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0981.HK vs. 0939.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0981.HK0939.HK
YTD Return48.54%40.75%
1Y Return35.32%48.40%
3Y Return (Ann)9.55%14.24%
5Y Return (Ann)23.98%7.30%
10Y Return (Ann)13.48%7.30%
Sharpe Ratio0.371.91
Sortino Ratio1.122.78
Omega Ratio1.141.34
Calmar Ratio0.341.57
Martin Ratio0.7714.04
Ulcer Index29.64%3.31%
Daily Std Dev62.66%24.41%
Max Drawdown-95.27%-69.85%
Current Drawdown-29.68%-2.73%

Fundamentals


0981.HK0939.HK
Market CapHK$375.34BHK$1.51T
EPSHK$0.21HK$1.32
PE Ratio58.514.21
PEG Ratio31.891.31
Total Revenue (TTM)HK$5.33BHK$566.76B
Gross Profit (TTM)HK$779.75MHK$566.76B
EBITDA (TTM)HK$1.87BHK$281.16B

Correlation

-0.50.00.51.00.3

The correlation between 0981.HK and 0939.HK is 0.31, 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

0981.HK vs. 0939.HK - Performance Comparison

In the year-to-date period, 0981.HK achieves a 48.54% return, which is significantly higher than 0939.HK's 40.75% return. Over the past 10 years, 0981.HK has outperformed 0939.HK with an annualized return of 13.48%, while 0939.HK has yielded a comparatively lower 7.30% annualized 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%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
80.72%
16.79%
0981.HK
0939.HK

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Risk-Adjusted Performance

0981.HK vs. 0939.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Semiconductor Manufacturing International Corp (0981.HK) and China Construction Bank Corp (0939.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.


0981.HK
Sharpe ratio
The chart of Sharpe ratio for 0981.HK, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.38
Sortino ratio
The chart of Sortino ratio for 0981.HK, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.006.001.14
Omega ratio
The chart of Omega ratio for 0981.HK, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for 0981.HK, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for 0981.HK, currently valued at 0.80, compared to the broader market0.0010.0020.0030.000.80
0939.HK
Sharpe ratio
The chart of Sharpe ratio for 0939.HK, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.001.94
Sortino ratio
The chart of Sortino ratio for 0939.HK, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for 0939.HK, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for 0939.HK, currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Martin ratio
The chart of Martin ratio for 0939.HK, currently valued at 14.23, compared to the broader market0.0010.0020.0030.0014.23

0981.HK vs. 0939.HK - Sharpe Ratio Comparison

The current 0981.HK Sharpe Ratio is 0.37, which is lower than the 0939.HK Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of 0981.HK and 0939.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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.38
1.94
0981.HK
0939.HK

Dividends

0981.HK vs. 0939.HK - Dividend Comparison

0981.HK has not paid dividends to shareholders, while 0939.HK's dividend yield for the trailing twelve months is around 7.25%.


TTM20232022202120202019201820172016201520142013
0981.HK
Semiconductor Manufacturing International Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
0939.HK
China Construction Bank Corp
7.25%9.08%8.71%7.24%5.94%5.19%5.34%4.44%5.41%7.18%5.93%5.76%

Drawdowns

0981.HK vs. 0939.HK - Drawdown Comparison

The maximum 0981.HK drawdown since its inception was -95.27%, which is greater than 0939.HK's maximum drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for 0981.HK and 0939.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.90%
-2.81%
0981.HK
0939.HK

Volatility

0981.HK vs. 0939.HK - Volatility Comparison

Semiconductor Manufacturing International Corp (0981.HK) has a higher volatility of 21.18% compared to China Construction Bank Corp (0939.HK) at 7.11%. This indicates that 0981.HK's price experiences larger fluctuations and is considered to be riskier than 0939.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
21.18%
7.11%
0981.HK
0939.HK

Financials

0981.HK vs. 0939.HK - Financials Comparison

This section allows you to compare key financial metrics between Semiconductor Manufacturing International Corp and China Construction Bank Corp. 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