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1088.HK vs. 1600.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


1088.HK1600.HK
YTD Return33.62%-17.34%
1Y Return47.39%-4.45%
3Y Return (Ann)42.41%-17.36%
5Y Return (Ann)29.76%-9.71%
10Y Return (Ann)14.81%-5.88%
Sharpe Ratio1.63-0.17
Sortino Ratio2.170.02
Omega Ratio1.281.00
Calmar Ratio2.29-0.10
Martin Ratio6.46-0.32
Ulcer Index7.57%20.37%
Daily Std Dev30.13%38.73%
Max Drawdown-85.12%-69.18%
Current Drawdown-11.31%-58.60%

Fundamentals


1088.HK1600.HK
Market CapHK$834.10BHK$3.30B
EPSHK$3.42HK$0.00
PE Ratio10.677.10
PEG Ratio10.550.25
Total Revenue (TTM)HK$258.69BHK$3.76B
Gross Profit (TTM)HK$89.72BHK$830.74M
EBITDA (TTM)HK$66.03BHK$660.41M

Correlation

-0.50.00.51.00.2

The correlation between 1088.HK and 1600.HK is 0.18, 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

1088.HK vs. 1600.HK - Performance Comparison

In the year-to-date period, 1088.HK achieves a 33.62% return, which is significantly higher than 1600.HK's -17.34% return. Over the past 10 years, 1088.HK has outperformed 1600.HK with an annualized return of 14.81%, while 1600.HK has yielded a comparatively lower -5.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%120.00%140.00%160.00%180.00%200.00%JuneJulyAugustSeptemberOctoberNovember
161.94%
124.62%
1088.HK
1600.HK

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Risk-Adjusted Performance

1088.HK vs. 1600.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Shenhua Energy Co Ltd H (1088.HK) and China Tian Lun Gas Holdings Ltd (1600.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.


1088.HK
Sharpe ratio
The chart of Sharpe ratio for 1088.HK, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.66
Sortino ratio
The chart of Sortino ratio for 1088.HK, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for 1088.HK, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for 1088.HK, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Martin ratio
The chart of Martin ratio for 1088.HK, currently valued at 6.67, compared to the broader market0.0010.0020.0030.006.67
1600.HK
Sharpe ratio
The chart of Sharpe ratio for 1600.HK, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15
Sortino ratio
The chart of Sortino ratio for 1600.HK, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.006.000.05
Omega ratio
The chart of Omega ratio for 1600.HK, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for 1600.HK, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for 1600.HK, currently valued at -0.29, compared to the broader market0.0010.0020.0030.00-0.29

1088.HK vs. 1600.HK - Sharpe Ratio Comparison

The current 1088.HK Sharpe Ratio is 1.63, which is higher than the 1600.HK Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of 1088.HK and 1600.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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.66
-0.15
1088.HK
1600.HK

Dividends

1088.HK vs. 1600.HK - Dividend Comparison

1088.HK's dividend yield for the trailing twelve months is around 7.43%, more than 1600.HK's 5.02% yield.


TTM20232022202120202019201820172016201520142013
1088.HK
China Shenhua Energy Co Ltd H
7.43%10.88%13.88%11.82%9.40%6.33%6.59%16.79%2.60%7.72%5.01%4.95%
1600.HK
China Tian Lun Gas Holdings Ltd
5.02%7.05%6.46%5.97%3.56%3.44%1.36%1.51%1.16%0.00%0.00%0.00%

Drawdowns

1088.HK vs. 1600.HK - Drawdown Comparison

The maximum 1088.HK drawdown since its inception was -85.12%, which is greater than 1600.HK's maximum drawdown of -69.18%. Use the drawdown chart below to compare losses from any high point for 1088.HK and 1600.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.96%
-58.47%
1088.HK
1600.HK

Volatility

1088.HK vs. 1600.HK - Volatility Comparison

China Shenhua Energy Co Ltd H (1088.HK) has a higher volatility of 9.67% compared to China Tian Lun Gas Holdings Ltd (1600.HK) at 8.39%. This indicates that 1088.HK's price experiences larger fluctuations and is considered to be riskier than 1600.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.67%
8.39%
1088.HK
1600.HK

Financials

1088.HK vs. 1600.HK - Financials Comparison

This section allows you to compare key financial metrics between China Shenhua Energy Co Ltd H and China Tian Lun Gas Holdings 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



Values in HKD except per share items