PortfoliosLab logoPortfoliosLab logo
0728.HK vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

0728.HK vs. BTC-USD - Performance Comparison

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

Loading charts...

Different Trading Currencies

0728.HK is traded in HKD, while BTC-USD is traded in USD. To make them comparable, the BTC-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 -7.06% return, which is significantly higher than BTC-USD's -27.02% return. Over the past 10 years, 0728.HK has underperformed BTC-USD with an annualized return of 9.02%, while BTC-USD has yielded a comparatively higher 57.11% annualized return.


0728.HK

1D
-2.00%
1M
-9.09%
YTD
-7.06%
6M
-11.34%
1Y
-9.67%
3Y*
13.49%
5Y*
22.31%
10Y*
9.02%

BTC-USD

1D
0.00%
1M
-21.74%
YTD
-27.02%
6M
-29.27%
1Y
-40.33%
3Y*
36.19%
5Y*
9.57%
10Y*
57.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
0728.HK
China Telecom
-7.06%16.32%38.46%29.65%32.90%26.60%-29.60%-17.12%10.99%6.79%
BTC-USD
Bitcoin
-27.02%-6.09%120.79%153.36%-64.02%60.27%302.75%93.07%-74.60%1,427.56%

Correlation

The correlation between 0728.HK and BTC-USD is -0.06, 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

-0.06

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

-0.00

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

-0.00

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2012

-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

0728.HK vs. BTC-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: 2424
Overall Rank
0728.HK Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
0728.HK Sortino Ratio Rank: 1919
Sortino Ratio Rank
0728.HK Omega Ratio Rank: 2121
Omega Ratio Rank
0728.HK Calmar Ratio Rank: 2828
Calmar Ratio Rank
0728.HK Martin Ratio Rank: 2828
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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. BTC-USD - Risk-Adjusted Trends Comparison

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


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

+0.47

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

0.94

0.86

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.79

+0.37

Martin ratioReturn relative to average drawdown

-0.76

-1.38

+0.62

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

The current 0728.HK Sharpe Ratio is -0.47, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of 0728.HK and BTC-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

0728.HK vs. BTC-USD - Drawdown Comparison

The maximum 0728.HK drawdown since its inception was -71.89%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for 0728.HK and BTC-USD.


Loading charts...

Drawdown Indicators


0728.HKBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-71.89%

-85.30%

+13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-22.83%

-50.74%

+27.91%

Max Drawdown (3Y)

Largest decline over 3 years

-25.24%

-50.74%

+25.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-76.63%

+51.39%

Max Drawdown (10Y)

Largest decline over 10 years

-52.40%

-83.22%

+30.82%

Current Drawdown

Current decline from peak

-21.66%

-48.80%

+27.14%

Average Drawdown

Average peak-to-trough decline

-31.50%

-41.97%

+10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

34.93%

-22.26%

Volatility

0728.HK vs. BTC-USD - Volatility Comparison

The current volatility for China Telecom (0728.HK) is 9.23%, while Bitcoin (BTC-USD) has a volatility of 11.78%. This indicates that 0728.HK experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


0728.HKBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

11.78%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

35.32%

-18.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

35.89%

-15.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

45.36%

-18.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

55.87%

-28.43%

Frequently Asked Questions


0728.HK and BTC-USD have a correlation of -0.06, 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 0728.HK and BTC-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