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

Performance

0992.HK vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Lenovo Group (0992.HK) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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0992.HK vs. UPRO - 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%
UPRO
ProShares UltraPro S&P 500
-13.55%32.13%62.72%68.51%-56.77%99.72%9.59%101.23%-24.95%72.69%
Different Trading Currencies

0992.HK is traded in HKD, while UPRO is traded in USD. To make them comparable, the UPRO 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 higher than UPRO's -15.42% return. Over the past 10 years, 0992.HK has underperformed UPRO with an annualized return of 10.02%, while UPRO has yielded a comparatively higher 25.39% 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%

UPRO

1D
0.00%
1M
-15.51%
YTD
-15.42%
6M
-12.86%
1Y
32.22%
3Y*
37.23%
5Y*
16.83%
10Y*
25.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

0992.HK vs. UPRO — 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

UPRO
UPRO Risk / Return Rank: 4040
Overall Rank
UPRO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4141
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4545
Omega Ratio Rank
UPRO Calmar Ratio Rank: 3939
Calmar Ratio Rank
UPRO Martin Ratio Rank: 4343
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. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lenovo Group (0992.HK) and ProShares UltraPro S&P 500 (UPRO). 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.HKUPRODifference

Sharpe ratio

Return per unit of total volatility

-0.19

0.60

-0.79

Sortino ratio

Return per unit of downside risk

0.03

1.17

-1.15

Omega ratio

Gain probability vs. loss probability

1.00

1.18

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.43

1.00

-1.43

Martin ratio

Return relative to average drawdown

-0.76

3.99

-4.75

0992.HK vs. UPRO - Sharpe Ratio Comparison

The current 0992.HK Sharpe Ratio is -0.19, which is lower than the UPRO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of 0992.HK and UPRO, 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.HKUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

0.60

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.34

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.47

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.60

-0.40

Correlation

The correlation between 0992.HK and UPRO 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.


Dividends

0992.HK vs. UPRO - Dividend Comparison

0992.HK's dividend yield for the trailing twelve months is around 3.21%, more than UPRO's 1.02% 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%
UPRO
ProShares UltraPro S&P 500
1.02%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Drawdowns

0992.HK vs. UPRO - Drawdown Comparison

The maximum 0992.HK drawdown since its inception was -89.83%, which is greater than UPRO's maximum drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for 0992.HK and UPRO.


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Drawdown Indicators


0992.HKUPRODifference

Max Drawdown

Largest peak-to-trough decline

-89.83%

-76.82%

-13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-31.21%

-33.38%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-47.99%

-63.94%

+15.95%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

-76.82%

+27.79%

Current Drawdown

Current decline from peak

-28.06%

-18.68%

-9.38%

Average Drawdown

Average peak-to-trough decline

-51.28%

-14.53%

-36.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.43%

8.41%

+11.02%

Volatility

0992.HK vs. UPRO - Volatility Comparison

The current volatility for Lenovo Group (0992.HK) is 10.64%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 15.76%. This indicates that 0992.HK experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0992.HKUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.64%

15.76%

-5.12%

Volatility (6M)

Calculated over the trailing 6-month period

22.80%

28.35%

-5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

41.92%

54.28%

-12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.10%

50.32%

-7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.95%

53.65%

-14.70%