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1211.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 1211.HK and ^HSI is 0.47, 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.


-0.50.00.51.00.5

Performance

1211.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Co Ltd-H (1211.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.58%
8.27%
1211.HK
^HSI

Key characteristics

Sharpe Ratio

1211.HK:

0.87

^HSI:

0.81

Sortino Ratio

1211.HK:

1.44

^HSI:

1.28

Omega Ratio

1211.HK:

1.17

^HSI:

1.16

Calmar Ratio

1211.HK:

0.65

^HSI:

0.38

Martin Ratio

1211.HK:

3.33

^HSI:

2.34

Ulcer Index

1211.HK:

9.29%

^HSI:

8.84%

Daily Std Dev

1211.HK:

35.66%

^HSI:

25.51%

Max Drawdown

1211.HK:

-87.08%

^HSI:

-91.54%

Current Drawdown

1211.HK:

-17.32%

^HSI:

-40.40%

Returns By Period

In the year-to-date period, 1211.HK achieves a 27.18% return, which is significantly higher than ^HSI's 15.91% return. Over the past 10 years, 1211.HK has outperformed ^HSI with an annualized return of 26.66%, while ^HSI has yielded a comparatively lower -1.72% annualized return.


1211.HK

YTD

27.18%

1M

0.00%

6M

13.05%

1Y

36.33%

5Y*

50.21%

10Y*

26.66%

^HSI

YTD

15.91%

1M

0.48%

6M

7.76%

1Y

18.93%

5Y*

-6.81%

10Y*

-1.72%

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Risk-Adjusted Performance

1211.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd-H (1211.HK) and Hang Seng Index (^HSI). 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 1211.HK, currently valued at 0.90, compared to the broader market-4.00-2.000.002.000.900.83
The chart of Sortino ratio for 1211.HK, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.481.31
The chart of Omega ratio for 1211.HK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.16
The chart of Calmar ratio for 1211.HK, currently valued at 0.67, compared to the broader market0.002.004.006.000.670.39
The chart of Martin ratio for 1211.HK, currently valued at 3.41, compared to the broader market0.0010.0020.003.412.38
1211.HK
^HSI

The current 1211.HK Sharpe Ratio is 0.87, which is comparable to the ^HSI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of 1211.HK and ^HSI, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.90
0.83
1211.HK
^HSI

Drawdowns

1211.HK vs. ^HSI - Drawdown Comparison

The maximum 1211.HK drawdown since its inception was -87.08%, roughly equal to the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 1211.HK and ^HSI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.47%
-40.03%
1211.HK
^HSI

Volatility

1211.HK vs. ^HSI - Volatility Comparison

BYD Co Ltd-H (1211.HK) has a higher volatility of 9.35% compared to Hang Seng Index (^HSI) at 5.76%. This indicates that 1211.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI 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%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.35%
5.76%
1211.HK
^HSI
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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.

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