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1336.HK vs. CS.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1336.HK and CS.PA is 0.14, 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

1336.HK vs. CS.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New China Life Insurance (1336.HK) and AXA SA (CS.PA). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
84.13%
670.38%
1336.HK
CS.PA

Key characteristics

Sharpe Ratio

1336.HK:

1.88

CS.PA:

1.44

Sortino Ratio

1336.HK:

2.50

CS.PA:

1.78

Omega Ratio

1336.HK:

1.39

CS.PA:

1.26

Calmar Ratio

1336.HK:

1.99

CS.PA:

2.16

Martin Ratio

1336.HK:

6.33

CS.PA:

5.90

Ulcer Index

1336.HK:

20.71%

CS.PA:

4.85%

Daily Std Dev

1336.HK:

63.31%

CS.PA:

20.74%

Max Drawdown

1336.HK:

-71.90%

CS.PA:

-82.46%

Current Drawdown

1336.HK:

-20.91%

CS.PA:

-0.02%

Fundamentals

Market Cap

1336.HK:

HK$137.32B

CS.PA:

€88.87B

EPS

1336.HK:

HK$1.97

CS.PA:

€3.25

PE Ratio

1336.HK:

3.15

CS.PA:

12.57

PEG Ratio

1336.HK:

0.23

CS.PA:

1.21

PS Ratio

1336.HK:

1.79

CS.PA:

0.98

PB Ratio

1336.HK:

1.07

CS.PA:

1.84

Total Revenue (TTM)

1336.HK:

HK$82.19B

CS.PA:

€81.81B

Gross Profit (TTM)

1336.HK:

HK$28.81B

CS.PA:

€91.22B

EBITDA (TTM)

1336.HK:

HK$6.51B

CS.PA:

€5.38B

Returns By Period

In the year-to-date period, 1336.HK achieves a 29.09% return, which is significantly higher than CS.PA's 26.22% return. Over the past 10 years, 1336.HK has underperformed CS.PA with an annualized return of -1.52%, while CS.PA has yielded a comparatively higher 12.11% annualized return.


1336.HK

YTD

29.09%

1M

17.37%

6M

4.92%

1Y

113.15%

5Y*

9.77%

10Y*

-1.52%

CS.PA

YTD

26.22%

1M

18.91%

6M

26.93%

1Y

30.17%

5Y*

28.27%

10Y*

12.11%

*Annualized

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Risk-Adjusted Performance

1336.HK vs. CS.PA — Risk-Adjusted Performance Rank

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

1336.HK
The Risk-Adjusted Performance Rank of 1336.HK is 9292
Overall Rank
The Sharpe Ratio Rank of 1336.HK is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of 1336.HK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 1336.HK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of 1336.HK is 9393
Calmar Ratio Rank
The Martin Ratio Rank of 1336.HK is 9090
Martin Ratio Rank

CS.PA
The Risk-Adjusted Performance Rank of CS.PA is 8888
Overall Rank
The Sharpe Ratio Rank of CS.PA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CS.PA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of CS.PA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of CS.PA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CS.PA is 8989
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.

1336.HK vs. CS.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New China Life Insurance (1336.HK) and AXA SA (CS.PA). 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 1336.HK Sharpe Ratio is 1.88, which is higher than the CS.PA Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of 1336.HK and CS.PA, 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 Ratio0.501.001.502.002.50December2025FebruaryMarchAprilMay
1.81
1.51
1336.HK
CS.PA

Dividends

1336.HK vs. CS.PA - Dividend Comparison

1336.HK's dividend yield for the trailing twelve months is around 5.00%, less than CS.PA's 5.23% yield.


TTM20242023202220212020201920182017201620152014
1336.HK
New China Life Insurance
5.00%6.46%7.74%8.84%8.00%5.13%2.62%2.02%1.03%0.93%0.82%0.48%
CS.PA
AXA SA
5.23%5.77%5.76%5.91%5.46%3.74%5.34%6.68%4.69%4.59%3.77%4.22%

Drawdowns

1336.HK vs. CS.PA - Drawdown Comparison

The maximum 1336.HK drawdown since its inception was -71.90%, smaller than the maximum CS.PA drawdown of -82.46%. Use the drawdown chart below to compare losses from any high point for 1336.HK and CS.PA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-20.48%
-0.77%
1336.HK
CS.PA

Volatility

1336.HK vs. CS.PA - Volatility Comparison

New China Life Insurance (1336.HK) has a higher volatility of 21.34% compared to AXA SA (CS.PA) at 12.14%. This indicates that 1336.HK's price experiences larger fluctuations and is considered to be riskier than CS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
21.34%
12.14%
1336.HK
CS.PA

Financials

1336.HK vs. CS.PA - Financials Comparison

This section allows you to compare key financial metrics between New China Life Insurance and AXA SA. 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
14.29B
36.52B
(1336.HK) Total Revenue
(CS.PA) Total Revenue
Please note, different currencies. 1336.HK values in HKD, CS.PA values in EUR