PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
0883.HK vs. BP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0883.HKBP.L
YTD Return51.38%12.60%
1Y Return76.26%0.29%
3Y Return (Ann)51.97%21.20%
5Y Return (Ann)17.38%-1.08%
10Y Return (Ann)12.09%0.50%
Sharpe Ratio2.650.01
Daily Std Dev26.95%22.70%
Max Drawdown-74.17%-72.57%
Current Drawdown0.00%-25.42%

Fundamentals


0883.HKBP.L
Market CapHK$928.01B£86.62B
EPSHK$1.39£0.69
PE Ratio6.637.46
PEG Ratio0.1713.64
Revenue (TTM)HK$416.61B£208.35B
Gross Profit (TTM)HK$201.49B£70.17B
EBITDA (TTM)HK$235.74B£44.16B

Correlation

-0.50.00.51.00.2

The correlation between 0883.HK and BP.L is 0.23, 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.

Performance

0883.HK vs. BP.L - Performance Comparison

In the year-to-date period, 0883.HK achieves a 51.38% return, which is significantly higher than BP.L's 12.60% return. Over the past 10 years, 0883.HK has outperformed BP.L with an annualized return of 12.09%, while BP.L has yielded a comparatively lower 0.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
47.52%
2.10%
0883.HK
BP.L

Compare stocks, funds, or ETFs

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


CNOOC Ltd

BP plc

Risk-Adjusted Performance

0883.HK vs. BP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CNOOC Ltd (0883.HK) and BP plc (BP.L). 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.


0883.HK
Sharpe ratio
The chart of Sharpe ratio for 0883.HK, currently valued at 3.04, compared to the broader market-2.00-1.000.001.002.003.004.003.04
Sortino ratio
The chart of Sortino ratio for 0883.HK, currently valued at 4.05, compared to the broader market-4.00-2.000.002.004.006.004.05
Omega ratio
The chart of Omega ratio for 0883.HK, currently valued at 1.50, compared to the broader market0.501.001.501.50
Calmar ratio
The chart of Calmar ratio for 0883.HK, currently valued at 6.01, compared to the broader market0.002.004.006.006.01
Martin ratio
The chart of Martin ratio for 0883.HK, currently valued at 17.08, compared to the broader market0.0010.0020.0030.0017.08
BP.L
Sharpe ratio
The chart of Sharpe ratio for BP.L, currently valued at 0.34, compared to the broader market-2.00-1.000.001.002.003.004.000.34
Sortino ratio
The chart of Sortino ratio for BP.L, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for BP.L, currently valued at 1.07, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for BP.L, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for BP.L, currently valued at 0.86, compared to the broader market0.0010.0020.0030.000.86

0883.HK vs. BP.L - Sharpe Ratio Comparison

The current 0883.HK Sharpe Ratio is 2.65, which is higher than the BP.L Sharpe Ratio of 0.01. The chart below compares the 12-month rolling Sharpe Ratio of 0883.HK and BP.L.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
3.04
0.34
0883.HK
BP.L

Dividends

0883.HK vs. BP.L - Dividend Comparison

0883.HK's dividend yield for the trailing twelve months is around 6.81%, more than BP.L's 0.05% yield.


TTM20232022202120202019201820172016201520142013
0883.HK
CNOOC Ltd
6.81%10.31%18.84%6.85%9.05%5.63%4.96%3.83%3.81%7.06%5.46%3.95%
BP.L
BP plc
0.05%0.06%0.05%0.06%0.12%0.09%0.08%0.07%0.06%0.07%0.08%0.12%

Drawdowns

0883.HK vs. BP.L - Drawdown Comparison

The maximum 0883.HK drawdown since its inception was -74.17%, roughly equal to the maximum BP.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for 0883.HK and BP.L. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril0
-49.80%
0883.HK
BP.L

Volatility

0883.HK vs. BP.L - Volatility Comparison

CNOOC Ltd (0883.HK) has a higher volatility of 9.56% compared to BP plc (BP.L) at 6.75%. This indicates that 0883.HK's price experiences larger fluctuations and is considered to be riskier than BP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
9.56%
6.75%
0883.HK
BP.L

Financials

0883.HK vs. BP.L - Financials Comparison

This section allows you to compare key financial metrics between CNOOC Ltd and BP plc. 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. 0883.HK values in HKD, BP.L values in GBp