1368.HK vs. 2020.HK

Last updated Apr 2, 2026

Compare and contrast key facts about Xtep International Holdings Ltd (1368.HK) and ANTA Sports Products Ltd (2020.HK).

Performance

1368.HK vs. 2020.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Xtep International Holdings Ltd (1368.HK) and ANTA Sports Products Ltd (2020.HK). The values are adjusted to include any dividend payments, if applicable.

1368.HK vs. 2020.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1368.HK Xtep International Holdings Ltd	-14.31%	-1.48%	34.01%	-47.95%	-31.40%	242.81%	-1.40%	2.20%	43.65%	-2.63%
2020.HK ANTA Sports Products Ltd	-0.00%	6.31%	5.72%	-24.66%	-10.93%	-4.20%	77.62%	87.69%	8.57%	58.33%

Returns By Period

Over the past 10 years, 1368.HK has underperformed 2020.HK with an annualized return of 4.72%, while 2020.HK has yielded a comparatively higher 18.92% annualized return.

1368.HK

• 1D: 1.79%
• 1M: -13.17%
• YTD: -14.31%
• 6M: -22.09%
• 1Y: -6.28%
• 3Y*: -19.96%
• 5Y*: 3.19%
• 10Y*: 4.72%

2020.HK

• 1D: 3.20%
• 1M: -0.00%
• YTD: -0.00%
• 6M: -13.43%
• 1Y: -3.99%
• 3Y*: -8.21%
• 5Y*: -7.43%
• 10Y*: 18.92%

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

Return for Risk

1368.HK vs. 2020.HK — Risk / Return Rank

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

1368.HK

1368.HK Risk / Return Rank: 29
1368.HK Sharpe Ratio Rank: 32
1368.HK Sortino Ratio Rank: 27
1368.HK Omega Ratio Rank: 27
1368.HK Calmar Ratio Rank: 31
1368.HK Martin Ratio Rank: 28

2020.HK

2020.HK Risk / Return Rank: 32
2020.HK Sharpe Ratio Rank: 33
2020.HK Sortino Ratio Rank: 29
2020.HK Omega Ratio Rank: 29
2020.HK Calmar Ratio Rank: 33
2020.HK Martin Ratio Rank: 34

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.

1368.HK vs. 2020.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtep International Holdings Ltd (1368.HK) and ANTA Sports Products Ltd (2020.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.

	1368.HK	2020.HK	Difference
Sharpe ratio Return per unit of total volatility	-0.19	-0.14	-0.06
Sortino ratio Return per unit of downside risk	-0.04	0.02	-0.06
Omega ratio Gain probability vs. loss probability	0.99	1.00	-0.01
Calmar ratio Return relative to maximum drawdown	-0.30	-0.19	-0.12
Martin ratio Return relative to average drawdown	-0.69	-0.33	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1368.HK vs. 2020.HK - Sharpe Ratio Comparison

The current 1368.HK Sharpe Ratio is -0.19, which is lower than the 2020.HK Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of 1368.HK and 2020.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

	1368.HK	2020.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	-0.14	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	-0.18	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.46	-0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.38	-0.27

Correlation

The correlation between 1368.HK and 2020.HK is 0.44, 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.

Dividends

1368.HK vs. 2020.HK - Dividend Comparison

1368.HK's dividend yield for the trailing twelve months is around 6.04%, more than 2020.HK's 3.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1368.HK Xtep International Holdings Ltd	6.04%	5.18%	4.18%	4.72%	3.05%	1.46%	3.62%	5.31%	3.53%	3.69%	4.29%	3.63%
2020.HK ANTA Sports Products Ltd	3.17%	3.17%	2.99%	2.03%	1.56%	0.92%	0.46%	0.85%	2.85%	2.34%	3.11%	3.10%

Drawdowns

1368.HK vs. 2020.HK - Drawdown Comparison

The maximum 1368.HK drawdown since its inception was -75.46%, smaller than the maximum 2020.HK drawdown of -80.80%. Use the drawdown chart below to compare losses from any high point for 1368.HK and 2020.HK.

Drawdown Indicators

	1368.HK	2020.HK	Difference
Max Drawdown Largest peak-to-trough decline	-75.46%	-80.80%	+5.34%
Max Drawdown (1Y) Largest decline over 1 year	-31.78%	-27.26%	-4.52%
Max Drawdown (5Y) Largest decline over 5 years	-75.46%	-64.85%	-10.61%
Max Drawdown (10Y) Largest decline over 10 years	-75.46%	-64.85%	-10.61%
Current Drawdown Current decline from peak	-66.73%	-53.35%	-13.38%
Average Drawdown Average peak-to-trough decline	-38.76%	-29.01%	-9.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.89%	15.23%	-1.34%

Volatility

1368.HK vs. 2020.HK - Volatility Comparison

Xtep International Holdings Ltd (1368.HK) has a higher volatility of 12.63% compared to ANTA Sports Products Ltd (2020.HK) at 7.54%. This indicates that 1368.HK's price experiences larger fluctuations and is considered to be riskier than 2020.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1368.HK	2020.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.63%	7.54%	+5.09%
Volatility (6M) Calculated over the trailing 6-month period	20.15%	18.45%	+1.70%
Volatility (1Y) Calculated over the trailing 1-year period	33.46%	30.21%	+3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.78%	42.03%	+13.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.73%	41.92%	+7.81%

Financials