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0992.HK vs. 3888.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0992.HK and 3888.HK is 0.09, 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

0992.HK vs. 3888.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lenovo Group (0992.HK) and Kingsoft Corp Ltd (3888.HK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

0992.HK:

-0.43

3888.HK:

1.26

Sortino Ratio

0992.HK:

0.04

3888.HK:

1.65

Omega Ratio

0992.HK:

1.01

3888.HK:

1.21

Calmar Ratio

0992.HK:

-0.26

3888.HK:

0.70

Martin Ratio

0992.HK:

-0.56

3888.HK:

3.13

Ulcer Index

0992.HK:

20.45%

3888.HK:

16.52%

Daily Std Dev

0992.HK:

51.78%

3888.HK:

51.27%

Max Drawdown

0992.HK:

-89.26%

3888.HK:

-76.29%

Current Drawdown

0992.HK:

-33.46%

3888.HK:

-48.84%

Fundamentals

Market Cap

0992.HK:

HK$112.26B

3888.HK:

HK$54.35B

EPS

0992.HK:

HK$0.11

3888.HK:

HK$1.11

PE Ratio

0992.HK:

10.90

3888.HK:

32.27

PEG Ratio

0992.HK:

0.76

3888.HK:

0.60

PS Ratio

0992.HK:

1.63

3888.HK:

5.17

PB Ratio

0992.HK:

2.36

3888.HK:

2.19

Total Revenue (TTM)

0992.HK:

HK$33.30B

3888.HK:

HK$2.47B

Gross Profit (TTM)

0992.HK:

HK$5.36B

3888.HK:

HK$2.04B

EBITDA (TTM)

0992.HK:

HK$751.70M

3888.HK:

HK$769.65M

Returns By Period

In the year-to-date period, 0992.HK achieves a -10.22% return, which is significantly lower than 3888.HK's 16.57% return. Over the past 10 years, 0992.HK has underperformed 3888.HK with an annualized return of 2.50%, while 3888.HK has yielded a comparatively higher 3.70% annualized return.


0992.HK

YTD

-10.22%

1M

-4.74%

6M

-4.44%

1Y

-21.26%

3Y*

11.77%

5Y*

21.73%

10Y*

2.50%

3888.HK

YTD

16.57%

1M

2.69%

6M

15.37%

1Y

64.13%

3Y*

8.75%

5Y*

5.76%

10Y*

3.70%

*Annualized

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Lenovo Group

Kingsoft Corp Ltd

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

Risk-Adjusted Performance

0992.HK vs. 3888.HK — Risk-Adjusted Performance Rank

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

0992.HK
The Risk-Adjusted Performance Rank of 0992.HK is 3131
Overall Rank
The Sharpe Ratio Rank of 0992.HK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of 0992.HK is 3434
Sortino Ratio Rank
The Omega Ratio Rank of 0992.HK is 3434
Omega Ratio Rank
The Calmar Ratio Rank of 0992.HK is 3030
Calmar Ratio Rank
The Martin Ratio Rank of 0992.HK is 3535
Martin Ratio Rank

3888.HK
The Risk-Adjusted Performance Rank of 3888.HK is 7878
Overall Rank
The Sharpe Ratio Rank of 3888.HK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of 3888.HK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of 3888.HK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of 3888.HK is 7676
Calmar Ratio Rank
The Martin Ratio Rank of 3888.HK is 7777
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.

0992.HK vs. 3888.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lenovo Group (0992.HK) and Kingsoft Corp Ltd (3888.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 0992.HK Sharpe Ratio is -0.43, which is lower than the 3888.HK Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of 0992.HK and 3888.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.


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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

0992.HK vs. 3888.HK - Dividend Comparison

0992.HK's dividend yield for the trailing twelve months is around 4.25%, more than 3888.HK's 0.38% yield.


TTM20242023202220212020201920182017201620152014
0992.HK
Lenovo Group
4.25%3.82%3.48%5.93%3.57%3.84%5.37%5.01%6.01%5.64%3.37%2.35%
3888.HK
Kingsoft Corp Ltd
0.38%0.42%0.54%0.46%0.58%0.60%0.00%0.98%0.38%0.63%0.68%1.13%

Drawdowns

0992.HK vs. 3888.HK - Drawdown Comparison

The maximum 0992.HK drawdown since its inception was -89.26%, which is greater than 3888.HK's maximum drawdown of -76.29%. Use the drawdown chart below to compare losses from any high point for 0992.HK and 3888.HK.


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

Volatility

0992.HK vs. 3888.HK - Volatility Comparison

The current volatility for Lenovo Group (0992.HK) is 7.73%, while Kingsoft Corp Ltd (3888.HK) has a volatility of 18.21%. This indicates that 0992.HK experiences smaller price fluctuations and is considered to be less risky than 3888.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

0992.HK vs. 3888.HK - Financials Comparison

This section allows you to compare key financial metrics between Lenovo Group and Kingsoft Corp 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
17.85B
2.47B
(0992.HK) Total Revenue
(3888.HK) Total Revenue
Values in HKD except per share items