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0728.HK vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0728.HK and VZ is 0.06, 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.


-0.50.00.51.00.1

Performance

0728.HK vs. VZ - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
16.37%
2.26%
0728.HK
VZ

Key characteristics

Sharpe Ratio

0728.HK:

1.62

VZ:

0.00

Sortino Ratio

0728.HK:

2.18

VZ:

0.14

Omega Ratio

0728.HK:

1.30

VZ:

1.02

Calmar Ratio

0728.HK:

2.60

VZ:

0.00

Martin Ratio

0728.HK:

6.85

VZ:

0.01

Ulcer Index

0728.HK:

5.88%

VZ:

5.60%

Daily Std Dev

0728.HK:

24.79%

VZ:

19.61%

Max Drawdown

0728.HK:

-71.84%

VZ:

-50.66%

Current Drawdown

0728.HK:

-0.00%

VZ:

-17.11%

Fundamentals

Market Cap

0728.HK:

HK$651.01B

VZ:

$167.59B

EPS

0728.HK:

HK$0.35

VZ:

$4.12

PE Ratio

0728.HK:

12.41

VZ:

9.66

PEG Ratio

0728.HK:

2.09

VZ:

1.08

Total Revenue (TTM)

0728.HK:

HK$265.97B

VZ:

$99.11B

Gross Profit (TTM)

0728.HK:

HK$81.99B

VZ:

$60.52B

EBITDA (TTM)

0728.HK:

HK$77.84B

VZ:

$34.57B

Returns By Period

In the year-to-date period, 0728.HK achieves a 1.23% return, which is significantly lower than VZ's 1.37% return. Over the past 10 years, 0728.HK has outperformed VZ with an annualized return of 5.31%, while VZ has yielded a comparatively lower 3.00% annualized return.


0728.HK

YTD

1.23%

1M

4.02%

6M

16.28%

1Y

29.82%

5Y*

17.54%

10Y*

5.31%

VZ

YTD

1.37%

1M

0.69%

6M

2.26%

1Y

2.76%

5Y*

-2.33%

10Y*

3.00%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

0728.HK vs. VZ — Risk-Adjusted Performance Rank

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

0728.HK
The Risk-Adjusted Performance Rank of 0728.HK is 8787
Overall Rank
The Sharpe Ratio Rank of 0728.HK is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of 0728.HK is 8484
Sortino Ratio Rank
The Omega Ratio Rank of 0728.HK is 8383
Omega Ratio Rank
The Calmar Ratio Rank of 0728.HK is 9393
Calmar Ratio Rank
The Martin Ratio Rank of 0728.HK is 8686
Martin Ratio Rank

VZ
The Risk-Adjusted Performance Rank of VZ is 4242
Overall Rank
The Sharpe Ratio Rank of VZ is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0728.HK vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Telecom (0728.HK) and Verizon Communications Inc. (VZ). 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 0728.HK, currently valued at 1.17, compared to the broader market-2.000.002.004.001.170.31
The chart of Sortino ratio for 0728.HK, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.006.001.650.53
The chart of Omega ratio for 0728.HK, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.08
The chart of Calmar ratio for 0728.HK, currently valued at 1.86, compared to the broader market0.002.004.006.001.860.25
The chart of Martin ratio for 0728.HK, currently valued at 4.77, compared to the broader market-10.000.0010.0020.0030.004.771.08
0728.HK
VZ

The current 0728.HK Sharpe Ratio is 1.62, which is higher than the VZ Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of 0728.HK and VZ, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.17
0.31
0728.HK
VZ

Dividends

0728.HK vs. VZ - Dividend Comparison

0728.HK's dividend yield for the trailing twelve months is around 5.71%, less than VZ's 6.75% yield.


TTM20242023202220212020201920182017201620152014
0728.HK
China Telecom
5.71%5.78%6.46%10.97%4.81%5.81%3.89%2.88%2.82%2.65%2.61%2.09%
VZ
Verizon Communications Inc.
6.75%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

Drawdowns

0728.HK vs. VZ - Drawdown Comparison

The maximum 0728.HK drawdown since its inception was -71.84%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for 0728.HK and VZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.11%
-17.11%
0728.HK
VZ

Volatility

0728.HK vs. VZ - Volatility Comparison

The current volatility for China Telecom (0728.HK) is 4.49%, while Verizon Communications Inc. (VZ) has a volatility of 4.88%. This indicates that 0728.HK experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
4.49%
4.88%
0728.HK
VZ

Financials

0728.HK vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between China Telecom and Verizon Communications 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. 0728.HK values in HKD, VZ values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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