PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
1208.HK vs. WPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1208.HK and WPM is 0.09, 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.


-0.50.00.51.00.1

Performance

1208.HK vs. WPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MMG Ltd (1208.HK) and Wheaton Precious Metals Corp. (WPM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-16.44%
9.14%
1208.HK
WPM

Key characteristics

Sharpe Ratio

1208.HK:

0.41

WPM:

0.60

Sortino Ratio

1208.HK:

0.97

WPM:

0.99

Omega Ratio

1208.HK:

1.12

WPM:

1.12

Calmar Ratio

1208.HK:

0.25

WPM:

0.68

Martin Ratio

1208.HK:

0.86

WPM:

2.41

Ulcer Index

1208.HK:

27.32%

WPM:

7.64%

Daily Std Dev

1208.HK:

58.28%

WPM:

30.51%

Max Drawdown

1208.HK:

-97.66%

WPM:

-86.74%

Current Drawdown

1208.HK:

-88.78%

WPM:

-16.30%

Fundamentals

Market Cap

1208.HK:

HK$31.14B

WPM:

$27.26B

EPS

1208.HK:

HK$0.00

WPM:

$1.34

PE Ratio

1208.HK:

32.13

WPM:

44.60

PEG Ratio

1208.HK:

0.00

WPM:

2.40

Total Revenue (TTM)

1208.HK:

HK$2.45B

WPM:

$1.20B

Gross Profit (TTM)

1208.HK:

HK$855.50M

WPM:

$739.89M

EBITDA (TTM)

1208.HK:

HK$814.00M

WPM:

$695.47M

Returns By Period

In the year-to-date period, 1208.HK achieves a 18.22% return, which is significantly higher than WPM's 17.25% return. Over the past 10 years, 1208.HK has underperformed WPM with an annualized return of 2.20%, while WPM has yielded a comparatively higher 12.40% annualized return.


1208.HK

YTD

18.22%

1M

-0.00%

6M

-16.83%

1Y

31.29%

5Y*

5.44%

10Y*

2.20%

WPM

YTD

17.25%

1M

-5.81%

6M

9.14%

1Y

15.77%

5Y*

17.61%

10Y*

12.40%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

1208.HK vs. WPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MMG Ltd (1208.HK) and Wheaton Precious Metals Corp. (WPM). 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.


Sharpe ratio
The chart of Sharpe ratio for 1208.HK, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.320.55
The chart of Sortino ratio for 1208.HK, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.860.93
The chart of Omega ratio for 1208.HK, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.12
The chart of Calmar ratio for 1208.HK, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.62
The chart of Martin ratio for 1208.HK, currently valued at 0.66, compared to the broader market0.0010.0020.000.662.34
1208.HK
WPM

The current 1208.HK Sharpe Ratio is 0.41, which is lower than the WPM Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of 1208.HK and WPM, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.55
1208.HK
WPM

Dividends

1208.HK vs. WPM - Dividend Comparison

1208.HK has not paid dividends to shareholders, while WPM's dividend yield for the trailing twelve months is around 1.08%.


TTM20232022202120202019201820172016201520142013
1208.HK
MMG Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.23%0.00%
WPM
Wheaton Precious Metals Corp.
1.08%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%2.23%

Drawdowns

1208.HK vs. WPM - Drawdown Comparison

The maximum 1208.HK drawdown since its inception was -97.66%, which is greater than WPM's maximum drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for 1208.HK and WPM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-60.57%
-16.30%
1208.HK
WPM

Volatility

1208.HK vs. WPM - Volatility Comparison

MMG Ltd (1208.HK) has a higher volatility of 11.68% compared to Wheaton Precious Metals Corp. (WPM) at 9.94%. This indicates that 1208.HK's price experiences larger fluctuations and is considered to be riskier than WPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.68%
9.94%
1208.HK
WPM

Financials

1208.HK vs. WPM - Financials Comparison

This section allows you to compare key financial metrics between MMG Ltd and Wheaton Precious Metals Corp.. 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. 1208.HK values in HKD, WPM values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab