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1171.HK vs. VFINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 1171.HK and VFINX is 0.12, 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

1171.HK vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yankuang Energy Group Co Ltd HK (1171.HK) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
1,020.29%
654.33%
1171.HK
VFINX

Key characteristics

Sharpe Ratio

1171.HK:

-0.94

VFINX:

0.55

Sortino Ratio

1171.HK:

-0.79

VFINX:

0.89

Omega Ratio

1171.HK:

0.90

VFINX:

1.13

Calmar Ratio

1171.HK:

-0.59

VFINX:

0.57

Martin Ratio

1171.HK:

-0.90

VFINX:

2.21

Ulcer Index

1171.HK:

29.33%

VFINX:

4.83%

Daily Std Dev

1171.HK:

38.07%

VFINX:

19.36%

Max Drawdown

1171.HK:

-89.89%

VFINX:

-55.25%

Current Drawdown

1171.HK:

-38.42%

VFINX:

-7.60%

Returns By Period

In the year-to-date period, 1171.HK achieves a -7.95% return, which is significantly lower than VFINX's -3.34% return. Over the past 10 years, 1171.HK has outperformed VFINX with an annualized return of 19.79%, while VFINX has yielded a comparatively lower 12.31% annualized return.


1171.HK

YTD

-7.95%

1M

7.87%

6M

-21.41%

1Y

-34.48%

5Y*

39.91%

10Y*

19.79%

VFINX

YTD

-3.34%

1M

13.74%

6M

-4.61%

1Y

10.51%

5Y*

15.84%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

1171.HK vs. VFINX — Risk-Adjusted Performance Rank

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

1171.HK
The Risk-Adjusted Performance Rank of 1171.HK is 1717
Overall Rank
The Sharpe Ratio Rank of 1171.HK is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of 1171.HK is 1717
Sortino Ratio Rank
The Omega Ratio Rank of 1171.HK is 1717
Omega Ratio Rank
The Calmar Ratio Rank of 1171.HK is 1515
Calmar Ratio Rank
The Martin Ratio Rank of 1171.HK is 3131
Martin Ratio Rank

VFINX
The Risk-Adjusted Performance Rank of VFINX is 6161
Overall Rank
The Sharpe Ratio Rank of VFINX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VFINX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VFINX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VFINX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VFINX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1171.HK vs. VFINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yankuang Energy Group Co Ltd HK (1171.HK) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


The current 1171.HK Sharpe Ratio is -0.94, which is lower than the VFINX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of 1171.HK and VFINX, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.91
0.54
1171.HK
VFINX

Dividends

1171.HK vs. VFINX - Dividend Comparison

1171.HK's dividend yield for the trailing twelve months is around 20.41%, more than VFINX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
1171.HK
Yankuang Energy Group Co Ltd HK
20.41%18.79%22.48%7.88%4.69%10.23%24.63%9.34%1.50%0.22%0.69%0.38%
VFINX
Vanguard 500 Index Fund Investor Shares
1.23%1.14%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%

Drawdowns

1171.HK vs. VFINX - Drawdown Comparison

The maximum 1171.HK drawdown since its inception was -89.89%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for 1171.HK and VFINX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-38.08%
-7.60%
1171.HK
VFINX

Volatility

1171.HK vs. VFINX - Volatility Comparison

The current volatility for Yankuang Energy Group Co Ltd HK (1171.HK) is 5.66%, while Vanguard 500 Index Fund Investor Shares (VFINX) has a volatility of 11.21%. This indicates that 1171.HK experiences smaller price fluctuations and is considered to be less risky than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.66%
11.21%
1171.HK
VFINX