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1093.HK vs. 2005.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

1093.HK vs. 2005.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in CSPC Pharmaceutical Group Ltd (1093.HK) and SSY Group Ltd (2005.HK). The values are adjusted to include any dividend payments, if applicable.

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1093.HK vs. 2005.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1093.HK
CSPC Pharmaceutical Group Ltd
15.18%81.38%-30.97%-7.80%-0.70%8.57%-56.88%65.60%-28.16%91.65%
2005.HK
SSY Group Ltd
-11.66%-17.21%-24.14%18.40%11.21%-6.32%-28.97%10.39%21.84%98.32%

Returns By Period

In the year-to-date period, 1093.HK achieves a 15.18% return, which is significantly higher than 2005.HK's -11.66% return. Over the past 10 years, 1093.HK has outperformed 2005.HK with an annualized return of 5.33%, while 2005.HK has yielded a comparatively lower 2.82% annualized return.


1093.HK

1D
0.94%
1M
5.31%
YTD
15.18%
6M
2.16%
1Y
80.59%
3Y*
12.39%
5Y*
3.90%
10Y*
5.33%

2005.HK

1D
-1.19%
1M
1.63%
YTD
-11.66%
6M
-14.68%
1Y
-23.67%
3Y*
-15.12%
5Y*
-7.68%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

1093.HK vs. 2005.HK — Risk / Return Rank

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

1093.HK
1093.HK Risk / Return Rank: 8080
Overall Rank
1093.HK Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
1093.HK Sortino Ratio Rank: 7979
Sortino Ratio Rank
1093.HK Omega Ratio Rank: 7474
Omega Ratio Rank
1093.HK Calmar Ratio Rank: 8585
Calmar Ratio Rank
1093.HK Martin Ratio Rank: 7979
Martin Ratio Rank

2005.HK
2005.HK Risk / Return Rank: 1010
Overall Rank
2005.HK Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
2005.HK Sortino Ratio Rank: 1212
Sortino Ratio Rank
2005.HK Omega Ratio Rank: 1212
Omega Ratio Rank
2005.HK Calmar Ratio Rank: 1313
Calmar Ratio Rank
2005.HK Martin Ratio Rank: 55
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.

1093.HK vs. 2005.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSPC Pharmaceutical Group Ltd (1093.HK) and SSY Group Ltd (2005.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.


1093.HK2005.HKDifference

Sharpe ratio

Return per unit of total volatility

1.45

-0.74

+2.19

Sortino ratio

Return per unit of downside risk

2.14

-0.90

+3.04

Omega ratio

Gain probability vs. loss probability

1.26

0.88

+0.37

Calmar ratio

Return relative to maximum drawdown

3.21

-0.75

+3.97

Martin ratio

Return relative to average drawdown

6.44

-1.64

+8.08

1093.HK vs. 2005.HK - Sharpe Ratio Comparison

The current 1093.HK Sharpe Ratio is 1.45, which is higher than the 2005.HK Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of 1093.HK and 2005.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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Sharpe Ratios by Period


1093.HK2005.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

-0.74

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.19

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.07

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.13

+0.06

Correlation

The correlation between 1093.HK and 2005.HK is 0.31, 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

1093.HK vs. 2005.HK - Dividend Comparison

1093.HK's dividend yield for the trailing twelve months is around 2.47%, less than 2005.HK's 5.80% yield.


TTM20252024202320222021202020192018201720162015
1093.HK
CSPC Pharmaceutical Group Ltd
2.47%2.85%6.28%3.44%2.44%2.01%2.36%0.50%0.69%0.40%0.69%0.66%
2005.HK
SSY Group Ltd
5.80%5.12%5.01%3.04%3.02%2.49%2.51%1.58%1.38%1.25%1.01%9.85%

Drawdowns

1093.HK vs. 2005.HK - Drawdown Comparison

The maximum 1093.HK drawdown since its inception was -80.66%, smaller than the maximum 2005.HK drawdown of -92.88%. Use the drawdown chart below to compare losses from any high point for 1093.HK and 2005.HK.


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Drawdown Indicators


1093.HK2005.HKDifference

Max Drawdown

Largest peak-to-trough decline

-80.66%

-92.88%

+12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-34.99%

-27.10%

-7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-60.67%

-67.76%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-80.66%

-70.49%

-10.17%

Current Drawdown

Current decline from peak

-55.51%

-66.41%

+10.90%

Average Drawdown

Average peak-to-trough decline

-39.64%

-41.54%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.47%

12.87%

+4.60%

Volatility

1093.HK vs. 2005.HK - Volatility Comparison

CSPC Pharmaceutical Group Ltd (1093.HK) has a higher volatility of 18.87% compared to SSY Group Ltd (2005.HK) at 10.44%. This indicates that 1093.HK's price experiences larger fluctuations and is considered to be riskier than 2005.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1093.HK2005.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.87%

10.44%

+8.43%

Volatility (6M)

Calculated over the trailing 6-month period

35.83%

20.09%

+15.74%

Volatility (1Y)

Calculated over the trailing 1-year period

57.25%

32.94%

+24.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.69%

41.90%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.24%

41.02%

+3.22%

Financials

1093.HK vs. 2005.HK - Financials Comparison

This section allows you to compare key financial metrics between CSPC Pharmaceutical Group Ltd and SSY Group 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