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1398.HK vs. 9909.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1398.HK and 9909.HK is 0.11, 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

1398.HK vs. 9909.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial and Commercial Bank of China (1398.HK) and Powerlong Commercial Mgmt Holdings (9909.HK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

1398.HK:

1.50

9909.HK:

-0.51

Sortino Ratio

1398.HK:

2.55

9909.HK:

0.02

Omega Ratio

1398.HK:

1.33

9909.HK:

1.00

Calmar Ratio

1398.HK:

2.93

9909.HK:

-0.14

Martin Ratio

1398.HK:

10.03

9909.HK:

-0.48

Ulcer Index

1398.HK:

4.70%

9909.HK:

27.63%

Daily Std Dev

1398.HK:

25.14%

9909.HK:

53.40%

Max Drawdown

1398.HK:

-61.25%

9909.HK:

-92.23%

Current Drawdown

1398.HK:

-2.96%

9909.HK:

-91.06%

Fundamentals

Market Cap

1398.HK:

HK$2.55T

9909.HK:

HK$1.47B

EPS

1398.HK:

HK$1.03

9909.HK:

HK$0.00

PE Ratio

1398.HK:

5.29

9909.HK:

6.36

PS Ratio

1398.HK:

3.88

9909.HK:

0.56

PB Ratio

1398.HK:

0.47

9909.HK:

0.43

Returns By Period

In the year-to-date period, 1398.HK achieves a 9.98% return, which is significantly higher than 9909.HK's -3.36% return.


1398.HK

YTD

9.98%

1M

6.50%

6M

20.35%

1Y

36.48%

5Y*

10.43%

10Y*

5.14%

9909.HK

YTD

-3.36%

1M

11.11%

6M

-8.73%

1Y

-26.75%

5Y*

-28.26%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

1398.HK vs. 9909.HK — Risk-Adjusted Performance Rank

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

1398.HK
The Risk-Adjusted Performance Rank of 1398.HK is 9393
Overall Rank
The Sharpe Ratio Rank of 1398.HK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of 1398.HK is 9292
Sortino Ratio Rank
The Omega Ratio Rank of 1398.HK is 9090
Omega Ratio Rank
The Calmar Ratio Rank of 1398.HK is 9797
Calmar Ratio Rank
The Martin Ratio Rank of 1398.HK is 9595
Martin Ratio Rank

9909.HK
The Risk-Adjusted Performance Rank of 9909.HK is 3535
Overall Rank
The Sharpe Ratio Rank of 9909.HK is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of 9909.HK is 3636
Sortino Ratio Rank
The Omega Ratio Rank of 9909.HK is 3535
Omega Ratio Rank
The Calmar Ratio Rank of 9909.HK is 4141
Calmar Ratio Rank
The Martin Ratio Rank of 9909.HK is 4040
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.

1398.HK vs. 9909.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China (1398.HK) and Powerlong Commercial Mgmt Holdings (9909.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 1398.HK Sharpe Ratio is 1.50, which is higher than the 9909.HK Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of 1398.HK and 9909.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.


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Dividends

1398.HK vs. 9909.HK - Dividend Comparison

1398.HK's dividend yield for the trailing twelve months is around 8.82%, while 9909.HK has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
1398.HK
Industrial and Commercial Bank of China
8.82%6.43%8.62%8.54%7.27%5.74%4.75%5.19%4.25%5.92%6.92%5.82%
9909.HK
Powerlong Commercial Mgmt Holdings
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

1398.HK vs. 9909.HK - Drawdown Comparison

The maximum 1398.HK drawdown since its inception was -61.25%, smaller than the maximum 9909.HK drawdown of -92.23%. Use the drawdown chart below to compare losses from any high point for 1398.HK and 9909.HK. For additional features, visit the drawdowns tool.


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Volatility

1398.HK vs. 9909.HK - Volatility Comparison

The current volatility for Industrial and Commercial Bank of China (1398.HK) is 5.28%, while Powerlong Commercial Mgmt Holdings (9909.HK) has a volatility of 11.15%. This indicates that 1398.HK experiences smaller price fluctuations and is considered to be less risky than 9909.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

1398.HK vs. 9909.HK - Financials Comparison

This section allows you to compare key financial metrics between Industrial and Commercial Bank of China and Powerlong Commercial Mgmt Holdings. 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


0.0050.00B100.00B150.00B200.00B250.00B20212022202320242025
211.39B
1.27B
(1398.HK) Total Revenue
(9909.HK) Total Revenue
Values in HKD except per share items