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

Performance

0728.HK vs. XRP-USD - Performance Comparison

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

Loading charts...

Different Trading Currencies

0728.HK is traded in HKD, while XRP-USD is traded in USD. To make them comparable, the XRP-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 XRP-USD's -37.96% 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%

XRP-USD

1D
0.00%
1M
-23.67%
YTD
-37.96%
6M
-43.16%
1Y
-47.34%
3Y*
33.17%
5Y*
5.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0728.HK vs. XRP-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%
XRP-USD
XRP
-37.96%-11.39%232.03%80.55%-58.42%280.11%13.46%-45.60%-84.04%37,085.48%

Correlation

The correlation between 0728.HK and XRP-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

-0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.03

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. XRP-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

XRP-USD
XRP-USD Risk / Return Rank: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
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. XRP-USD - Risk-Adjusted Trends Comparison

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

+0.23

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

0.94

0.91

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.68

+0.26

Martin ratioReturn relative to average drawdown

-0.76

-1.07

+0.31

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

The current 0728.HK Sharpe Ratio is -0.47, which is higher than the XRP-USD Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of 0728.HK and XRP-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. XRP-USD - Drawdown Comparison

The maximum 0728.HK drawdown since its inception was -71.89%, smaller than the maximum XRP-USD drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for 0728.HK and XRP-USD.


Loading charts...

Drawdown Indicators


0728.HKXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-71.89%

-95.65%

+23.76%

Max Drawdown (1Y)

Largest decline over 1 year

-22.83%

-69.20%

+46.37%

Max Drawdown (3Y)

Largest decline over 3 years

-25.24%

-69.20%

+43.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-77.41%

+52.17%

Max Drawdown (10Y)

Largest decline over 10 years

-52.40%

Current Drawdown

Current decline from peak

-21.66%

-68.15%

+46.49%

Average Drawdown

Average peak-to-trough decline

-31.50%

-69.94%

+38.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

43.82%

-31.15%

Volatility

0728.HK vs. XRP-USD - Volatility Comparison

The current volatility for China Telecom (0728.HK) is 9.23%, while XRP (XRP-USD) has a volatility of 13.72%. This indicates that 0728.HK experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


0728.HKXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

13.72%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

46.50%

-29.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

55.99%

-35.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

71.74%

-44.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.44%

103.21%

-75.77%

Frequently Asked Questions


0728.HK and XRP-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 XRP-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