0941.HK vs. ^GSPC
Compare and contrast key facts about China Mobile Ltd (0941.HK) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0941.HK or ^GSPC.
Correlation
The correlation between 0941.HK and ^GSPC is 0.11, 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
0941.HK vs. ^GSPC - Performance Comparison
Key characteristics
0941.HK:
1.68
^GSPC:
2.11
0941.HK:
2.47
^GSPC:
2.82
0941.HK:
1.32
^GSPC:
1.39
0941.HK:
1.54
^GSPC:
3.12
0941.HK:
7.25
^GSPC:
13.56
0941.HK:
4.23%
^GSPC:
1.95%
0941.HK:
18.47%
^GSPC:
12.53%
0941.HK:
-80.80%
^GSPC:
-56.78%
0941.HK:
-1.55%
^GSPC:
-0.86%
Returns By Period
The year-to-date returns for both investments are quite close, with 0941.HK having a 25.65% return and ^GSPC slightly higher at 26.58%. Over the past 10 years, 0941.HK has underperformed ^GSPC with an annualized return of 3.53%, while ^GSPC has yielded a comparatively higher 11.21% annualized return.
0941.HK
25.65%
6.95%
5.12%
28.32%
10.90%
3.53%
^GSPC
26.58%
0.27%
10.12%
26.27%
13.29%
11.21%
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Risk-Adjusted Performance
0941.HK vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for China Mobile Ltd (0941.HK) and S&P 500 (^GSPC). 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.
Drawdowns
0941.HK vs. ^GSPC - Drawdown Comparison
The maximum 0941.HK drawdown since its inception was -80.80%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 0941.HK and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
0941.HK vs. ^GSPC - Volatility Comparison
The current volatility for China Mobile Ltd (0941.HK) is 2.70%, while S&P 500 (^GSPC) has a volatility of 3.91%. This indicates that 0941.HK experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.