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0823.HK vs. 0083.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0823.HK and 0083.HK is 0.34, 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.


-0.50.00.51.00.3

Performance

0823.HK vs. 0083.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Link Real Estate Investment Trust (0823.HK) and Sino Land (0083.HK). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
548.28%
107.08%
0823.HK
0083.HK

Key characteristics

Sharpe Ratio

0823.HK:

-0.37

0083.HK:

0.15

Sortino Ratio

0823.HK:

-0.37

0083.HK:

0.36

Omega Ratio

0823.HK:

0.96

0083.HK:

1.04

Calmar Ratio

0823.HK:

-0.15

0083.HK:

0.08

Martin Ratio

0823.HK:

-0.53

0083.HK:

0.38

Ulcer Index

0823.HK:

17.43%

0083.HK:

8.22%

Daily Std Dev

0823.HK:

24.64%

0083.HK:

21.54%

Max Drawdown

0823.HK:

-60.51%

0083.HK:

-82.13%

Current Drawdown

0823.HK:

-55.35%

0083.HK:

-37.67%

Fundamentals

Market Cap

0823.HK:

HK$85.83B

0083.HK:

HK$69.59B

EPS

0823.HK:

HK$0.00

0083.HK:

HK$0.00

PEG Ratio

0823.HK:

10.18

0083.HK:

0.34

Total Revenue (TTM)

0823.HK:

HK$7.13B

0083.HK:

HK$9.40B

Gross Profit (TTM)

0823.HK:

HK$5.23B

0083.HK:

HK$3.90B

EBITDA (TTM)

0823.HK:

HK$978.00M

0083.HK:

HK$1.69B

Returns By Period

In the year-to-date period, 0823.HK achieves a -20.46% return, which is significantly lower than 0083.HK's -4.64% return. Over the past 10 years, 0823.HK has outperformed 0083.HK with an annualized return of 0.80%, while 0083.HK has yielded a comparatively lower 0.50% annualized return.


0823.HK

YTD

-20.46%

1M

-4.88%

6M

9.51%

1Y

-19.63%

5Y*

-11.98%

10Y*

0.80%

0083.HK

YTD

-4.64%

1M

-3.70%

6M

-1.83%

1Y

-1.14%

5Y*

-1.97%

10Y*

0.50%

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Risk-Adjusted Performance

0823.HK vs. 0083.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Link Real Estate Investment Trust (0823.HK) and Sino Land (0083.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.


Sharpe ratio
The chart of Sharpe ratio for 0823.HK, currently valued at -0.35, compared to the broader market-4.00-2.000.002.00-0.350.16
The chart of Sortino ratio for 0823.HK, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.340.39
The chart of Omega ratio for 0823.HK, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.04
The chart of Calmar ratio for 0823.HK, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.150.09
The chart of Martin ratio for 0823.HK, currently valued at -0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.510.43
0823.HK
0083.HK

The current 0823.HK Sharpe Ratio is -0.37, which is lower than the 0083.HK Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of 0823.HK and 0083.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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.35
0.16
0823.HK
0083.HK

Dividends

0823.HK vs. 0083.HK - Dividend Comparison

0823.HK's dividend yield for the trailing twelve months is around 8.32%, more than 0083.HK's 7.69% yield.


TTM20232022202120202019201820172016201520142013
0823.HK
Link Real Estate Investment Trust
8.32%5.68%5.26%4.49%4.07%3.42%3.26%3.29%4.34%4.14%3.61%4.14%
0083.HK
Sino Land
7.69%6.83%5.84%5.66%5.45%4.86%6.33%3.83%4.39%4.40%3.99%4.72%

Drawdowns

0823.HK vs. 0083.HK - Drawdown Comparison

The maximum 0823.HK drawdown since its inception was -60.51%, smaller than the maximum 0083.HK drawdown of -82.13%. Use the drawdown chart below to compare losses from any high point for 0823.HK and 0083.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-55.24%
-37.42%
0823.HK
0083.HK

Volatility

0823.HK vs. 0083.HK - Volatility Comparison

Link Real Estate Investment Trust (0823.HK) and Sino Land (0083.HK) have volatilities of 4.80% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
4.99%
0823.HK
0083.HK

Financials

0823.HK vs. 0083.HK - Financials Comparison

This section allows you to compare key financial metrics between Link Real Estate Investment Trust and Sino Land. 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
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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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