PortfoliosLab logo
0981.HK vs. 2382.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0981.HK and 2382.HK is 0.08, 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. 2382.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Semiconductor Manufacturing International Corp (0981.HK) and Sunny Optical Technology Group Co Ltd (2382.HK). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

0981.HK:

2.05

2382.HK:

0.58

Sortino Ratio

0981.HK:

2.69

2382.HK:

1.23

Omega Ratio

0981.HK:

1.36

2382.HK:

1.15

Calmar Ratio

0981.HK:

2.22

2382.HK:

0.45

Martin Ratio

0981.HK:

9.16

2382.HK:

2.38

Ulcer Index

0981.HK:

15.37%

2382.HK:

15.85%

Daily Std Dev

0981.HK:

72.72%

2382.HK:

60.56%

Max Drawdown

0981.HK:

-95.27%

2382.HK:

-88.47%

Current Drawdown

0981.HK:

-29.84%

2382.HK:

-75.56%

Fundamentals

Market Cap

0981.HK:

HK$416.79B

2382.HK:

HK$65.57B

EPS

0981.HK:

HK$0.21

2382.HK:

HK$0.00

PE Ratio

0981.HK:

73.18

2382.HK:

22.35

PEG Ratio

0981.HK:

24.04

2382.HK:

0.48

PS Ratio

0981.HK:

48.88

2382.HK:

1.71

PB Ratio

0981.HK:

2.02

2382.HK:

2.55

Returns By Period

In the year-to-date period, 0981.HK achieves a 27.52% return, which is significantly higher than 2382.HK's -12.34% return. Over the past 10 years, 0981.HK has outperformed 2382.HK with an annualized return of 16.38%, while 2382.HK has yielded a comparatively lower 14.42% annualized return.


0981.HK

YTD

27.52%

1M

-13.54%

6M

55.96%

1Y

140.80%

3Y*

33.35%

5Y*

19.21%

10Y*

16.38%

2382.HK

YTD

-12.34%

1M

-7.79%

6M

-4.05%

1Y

33.48%

3Y*

-20.96%

5Y*

-9.53%

10Y*

14.42%

*Annualized

Compare stocks, funds, or ETFs

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

0981.HK vs. 2382.HK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0981.HK
The Risk-Adjusted Performance Rank of 0981.HK is 9393
Overall Rank
The Sharpe Ratio Rank of 0981.HK is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of 0981.HK is 9292
Sortino Ratio Rank
The Omega Ratio Rank of 0981.HK is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 0981.HK is 9393
Calmar Ratio Rank
The Martin Ratio Rank of 0981.HK is 9494
Martin Ratio Rank

2382.HK
The Risk-Adjusted Performance Rank of 2382.HK is 7171
Overall Rank
The Sharpe Ratio Rank of 2382.HK is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of 2382.HK is 7171
Sortino Ratio Rank
The Omega Ratio Rank of 2382.HK is 6868
Omega Ratio Rank
The Calmar Ratio Rank of 2382.HK is 7070
Calmar Ratio Rank
The Martin Ratio Rank of 2382.HK is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

0981.HK vs. 2382.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Semiconductor Manufacturing International Corp (0981.HK) and Sunny Optical Technology Group Co Ltd (2382.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.


The current 0981.HK Sharpe Ratio is 2.05, which is higher than the 2382.HK Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of 0981.HK and 2382.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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

0981.HK vs. 2382.HK - Dividend Comparison

Neither 0981.HK nor 2382.HK has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
2382.HK
Sunny Optical Technology Group Co Ltd
0.00%0.32%0.71%1.20%0.43%0.48%0.49%1.17%0.32%0.73%1.07%1.15%

Drawdowns

0981.HK vs. 2382.HK - Drawdown Comparison

The maximum 0981.HK drawdown since its inception was -95.27%, which is greater than 2382.HK's maximum drawdown of -88.47%. Use the drawdown chart below to compare losses from any high point for 0981.HK and 2382.HK.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

0981.HK vs. 2382.HK - Volatility Comparison

The current volatility for Semiconductor Manufacturing International Corp (0981.HK) is 10.17%, while Sunny Optical Technology Group Co Ltd (2382.HK) has a volatility of 19.26%. This indicates that 0981.HK experiences smaller price fluctuations and is considered to be less risky than 2382.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

0981.HK vs. 2382.HK - Financials Comparison

This section allows you to compare key financial metrics between Semiconductor Manufacturing International Corp and Sunny Optical Technology Group Co Ltd. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.21B
17.40B
(0981.HK) Total Revenue
(2382.HK) Total Revenue
Values in HKD except per share items