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0941.HK vs. 0728.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0941.HK and 0728.HK is 0.57, 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.


-0.50.00.51.00.6

Performance

0941.HK vs. 0728.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Mobile Ltd (0941.HK) and China Telecom (0728.HK). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.83%
12.85%
0941.HK
0728.HK

Key characteristics

Sharpe Ratio

0941.HK:

1.68

0728.HK:

1.81

Sortino Ratio

0941.HK:

2.47

0728.HK:

2.41

Omega Ratio

0941.HK:

1.32

0728.HK:

1.33

Calmar Ratio

0941.HK:

1.55

0728.HK:

2.46

Martin Ratio

0941.HK:

7.26

0728.HK:

7.83

Ulcer Index

0941.HK:

4.23%

0728.HK:

5.83%

Daily Std Dev

0941.HK:

18.50%

0728.HK:

25.45%

Max Drawdown

0941.HK:

-80.80%

0728.HK:

-71.84%

Current Drawdown

0941.HK:

-2.07%

0728.HK:

-1.22%

Fundamentals

Market Cap

0941.HK:

HK$1.66T

0728.HK:

HK$652.99B

EPS

0941.HK:

HK$5.38

0728.HK:

HK$0.39

PE Ratio

0941.HK:

11.10

0728.HK:

13.14

PEG Ratio

0941.HK:

2.74

0728.HK:

2.11

Total Revenue (TTM)

0941.HK:

HK$780.49B

0728.HK:

HK$392.71B

Gross Profit (TTM)

0941.HK:

HK$726.71B

0728.HK:

HK$113.63B

EBITDA (TTM)

0941.HK:

HK$134.90B

0728.HK:

HK$106.37B

Returns By Period

In the year-to-date period, 0941.HK achieves a 24.99% return, which is significantly lower than 0728.HK's 37.90% return. Over the past 10 years, 0941.HK has underperformed 0728.HK with an annualized return of 3.60%, while 0728.HK has yielded a comparatively higher 5.61% annualized return.


0941.HK

YTD

24.99%

1M

7.52%

6M

6.05%

1Y

31.16%

5Y*

11.18%

10Y*

3.60%

0728.HK

YTD

37.90%

1M

9.23%

6M

14.37%

1Y

49.06%

5Y*

17.09%

10Y*

5.61%

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Risk-Adjusted Performance

0941.HK vs. 0728.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Mobile Ltd (0941.HK) and China Telecom (0728.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.


Sharpe ratio
The chart of Sharpe ratio for 0941.HK, currently valued at 1.72, compared to the broader market-4.00-2.000.002.001.721.84
The chart of Sortino ratio for 0941.HK, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.512.43
The chart of Omega ratio for 0941.HK, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.33
The chart of Calmar ratio for 0941.HK, currently valued at 1.54, compared to the broader market0.002.004.006.001.542.56
The chart of Martin ratio for 0941.HK, currently valued at 7.43, compared to the broader market-5.000.005.0010.0015.0020.0025.007.437.99
0941.HK
0728.HK

The current 0941.HK Sharpe Ratio is 1.68, which is comparable to the 0728.HK Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of 0941.HK and 0728.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.72
1.84
0941.HK
0728.HK

Dividends

0941.HK vs. 0728.HK - Dividend Comparison

0941.HK's dividend yield for the trailing twelve months is around 6.60%, more than 0728.HK's 5.80% yield.


TTM20232022202120202019201820172016201520142013
0941.HK
China Mobile Ltd
6.60%7.16%8.95%7.24%7.36%4.45%4.52%3.62%3.27%3.32%3.49%4.32%
0728.HK
China Telecom
5.80%6.46%10.97%4.81%5.81%3.89%2.88%2.82%2.65%2.61%2.09%2.17%

Drawdowns

0941.HK vs. 0728.HK - Drawdown Comparison

The maximum 0941.HK drawdown since its inception was -80.80%, which is greater than 0728.HK's maximum drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for 0941.HK and 0728.HK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.14%
-1.30%
0941.HK
0728.HK

Volatility

0941.HK vs. 0728.HK - Volatility Comparison

The current volatility for China Mobile Ltd (0941.HK) is 2.69%, while China Telecom (0728.HK) has a volatility of 4.62%. This indicates that 0941.HK experiences smaller price fluctuations and is considered to be less risky than 0728.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
2.69%
4.62%
0941.HK
0728.HK

Financials

0941.HK vs. 0728.HK - Financials Comparison

This section allows you to compare key financial metrics between China Mobile Ltd and China Telecom. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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