1316.HK vs. ^HSI

Last updated Apr 2, 2026

Compare and contrast key facts about Nexteer Automotive Group Ltd (1316.HK) and Hang Seng Index (^HSI).

Performance

1316.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Nexteer Automotive Group Ltd (1316.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

1316.HK vs. ^HSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1316.HK Nexteer Automotive Group Ltd	-18.88%	95.63%	-32.27%	-2.59%	-46.43%	16.98%	23.64%	-35.08%	-39.08%	105.68%
^HSI Hang Seng Index	-2.01%	27.77%	17.67%	-13.82%	-15.46%	-14.08%	-3.40%	9.07%	-13.61%	35.99%

Returns By Period

In the year-to-date period, 1316.HK achieves a -18.88% return, which is significantly lower than ^HSI's -2.01% return. Over the past 10 years, 1316.HK has underperformed ^HSI with an annualized return of -2.39%, while ^HSI has yielded a comparatively higher 2.05% annualized return.

1316.HK

• 1D: 3.38%
• 1M: -28.96%
• YTD: -18.88%
• 6M: -39.11%
• 1Y: 6.23%
• 3Y*: 2.63%
• 5Y*: -11.15%
• 10Y*: -2.39%

^HSI

• 1D: -0.70%
• 1M: -2.53%
• YTD: -2.01%
• 6M: -7.95%
• 1Y: 8.25%
• 3Y*: 7.16%
• 5Y*: -2.79%
• 10Y*: 2.05%

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

Return for Risk

1316.HK vs. ^HSI — Risk / Return Rank

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

1316.HK

1316.HK Risk / Return Rank: 39
1316.HK Sharpe Ratio Rank: 43
1316.HK Sortino Ratio Rank: 44
1316.HK Omega Ratio Rank: 44
1316.HK Calmar Ratio Rank: 33
1316.HK Martin Ratio Rank: 32

^HSI

^HSI Risk / Return Rank: 27
^HSI Sharpe Ratio Rank: 27
^HSI Sortino Ratio Rank: 25
^HSI Omega Ratio Rank: 25
^HSI Calmar Ratio Rank: 29
^HSI Martin Ratio Rank: 30

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.

1316.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nexteer Automotive Group Ltd (1316.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.

	1316.HK	^HSI	Difference
Sharpe ratio Return per unit of total volatility	0.10	0.37	-0.27
Sortino ratio Return per unit of downside risk	0.60	0.60	0.00
Omega ratio Gain probability vs. loss probability	1.08	1.09	-0.01
Calmar ratio Return relative to maximum drawdown	-0.23	0.48	-0.70
Martin ratio Return relative to average drawdown	-0.52	1.55	-2.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1316.HK vs. ^HSI - Sharpe Ratio Comparison

The current 1316.HK Sharpe Ratio is 0.10, which is lower than the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 1316.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.

Sharpe Ratios by Period

	1316.HK	^HSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	0.37	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	-0.11	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.10	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.27	-0.13

Correlation

The correlation between 1316.HK and ^HSI is 0.46, 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.

Drawdowns

1316.HK vs. ^HSI - Drawdown Comparison

The maximum 1316.HK drawdown since its inception was -86.71%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 1316.HK and ^HSI.

Drawdown Indicators

	1316.HK	^HSI	Difference
Max Drawdown Largest peak-to-trough decline	-86.71%	-65.18%	-21.53%
Max Drawdown (1Y) Largest decline over 1 year	-43.04%	-13.22%	-29.82%
Max Drawdown (5Y) Largest decline over 5 years	-79.94%	-50.16%	-29.78%
Max Drawdown (10Y) Largest decline over 10 years	-86.71%	-55.70%	-31.01%
Current Drawdown Current decline from peak	-70.06%	-24.24%	-45.82%
Average Drawdown Average peak-to-trough decline	-44.00%	-24.18%	-19.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.69%	4.90%	+13.79%

Volatility

1316.HK vs. ^HSI - Volatility Comparison

Nexteer Automotive Group Ltd (1316.HK) has a higher volatility of 16.76% compared to Hang Seng Index (^HSI) at 7.18%. This indicates that 1316.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.

Volatility by Period

	1316.HK	^HSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.76%	7.18%	+9.58%
Volatility (6M) Calculated over the trailing 6-month period	39.03%	14.23%	+24.80%
Volatility (1Y) Calculated over the trailing 1-year period	64.51%	23.12%	+41.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.06%	25.25%	+35.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.39%	21.94%	+36.45%