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

The year-to-date returns for both investments are quite close, with 0992.HK having a 157.67% return and LNVGY slightly higher at 160.24%. Both investments have delivered pretty close results over the past 10 years, with 0992.HK having a 22.09% annualized return and LNVGY not far ahead at 22.78%.


0992.HK

1D
9.75%
1M
3.65%
6M
168.69%
YTD
157.67%
1Y
137.83%
3Y*
43.45%
5Y*
31.71%
10Y*
22.09%
ALL TIME*
14.89%

LNVGY

1D
7.02%
1M
3.20%
6M
171.65%
YTD
160.24%
1Y
136.87%
3Y*
44.16%
5Y*
31.85%
10Y*
22.78%
ALL TIME*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
HK$2.50BHK$2.75BHK$3.59B
HK$40.69MHK$42.45MHK$50.26M

0992.HK vs. LNVGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0992.HK
Lenovo Group
157.67%-4.56%-3.95%78.02%-24.59%27.54%48.13%3.69%27.50%-0.80%
LNVGY
Lenovo Group Limited
160.24%-4.19%-4.79%80.44%-25.64%28.75%47.14%4.07%26.65%3.90%

Correlation

The correlation between 0992.HK and LNVGY is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (10Y)
Provides a long-term view across more market conditions.

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2007

0.79

The correlation between 0992.HK and LNVGY has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

0992.HK vs. LNVGY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

0992.HK
0992.HK Risk / Return Rank: 9393
Overall Rank
0992.HK Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
0992.HK Sortino Ratio Rank: 9595
Sortino Ratio Rank
0992.HK Omega Ratio Rank: 9494
Omega Ratio Rank
0992.HK Calmar Ratio Rank: 9494
Calmar Ratio Rank
0992.HK Martin Ratio Rank: 8888
Martin Ratio Rank

LNVGY
LNVGY Risk / Return Rank: 9393
Overall Rank
LNVGY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LNVGY Sortino Ratio Rank: 9595
Sortino Ratio Rank
LNVGY Omega Ratio Rank: 9494
Omega Ratio Rank
LNVGY Calmar Ratio Rank: 9494
Calmar Ratio Rank
LNVGY Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


0992.HKLNVGYDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

4.67

4.75

-0.08

Martin ratioReturn relative to average drawdown

8.37

8.56

-0.19

0992.HK vs. LNVGY - Sharpe Ratio Comparison

The current 0992.HK Sharpe Ratio is 2.53, which is comparable to the LNVGY Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of 0992.HK and LNVGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0992.HK vs. LNVGY - Drawdown Comparison

The maximum 0992.HK drawdown since its inception was -83.85%, roughly equal to the maximum LNVGY 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

-83.85%

-84.37%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-30.61%

-28.99%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-44.85%

-44.60%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-44.85%

-54.65%

+9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

-54.65%

+5.62%

Current Drawdown

Current decline from peak

-10.23%

-8.75%

-1.48%

Average Drawdown

Average peak-to-trough decline

-33.06%

-35.28%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.86%

16.05%

+0.81%

Volatility

0992.HK vs. LNVGY - Volatility Comparison

Lenovo Group (0992.HK) and Lenovo Group Limited (LNVGY) have volatilities of 21.70% and 21.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

21.70%

21.76%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

48.50%

48.44%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

56.55%

55.73%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.35%

47.77%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.39%

41.41%

-0.02%

Dividends

0992.HK vs. LNVGY - Dividend Comparison

0992.HK's dividend yield for the trailing twelve months is around 0.36%, which matches LNVGY's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
0992.HK
Lenovo Group
0.36%4.21%3.82%3.48%5.93%3.57%3.84%5.37%5.01%6.01%5.64%3.37%
LNVGY
Lenovo Group Limited
0.36%4.21%3.83%3.47%5.98%3.58%3.77%5.21%4.74%10.40%10.61%3.21%

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

Frequently Asked Questions


0992.HK and LNVGY have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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