

Frequently Asked Questions


0728.HK and ADA-USD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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