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0934.HK vs. HESM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


0934.HKHESM
YTD Return7.74%15.48%
1Y Return41.22%35.66%
3Y Return (Ann)16.56%28.48%
5Y Return (Ann)7.63%20.42%
Sharpe Ratio1.672.02
Daily Std Dev25.31%19.94%
Max Drawdown-77.85%-75.16%
Current Drawdown-41.83%0.00%

Fundamentals


0934.HKHESM
Market CapHK$9.30B$8.08B
EPSHK$0.00$2.08
PE Ratio7.1917.17
PEG Ratio0.001.57
Revenue (TTM)HK$609.87M$1.35B
Gross Profit (TTM)HK$283.26M$995.60M
EBITDA (TTM)HK$241.96M$1.01B

Correlation

0.07
-1.001.00

The correlation between 0934.HK and HESM is 0.07, 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

0934.HK vs. HESM - Performance Comparison

In the year-to-date period, 0934.HK achieves a 7.74% return, which is significantly lower than HESM's 15.48% 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%50.00%100.00%OctoberNovemberDecember2024FebruaryMarch
20.30%
133.49%
0934.HK
HESM

Compare stocks, funds, or ETFs


Sinopec Kantons Holdings Ltd

Hess Midstream LP

Risk-Adjusted Performance

0934.HK vs. HESM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sinopec Kantons Holdings Ltd (0934.HK) and Hess Midstream LP (HESM). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
0934.HK
Sinopec Kantons Holdings Ltd
1.42
HESM
Hess Midstream LP
1.64

0934.HK vs. HESM - Sharpe Ratio Comparison

The current 0934.HK Sharpe Ratio is 1.42, which roughly equals the HESM Sharpe Ratio of 1.64. The chart below compares the 12-month rolling Sharpe Ratio of 0934.HK and HESM.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.42
1.64
0934.HK
HESM

Dividends

0934.HK vs. HESM - Dividend Comparison

0934.HK's dividend yield for the trailing twelve months is around 6.08%, less than HESM's 6.80% yield.


TTM20232022202120202019201820172016201520142013
0934.HK
Sinopec Kantons Holdings Ltd
6.08%6.55%6.78%6.54%7.41%5.49%3.46%1.68%1.69%1.08%0.72%0.41%
HESM
Hess Midstream LP
6.80%7.50%7.30%6.93%8.86%6.89%8.00%2.93%0.00%0.00%0.00%0.00%

Drawdowns

0934.HK vs. HESM - Drawdown Comparison

The maximum 0934.HK drawdown since its inception was -77.85%, roughly equal to the maximum HESM drawdown of -75.16%. The drawdown chart below compares losses from any high point along the way for 0934.HK and HESM


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.53%
0
0934.HK
HESM

Volatility

0934.HK vs. HESM - Volatility Comparison

Sinopec Kantons Holdings Ltd (0934.HK) has a higher volatility of 7.17% compared to Hess Midstream LP (HESM) at 3.24%. This indicates that 0934.HK's price experiences larger fluctuations and is considered to be riskier than HESM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
7.17%
3.24%
0934.HK
HESM