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1113.HK vs. EWH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


1113.HKEWH
YTD Return-10.22%5.81%
1Y Return-8.70%10.66%
3Y Return (Ann)-7.13%-6.51%
5Y Return (Ann)-5.58%-3.21%
Sharpe Ratio-0.380.42
Sortino Ratio-0.350.75
Omega Ratio0.951.09
Calmar Ratio-0.210.23
Martin Ratio-0.631.10
Ulcer Index15.85%9.07%
Daily Std Dev26.60%23.73%
Max Drawdown-51.27%-66.43%
Current Drawdown-40.73%-28.13%

Correlation

-0.50.00.51.00.5

The correlation between 1113.HK and EWH is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

1113.HK vs. EWH - Performance Comparison

In the year-to-date period, 1113.HK achieves a -10.22% return, which is significantly lower than EWH's 5.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.04%
5.57%
1113.HK
EWH

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Risk-Adjusted Performance

1113.HK vs. EWH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CK Asset Holdings Ltd (1113.HK) and iShares MSCI Hong Kong ETF (EWH). 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.


1113.HK
Sharpe ratio
The chart of Sharpe ratio for 1113.HK, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.31
Sortino ratio
The chart of Sortino ratio for 1113.HK, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.006.00-0.25
Omega ratio
The chart of Omega ratio for 1113.HK, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for 1113.HK, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for 1113.HK, currently valued at -0.54, compared to the broader market0.0010.0020.0030.00-0.54
EWH
Sharpe ratio
The chart of Sharpe ratio for EWH, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.29
Sortino ratio
The chart of Sortino ratio for EWH, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.006.000.58
Omega ratio
The chart of Omega ratio for EWH, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for EWH, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for EWH, currently valued at 0.76, compared to the broader market0.0010.0020.0030.000.76

1113.HK vs. EWH - Sharpe Ratio Comparison

The current 1113.HK Sharpe Ratio is -0.38, which is lower than the EWH Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of 1113.HK and EWH, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.31
0.29
1113.HK
EWH

Dividends

1113.HK vs. EWH - Dividend Comparison

1113.HK's dividend yield for the trailing twelve months is around 6.07%, more than EWH's 4.34% yield.


TTM20232022202120202019201820172016201520142013
1113.HK
CK Asset Holdings Ltd
6.07%5.82%4.62%3.80%4.82%3.47%3.05%2.30%3.01%0.69%0.00%0.00%
EWH
iShares MSCI Hong Kong ETF
4.34%4.28%2.91%2.78%2.56%2.70%2.94%4.35%3.07%2.62%3.52%2.96%

Drawdowns

1113.HK vs. EWH - Drawdown Comparison

The maximum 1113.HK drawdown since its inception was -51.27%, smaller than the maximum EWH drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for 1113.HK and EWH. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-40.40%
-28.13%
1113.HK
EWH

Volatility

1113.HK vs. EWH - Volatility Comparison

The current volatility for CK Asset Holdings Ltd (1113.HK) is 5.53%, while iShares MSCI Hong Kong ETF (EWH) has a volatility of 7.60%. This indicates that 1113.HK experiences smaller price fluctuations and is considered to be less risky than EWH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.53%
7.60%
1113.HK
EWH