1308.HK vs. 1919.HK

Last updated Apr 2, 2026

Compare and contrast key facts about SITC International Holdings Co Ltd (1308.HK) and COSCO SHIPPING Holdings Co Ltd H (1919.HK).

Performance

1308.HK vs. 1919.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in SITC International Holdings Co Ltd (1308.HK) and COSCO SHIPPING Holdings Co Ltd H (1919.HK). The values are adjusted to include any dividend payments, if applicable.

1308.HK vs. 1919.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1308.HK SITC International Holdings Co Ltd	29.94%	50.42%	67.42%	-10.78%	-27.33%	81.87%	92.90%	36.05%	1.67%	70.60%
1919.HK COSCO SHIPPING Holdings Co Ltd H	9.38%	21.86%	74.03%	28.89%	-26.01%	111.35%	194.30%	7.12%	-26.80%	48.71%

Returns By Period

In the year-to-date period, 1308.HK achieves a 29.94% return, which is significantly higher than 1919.HK's 9.38% return. Over the past 10 years, 1308.HK has outperformed 1919.HK with an annualized return of 37.24%, while 1919.HK has yielded a comparatively lower 30.61% annualized return.

1308.HK

• 1D: 3.58%
• 1M: 3.64%
• YTD: 29.94%
• 6M: 20.83%
• 1Y: 89.06%
• 3Y*: 44.32%
• 5Y*: 19.15%
• 10Y*: 37.24%

1919.HK

• 1D: 0.94%
• 1M: -2.91%
• YTD: 9.38%
• 6M: 24.19%
• 1Y: 37.15%
• 3Y*: 39.17%
• 5Y*: 32.67%
• 10Y*: 30.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

1308.HK vs. 1919.HK — Risk / Return Rank

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

1308.HK

1308.HK Risk / Return Rank: 91
1308.HK Sharpe Ratio Rank: 92
1308.HK Sortino Ratio Rank: 88
1308.HK Omega Ratio Rank: 89
1308.HK Calmar Ratio Rank: 91
1308.HK Martin Ratio Rank: 93

1919.HK

1919.HK Risk / Return Rank: 73
1919.HK Sharpe Ratio Rank: 77
1919.HK Sortino Ratio Rank: 69
1919.HK Omega Ratio Rank: 73
1919.HK Calmar Ratio Rank: 73
1919.HK Martin Ratio Rank: 74

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.

1308.HK vs. 1919.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SITC International Holdings Co Ltd (1308.HK) and COSCO SHIPPING Holdings Co Ltd H (1919.HK). 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.

	1308.HK	1919.HK	Difference
Sharpe ratio Return per unit of total volatility	2.30	1.17	+1.13
Sortino ratio Return per unit of downside risk	2.68	1.58	+1.10
Omega ratio Gain probability vs. loss probability	1.39	1.25	+0.14
Calmar ratio Return relative to maximum drawdown	4.34	1.71	+2.63
Martin ratio Return relative to average drawdown	13.83	4.52	+9.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1308.HK vs. 1919.HK - Sharpe Ratio Comparison

The current 1308.HK Sharpe Ratio is 2.30, which is higher than the 1919.HK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of 1308.HK and 1919.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	1308.HK	1919.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	1.17	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.73	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.92	0.67	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.26	+0.30

Correlation

The correlation between 1308.HK and 1919.HK is 0.40, 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.

Dividends

1308.HK vs. 1919.HK - Dividend Comparison

1308.HK's dividend yield for the trailing twelve months is around 9.63%, less than 1919.HK's 11.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1308.HK SITC International Holdings Co Ltd	9.63%	9.69%	7.83%	16.32%	21.89%	8.51%	4.72%	4.63%	6.10%	3.37%	5.51%	5.35%
1919.HK COSCO SHIPPING Holdings Co Ltd H	11.54%	12.62%	6.42%	26.79%	40.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

1308.HK vs. 1919.HK - Drawdown Comparison

The maximum 1308.HK drawdown since its inception was -71.52%, smaller than the maximum 1919.HK drawdown of -94.83%. Use the drawdown chart below to compare losses from any high point for 1308.HK and 1919.HK.

Drawdown Indicators

	1308.HK	1919.HK	Difference
Max Drawdown Largest peak-to-trough decline	-71.52%	-94.83%	+23.31%
Max Drawdown (1Y) Largest decline over 1 year	-23.56%	-20.83%	-2.73%
Max Drawdown (5Y) Largest decline over 5 years	-57.13%	-47.56%	-9.57%
Max Drawdown (10Y) Largest decline over 10 years	-57.13%	-64.91%	+7.78%
Current Drawdown Current decline from peak	0.00%	-7.67%	+7.67%
Average Drawdown Average peak-to-trough decline	-23.38%	-65.13%	+41.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.46%	7.87%	-0.41%

Volatility

1308.HK vs. 1919.HK - Volatility Comparison

SITC International Holdings Co Ltd (1308.HK) and COSCO SHIPPING Holdings Co Ltd H (1919.HK) have volatilities of 9.89% and 10.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1308.HK	1919.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.89%	10.31%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	23.08%	17.82%	+5.26%
Volatility (1Y) Calculated over the trailing 1-year period	39.95%	32.58%	+7.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.97%	46.39%	+0.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.42%	47.01%	-5.59%

Financials