0968.HK vs. ^GSPC

In the year-to-date period, 0968.HK achieves a -21.02% return, which is significantly lower than ^GSPC's -3.77% return. Over the past 10 years, 0968.HK has underperformed ^GSPC with an annualized return of 1.23%, while ^GSPC has yielded a comparatively higher 10.46% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Xinyi Solar Holdings Ltd (0968.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.

The current 0968.HK Sharpe Ratio is -0.92, which is lower than the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of 0968.HK and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum 0968.HK drawdown since its inception was -87.98%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 0968.HK and ^GSPC. For additional features, visit the drawdowns tool.

Xinyi Solar Holdings Ltd (0968.HK) has a higher volatility of 25.07% compared to S&P 500 (^GSPC) at 6.82%. This indicates that 0968.HK's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.