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0992.HK vs. LNVGY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

0992.HK vs. LNVGY - Performance Comparison

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

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0992.HK vs. LNVGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0992.HK
Lenovo Group
2.59%-5.39%-3.95%78.02%-24.59%27.54%48.13%3.69%27.50%-0.80%
LNVGY
Lenovo Group Limited
4.04%-4.19%-4.79%80.44%-25.64%28.75%47.14%4.07%26.65%3.90%
Different Trading Currencies

0992.HK is traded in HKD, while LNVGY is traded in USD. To make them comparable, the LNVGY values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0992.HK achieves a 2.59% return, which is significantly lower than LNVGY's 4.04% return. Over the past 10 years, 0992.HK has underperformed LNVGY with an annualized return of 10.02%, while LNVGY has yielded a comparatively higher 11.16% annualized return.


0992.HK

1D
3.83%
1M
0.32%
YTD
2.59%
6M
-17.75%
1Y
-7.88%
3Y*
7.77%
5Y*
1.59%
10Y*
10.02%

LNVGY

1D
2.26%
1M
0.78%
YTD
4.04%
6M
-16.86%
1Y
-6.54%
3Y*
8.73%
5Y*
2.02%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

0992.HK vs. LNVGY — Risk / Return Rank

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

0992.HK
0992.HK Risk / Return Rank: 2929
Overall Rank
0992.HK Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
0992.HK Sortino Ratio Rank: 3030
Sortino Ratio Rank
0992.HK Omega Ratio Rank: 3030
Omega Ratio Rank
0992.HK Calmar Ratio Rank: 2727
Calmar Ratio Rank
0992.HK Martin Ratio Rank: 2828
Martin Ratio Rank

LNVGY
LNVGY Risk / Return Rank: 3232
Overall Rank
LNVGY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LNVGY Sortino Ratio Rank: 2828
Sortino Ratio Rank
LNVGY Omega Ratio Rank: 2929
Omega Ratio Rank
LNVGY Calmar Ratio Rank: 3535
Calmar Ratio Rank
LNVGY Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0992.HK vs. LNVGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lenovo Group (0992.HK) and Lenovo Group Limited (LNVGY). 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.


0992.HKLNVGYDifference

Sharpe ratio

Return per unit of total volatility

-0.19

-0.17

-0.02

Sortino ratio

Return per unit of downside risk

0.03

0.02

+0.01

Omega ratio

Gain probability vs. loss probability

1.00

1.00

0.00

Calmar ratio

Return relative to maximum drawdown

-0.43

-0.17

-0.26

Martin ratio

Return relative to average drawdown

-0.76

-0.30

-0.47

0992.HK vs. LNVGY - Sharpe Ratio Comparison

The current 0992.HK Sharpe Ratio is -0.19, which is comparable to the LNVGY Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of 0992.HK and LNVGY, 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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Sharpe Ratios by Period


0992.HKLNVGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-0.17

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.05

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.29

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.18

+0.02

Correlation

The correlation between 0992.HK and LNVGY is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

0992.HK vs. LNVGY - Dividend Comparison

0992.HK's dividend yield for the trailing twelve months is around 3.21%, less than LNVGY's 4.08% yield.


TTM20252024202320222021202020192018201720162015
0992.HK
Lenovo Group
3.21%3.29%3.82%3.48%5.93%3.57%3.84%5.37%5.01%6.01%5.64%3.37%
LNVGY
Lenovo Group Limited
4.08%4.21%3.83%3.47%5.98%3.58%3.77%5.21%4.74%10.40%10.61%3.21%

Drawdowns

0992.HK vs. LNVGY - Drawdown Comparison

The maximum 0992.HK drawdown since its inception was -89.83%, which is greater than LNVGY's maximum drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for 0992.HK and LNVGY.


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Drawdown Indicators


0992.HKLNVGYDifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-84.37%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-31.21%

-29.88%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-47.99%

-55.02%

+7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

-55.02%

+5.99%

Current Drawdown

Current decline from peak

-28.06%

-26.58%

-1.48%

Average Drawdown

Average peak-to-trough decline

-51.28%

-35.65%

-15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.43%

17.10%

+2.33%

Volatility

0992.HK vs. LNVGY - Volatility Comparison

Lenovo Group (0992.HK) has a higher volatility of 10.64% compared to Lenovo Group Limited (LNVGY) at 8.40%. This indicates that 0992.HK's price experiences larger fluctuations and is considered to be riskier than LNVGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0992.HKLNVGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

8.40%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

22.80%

21.07%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

41.92%

38.05%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.10%

43.52%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.95%

38.96%

-0.01%

Financials

0992.HK vs. LNVGY - Financials Comparison

This section allows you to compare key financial metrics between Lenovo Group and Lenovo Group Limited. 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


Please note, different currencies. 0992.HK values in HKD, LNVGY values in USD