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1385.HK vs. 9988.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1385.HK and 9988.HK is 0.13, 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

1385.HK vs. 9988.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shanghai Fudan Microelectronics Group Co Ltd (1385.HK) and Alibaba Group Holding Ltd (9988.HK). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
454.16%
-33.02%
1385.HK
9988.HK

Key characteristics

Sharpe Ratio

1385.HK:

1.94

9988.HK:

1.36

Sortino Ratio

1385.HK:

2.85

9988.HK:

2.08

Omega Ratio

1385.HK:

1.40

9988.HK:

1.28

Calmar Ratio

1385.HK:

2.20

9988.HK:

0.91

Martin Ratio

1385.HK:

6.92

9988.HK:

4.28

Ulcer Index

1385.HK:

24.45%

9988.HK:

16.29%

Daily Std Dev

1385.HK:

77.04%

9988.HK:

47.52%

Max Drawdown

1385.HK:

-94.52%

9988.HK:

-80.01%

Current Drawdown

1385.HK:

-33.61%

9988.HK:

-59.41%

Fundamentals

Market Cap

1385.HK:

HK$36.14B

9988.HK:

HK$2.35T

EPS

1385.HK:

HK$0.72

9988.HK:

HK$6.60

PE Ratio

1385.HK:

39.72

9988.HK:

18.53

PS Ratio

1385.HK:

9.85

9988.HK:

2.37

PB Ratio

1385.HK:

3.57

9988.HK:

2.18

Total Revenue (TTM)

1385.HK:

HK$901.35M

9988.HK:

HK$759.89B

Gross Profit (TTM)

1385.HK:

HK$507.76M

9988.HK:

HK$307.23B

Returns By Period

In the year-to-date period, 1385.HK achieves a 75.93% return, which is significantly higher than 9988.HK's 46.65% return.


1385.HK

YTD

75.93%

1M

11.30%

6M

54.65%

1Y

141.35%

5Y*

35.29%

10Y*

11.20%

9988.HK

YTD

46.65%

1M

18.54%

6M

27.03%

1Y

61.62%

5Y*

-8.61%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

1385.HK vs. 9988.HK — Risk-Adjusted Performance Rank

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

1385.HK
The Risk-Adjusted Performance Rank of 1385.HK is 9393
Overall Rank
The Sharpe Ratio Rank of 1385.HK is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of 1385.HK is 9494
Sortino Ratio Rank
The Omega Ratio Rank of 1385.HK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of 1385.HK is 9494
Calmar Ratio Rank
The Martin Ratio Rank of 1385.HK is 9191
Martin Ratio Rank

9988.HK
The Risk-Adjusted Performance Rank of 9988.HK is 8686
Overall Rank
The Sharpe Ratio Rank of 9988.HK is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of 9988.HK is 8787
Sortino Ratio Rank
The Omega Ratio Rank of 9988.HK is 8686
Omega Ratio Rank
The Calmar Ratio Rank of 9988.HK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of 9988.HK is 8585
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.

1385.HK vs. 9988.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shanghai Fudan Microelectronics Group Co Ltd (1385.HK) and Alibaba Group Holding Ltd (9988.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.


The current 1385.HK Sharpe Ratio is 1.94, which is higher than the 9988.HK Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of 1385.HK and 9988.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.95
1.37
1385.HK
9988.HK

Dividends

1385.HK vs. 9988.HK - Dividend Comparison

1385.HK's dividend yield for the trailing twelve months is around 0.41%, less than 9988.HK's 0.80% yield.


TTM20242023202220212020201920182017201620152014
1385.HK
Shanghai Fudan Microelectronics Group Co Ltd
0.41%0.73%1.06%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.46%
9988.HK
Alibaba Group Holding Ltd
0.80%1.18%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

1385.HK vs. 9988.HK - Drawdown Comparison

The maximum 1385.HK drawdown since its inception was -94.52%, which is greater than 9988.HK's maximum drawdown of -80.01%. Use the drawdown chart below to compare losses from any high point for 1385.HK and 9988.HK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-33.25%
-59.54%
1385.HK
9988.HK

Volatility

1385.HK vs. 9988.HK - Volatility Comparison

Shanghai Fudan Microelectronics Group Co Ltd (1385.HK) and Alibaba Group Holding Ltd (9988.HK) have volatilities of 24.20% and 23.72%, 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.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
24.20%
23.72%
1385.HK
9988.HK

Financials

1385.HK vs. 9988.HK - Financials Comparison

This section allows you to compare key financial metrics between Shanghai Fudan Microelectronics Group Co Ltd and Alibaba Group Holding Ltd. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
901.35M
280.15B
(1385.HK) Total Revenue
(9988.HK) Total Revenue
Values in HKD except per share items