0934.HK vs. HESM
Compare and contrast key facts about Sinopec Kantons Holdings Ltd (0934.HK) and Hess Midstream LP (HESM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0934.HK or HESM.
Key characteristics
0934.HK | HESM | |
---|---|---|
YTD Return | 7.74% | 15.48% |
1Y Return | 41.22% | 35.66% |
3Y Return (Ann) | 16.56% | 28.48% |
5Y Return (Ann) | 7.63% | 20.42% |
Sharpe Ratio | 1.67 | 2.02 |
Daily Std Dev | 25.31% | 19.94% |
Max Drawdown | -77.85% | -75.16% |
Current Drawdown | -41.83% | 0.00% |
Fundamentals
0934.HK | HESM | |
---|---|---|
Market Cap | HK$9.30B | $8.08B |
EPS | HK$0.00 | $2.08 |
PE Ratio | 7.19 | 17.17 |
PEG Ratio | 0.00 | 1.57 |
Revenue (TTM) | HK$609.87M | $1.35B |
Gross Profit (TTM) | HK$283.26M | $995.60M |
EBITDA (TTM) | HK$241.96M | $1.01B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Sinopec Kantons Holdings Ltd | 1.42 | ||||
Hess Midstream LP | 1.64 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.