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

Performance

0728.HK vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China Telecom (0728.HK) and Solana (SOL-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 SOL-USD is traded in USD. To make them comparable, the SOL-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 SOL-USD's -44.87% 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%

SOL-USD

1D
0.00%
1M
-25.99%
YTD
-44.87%
6M
-48.15%
1Y
-54.23%
3Y*
67.62%
5Y*
12.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
0728.HK
China Telecom
-7.06%16.32%38.46%29.65%32.90%26.60%-15.04%
SOL-USD
Solana
-44.87%-33.96%76.91%970.23%-94.15%11,204.63%81.64%

Correlation

The correlation between 0728.HK and SOL-USD is -0.10, 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

-0.10

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

-0.03

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2020

-0.02

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Return for Risk

0728.HK vs. SOL-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

SOL-USD
SOL-USD Risk / Return Rank: 5151
Overall Rank
SOL-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 5252
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 6060
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 5151
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. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Telecom (0728.HK) and Solana (SOL-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.HKSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

0.94

0.90

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.73

+0.30

Martin ratioReturn relative to average drawdown

-0.76

-1.17

+0.41

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

The current 0728.HK Sharpe Ratio is -0.47, which is higher than the SOL-USD Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of 0728.HK and SOL-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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Drawdowns

0728.HK vs. SOL-USD - Drawdown Comparison

The maximum 0728.HK drawdown since its inception was -71.89%, smaller than the maximum SOL-USD drawdown of -96.12%. Use the drawdown chart below to compare losses from any high point for 0728.HK and SOL-USD.


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Drawdown Indicators


0728.HKSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-71.89%

-96.12%

+24.23%

Max Drawdown (1Y)

Largest decline over 1 year

-22.83%

-74.31%

+51.48%

Max Drawdown (3Y)

Largest decline over 3 years

-25.24%

-75.31%

+50.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-96.12%

+70.88%

Max Drawdown (10Y)

Largest decline over 10 years

-52.40%

Current Drawdown

Current decline from peak

-21.66%

-73.34%

+51.68%

Average Drawdown

Average peak-to-trough decline

-31.50%

-50.46%

+18.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

52.89%

-40.22%

Volatility

0728.HK vs. SOL-USD - Volatility Comparison

The current volatility for China Telecom (0728.HK) is 9.23%, while Solana (SOL-USD) has a volatility of 16.84%. This indicates that 0728.HK experiences smaller price fluctuations and is considered to be less risky than SOL-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.HKSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

16.84%

-7.61%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

47.92%

-30.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

59.53%

-38.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

81.28%

-54.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

101.33%

-73.89%

Frequently Asked Questions


0728.HK and SOL-USD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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