PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
0777.HK vs. 9999.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0777.HK9999.HK
YTD Return-6.73%-13.28%
1Y Return-17.81%-30.73%
3Y Return (Ann)-5.18%-7.68%
Sharpe Ratio-0.35-0.57
Sortino Ratio-0.25-0.52
Omega Ratio0.970.92
Calmar Ratio-0.21-0.71
Martin Ratio-0.71-1.41
Ulcer Index19.52%19.30%
Daily Std Dev39.48%48.32%
Max Drawdown-85.08%-57.95%
Current Drawdown-60.18%-38.17%

Fundamentals


0777.HK9999.HK
Market CapHK$5.70BHK$384.76B
EPSHK$0.00HK$7.30
PE Ratio11.5312.42
PEG Ratio4.161.10
Total Revenue (TTM)HK$3.42BHK$79.48B
Gross Profit (TTM)HK$2.11BHK$49.88B

Correlation

-0.50.00.51.00.4

The correlation between 0777.HK and 9999.HK is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

0777.HK vs. 9999.HK - Performance Comparison

In the year-to-date period, 0777.HK achieves a -6.73% return, which is significantly higher than 9999.HK's -13.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-1.35%
-20.88%
0777.HK
9999.HK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

0777.HK vs. 9999.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetDragon Websoft Inc (0777.HK) and NetEase Inc (9999.HK). 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.


0777.HK
Sharpe ratio
The chart of Sharpe ratio for 0777.HK, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.34
Sortino ratio
The chart of Sortino ratio for 0777.HK, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.006.00-0.22
Omega ratio
The chart of Omega ratio for 0777.HK, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for 0777.HK, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.28
Martin ratio
The chart of Martin ratio for 0777.HK, currently valued at -0.69, compared to the broader market0.0010.0020.0030.00-0.69
9999.HK
Sharpe ratio
The chart of Sharpe ratio for 9999.HK, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.56
Sortino ratio
The chart of Sortino ratio for 9999.HK, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.006.00-0.50
Omega ratio
The chart of Omega ratio for 9999.HK, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for 9999.HK, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.69
Martin ratio
The chart of Martin ratio for 9999.HK, currently valued at -1.38, compared to the broader market0.0010.0020.0030.00-1.38

0777.HK vs. 9999.HK - Sharpe Ratio Comparison

The current 0777.HK Sharpe Ratio is -0.35, which is higher than the 9999.HK Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of 0777.HK and 9999.HK, 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 Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.34
-0.56
0777.HK
9999.HK

Dividends

0777.HK vs. 9999.HK - Dividend Comparison

0777.HK's dividend yield for the trailing twelve months is around 11.19%, more than 9999.HK's 3.28% yield.


TTM20232022202120202019201820172016201520142013
0777.HK
NetDragon Websoft Inc
11.19%9.67%13.25%3.53%2.87%1.63%1.66%0.92%0.93%1.39%2.92%57.31%
9999.HK
NetEase Inc
3.28%1.96%2.08%0.81%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

0777.HK vs. 9999.HK - Drawdown Comparison

The maximum 0777.HK drawdown since its inception was -85.08%, which is greater than 9999.HK's maximum drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for 0777.HK and 9999.HK. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-41.29%
-38.36%
0777.HK
9999.HK

Volatility

0777.HK vs. 9999.HK - Volatility Comparison

The current volatility for NetDragon Websoft Inc (0777.HK) is 9.05%, while NetEase Inc (9999.HK) has a volatility of 11.19%. This indicates that 0777.HK experiences smaller price fluctuations and is considered to be less risky than 9999.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.05%
11.19%
0777.HK
9999.HK

Financials

0777.HK vs. 9999.HK - Financials Comparison

This section allows you to compare key financial metrics between NetDragon Websoft Inc and NetEase 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



Values in HKD except per share items