PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
0857.HK vs. 1088.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0857.HK1088.HK
YTD Return58.86%36.61%
1Y Return45.44%52.26%
3Y Return (Ann)46.30%46.59%
5Y Return (Ann)23.37%30.42%
10Y Return (Ann)2.60%15.29%
Sharpe Ratio1.822.05
Daily Std Dev28.70%26.32%
Max Drawdown-83.74%-85.12%
Current Drawdown-15.42%-9.32%

Fundamentals


0857.HK1088.HK
Market CapHK$1.89THK$849.09B
EPSHK$0.89HK$3.16
PE Ratio7.8211.08
PEG Ratio0.1710.55
Total Revenue (TTM)HK$2.34THK$261.28B
Gross Profit (TTM)HK$640.28BHK$88.94B
EBITDA (TTM)HK$0.00HK$0.00

Correlation

-0.50.00.51.00.6

The correlation between 0857.HK and 1088.HK is 0.61, 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

0857.HK vs. 1088.HK - Performance Comparison

In the year-to-date period, 0857.HK achieves a 58.86% return, which is significantly higher than 1088.HK's 36.61% return. Over the past 10 years, 0857.HK has underperformed 1088.HK with an annualized return of 2.60%, while 1088.HK has yielded a comparatively higher 15.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%FebruaryMarchAprilMayJuneJuly
250.18%
1,383.79%
0857.HK
1088.HK

Compare stocks, funds, or ETFs

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


PetroChina Co Ltd Class H

China Shenhua Energy Co Ltd H

Risk-Adjusted Performance

0857.HK vs. 1088.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PetroChina Co Ltd Class H (0857.HK) and China Shenhua Energy Co Ltd H (1088.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.


0857.HK
Sharpe ratio
The chart of Sharpe ratio for 0857.HK, currently valued at 1.96, compared to the broader market-2.00-1.000.001.002.003.001.96
Sortino ratio
The chart of Sortino ratio for 0857.HK, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.006.002.91
Omega ratio
The chart of Omega ratio for 0857.HK, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for 0857.HK, currently valued at 1.11, compared to the broader market0.002.004.006.001.11
Martin ratio
The chart of Martin ratio for 0857.HK, currently valued at 7.69, compared to the broader market-5.000.005.0010.0015.0020.0025.007.69
1088.HK
Sharpe ratio
The chart of Sharpe ratio for 1088.HK, currently valued at 2.06, compared to the broader market-2.00-1.000.001.002.003.002.06
Sortino ratio
The chart of Sortino ratio for 1088.HK, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.006.002.73
Omega ratio
The chart of Omega ratio for 1088.HK, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for 1088.HK, currently valued at 3.67, compared to the broader market0.002.004.006.003.67
Martin ratio
The chart of Martin ratio for 1088.HK, currently valued at 14.36, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.36

0857.HK vs. 1088.HK - Sharpe Ratio Comparison

The current 0857.HK Sharpe Ratio is 1.82, which roughly equals the 1088.HK Sharpe Ratio of 2.05. The chart below compares the 12-month rolling Sharpe Ratio of 0857.HK and 1088.HK.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.96
2.06
0857.HK
1088.HK

Dividends

0857.HK vs. 1088.HK - Dividend Comparison

0857.HK's dividend yield for the trailing twelve months is around 6.09%, less than 1088.HK's 7.27% yield.


TTM20232022202120202019201820172016201520142013
0857.HK
PetroChina Co Ltd Class H
6.09%9.14%9.71%7.57%9.66%3.81%2.19%1.05%0.94%3.89%4.75%4.31%
1088.HK
China Shenhua Energy Co Ltd H
7.27%10.87%13.86%11.80%9.39%6.33%6.57%14.20%2.59%7.70%4.99%4.94%

Drawdowns

0857.HK vs. 1088.HK - Drawdown Comparison

The maximum 0857.HK drawdown since its inception was -83.74%, roughly equal to the maximum 1088.HK drawdown of -85.12%. Use the drawdown chart below to compare losses from any high point for 0857.HK and 1088.HK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-15.94%
-9.32%
0857.HK
1088.HK

Volatility

0857.HK vs. 1088.HK - Volatility Comparison

The current volatility for PetroChina Co Ltd Class H (0857.HK) is 9.79%, while China Shenhua Energy Co Ltd H (1088.HK) has a volatility of 10.59%. This indicates that 0857.HK experiences smaller price fluctuations and is considered to be less risky than 1088.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%FebruaryMarchAprilMayJuneJuly
9.79%
10.59%
0857.HK
1088.HK

Financials

0857.HK vs. 1088.HK - Financials Comparison

This section allows you to compare key financial metrics between PetroChina Co Ltd Class H and China Shenhua Energy Co Ltd H. 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