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1357.HK vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 1357.HK and BTC-USD is 0.10, 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

1357.HK vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meitu Inc (1357.HK) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

1357.HK:

0.91

BTC-USD:

1.24

Sortino Ratio

1357.HK:

1.83

BTC-USD:

2.99

Omega Ratio

1357.HK:

1.23

BTC-USD:

1.31

Calmar Ratio

1357.HK:

0.88

BTC-USD:

2.31

Martin Ratio

1357.HK:

3.53

BTC-USD:

10.99

Ulcer Index

1357.HK:

21.83%

BTC-USD:

11.22%

Daily Std Dev

1357.HK:

73.42%

BTC-USD:

42.39%

Max Drawdown

1357.HK:

-96.33%

BTC-USD:

-93.07%

Current Drawdown

1357.HK:

-69.10%

BTC-USD:

-2.99%

Returns By Period

In the year-to-date period, 1357.HK achieves a 83.32% return, which is significantly higher than BTC-USD's 10.21% return.


1357.HK

YTD

83.32%

1M

9.24%

6M

89.05%

1Y

66.93%

5Y*

30.01%

10Y*

N/A

BTC-USD

YTD

10.21%

1M

29.32%

6M

34.11%

1Y

69.38%

5Y*

64.34%

10Y*

83.65%

*Annualized

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Risk-Adjusted Performance

1357.HK vs. BTC-USD — Risk-Adjusted Performance Rank

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

1357.HK
The Risk-Adjusted Performance Rank of 1357.HK is 8282
Overall Rank
The Sharpe Ratio Rank of 1357.HK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of 1357.HK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of 1357.HK is 8080
Omega Ratio Rank
The Calmar Ratio Rank of 1357.HK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of 1357.HK is 8282
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9292
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

1357.HK vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meitu Inc (1357.HK) and Bitcoin (BTC-USD). 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 1357.HK Sharpe Ratio is 0.91, which is comparable to the BTC-USD Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of 1357.HK and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

1357.HK vs. BTC-USD - Drawdown Comparison

The maximum 1357.HK drawdown since its inception was -96.33%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for 1357.HK and BTC-USD. For additional features, visit the drawdowns tool.


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Volatility

1357.HK vs. BTC-USD - Volatility Comparison

Meitu Inc (1357.HK) has a higher volatility of 27.15% compared to Bitcoin (BTC-USD) at 11.97%. This indicates that 1357.HK's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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