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1109.HK vs. MITEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

1109.HK vs. MITEY - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China Resources Land Ltd (1109.HK) and Mitsubishi Estate Co Ltd ADR (MITEY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

1109.HK is traded in HKD, while MITEY is traded in USD. To make them comparable, the MITEY values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1109.HK achieves a 21.56% return, which is significantly higher than MITEY's 6.26% return. Over the past 10 years, 1109.HK has outperformed MITEY with an annualized return of 10.83%, while MITEY has yielded a comparatively lower 3.69% annualized return.


1109.HK

1D
-7.34%
1M
-5.15%
YTD
21.56%
6M
20.76%
1Y
24.71%
3Y*
2.74%
5Y*
4.12%
10Y*
10.83%

MITEY

1D
-1.02%
1M
0.68%
YTD
6.26%
6M
6.63%
1Y
35.03%
3Y*
27.69%
5Y*
9.27%
10Y*
3.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1109.HK vs. MITEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1109.HK
China Resources Land Ltd
21.56%27.21%-14.52%-17.77%14.83%7.07%-14.42%33.98%35.16%36.06%
MITEY
Mitsubishi Estate Co Ltd ADR
6.26%76.02%2.01%6.03%-6.63%-13.89%-15.55%21.16%-9.50%-12.43%

Correlation

The correlation between 1109.HK and MITEY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2007

0.13

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Return for Risk

1109.HK vs. MITEY — Risk / Return Rank

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

1109.HK
1109.HK Risk / Return Rank: 6464
Overall Rank
1109.HK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
1109.HK Sortino Ratio Rank: 6262
Sortino Ratio Rank
1109.HK Omega Ratio Rank: 5858
Omega Ratio Rank
1109.HK Calmar Ratio Rank: 6868
Calmar Ratio Rank
1109.HK Martin Ratio Rank: 6565
Martin Ratio Rank

MITEY
MITEY Risk / Return Rank: 7070
Overall Rank
MITEY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MITEY Sortino Ratio Rank: 7171
Sortino Ratio Rank
MITEY Omega Ratio Rank: 6868
Omega Ratio Rank
MITEY Calmar Ratio Rank: 6666
Calmar Ratio Rank
MITEY Martin Ratio Rank: 6969
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.

1109.HK vs. MITEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Resources Land Ltd (1109.HK) and Mitsubishi Estate Co Ltd ADR (MITEY). 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.


1109.HKMITEYDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

1.31

1.21

+0.10

Martin ratioReturn relative to average drawdown

2.66

3.19

-0.52

1109.HK vs. MITEY - Sharpe Ratio Comparison

The current 1109.HK Sharpe Ratio is 0.75, which is lower than the MITEY Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of 1109.HK and MITEY, 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

1109.HK vs. MITEY - Drawdown Comparison

The maximum 1109.HK drawdown since its inception was -70.02%, smaller than the maximum MITEY drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for 1109.HK and MITEY.


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Drawdown Indicators


1109.HKMITEYDifference

Max Drawdown

Largest peak-to-trough decline

-70.02%

-96.27%

+26.25%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-28.97%

+11.30%

Max Drawdown (3Y)

Largest decline over 3 years

-43.97%

-32.97%

-11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-46.47%

-33.15%

-13.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

-45.20%

-1.27%

Current Drawdown

Current decline from peak

-13.89%

-91.47%

+77.58%

Average Drawdown

Average peak-to-trough decline

-20.20%

-81.12%

+60.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.64%

11.03%

-2.39%

Volatility

1109.HK vs. MITEY - Volatility Comparison

China Resources Land Ltd (1109.HK) has a higher volatility of 10.20% compared to Mitsubishi Estate Co Ltd ADR (MITEY) at 9.34%. This indicates that 1109.HK's price experiences larger fluctuations and is considered to be riskier than MITEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1109.HKMITEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

9.34%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

24.12%

25.37%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

32.78%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.62%

28.38%

+13.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.81%

28.18%

+9.63%

Dividends

1109.HK vs. MITEY - Dividend Comparison

1109.HK's dividend yield for the trailing twelve months is around 4.14%, while MITEY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
1109.HK
China Resources Land Ltd
4.14%5.29%7.03%5.75%4.73%4.63%3.73%3.24%3.31%3.10%3.32%2.20%
MITEY
Mitsubishi Estate Co Ltd ADR
0.00%0.63%1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.83%0.00%

Financials

1109.HK vs. MITEY - Financials Comparison

This section allows you to compare key financial metrics between China Resources Land Ltd and Mitsubishi Estate Co Ltd ADR. 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. 1109.HK values in HKD, MITEY values in JPY

Frequently Asked Questions


1109.HK and MITEY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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