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1530.HK vs. MHEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

1530.HK vs. MHEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in 3SBio Inc (1530.HK) and MH Elite Income Fund of Funds (MHEIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

1530.HK is traded in HKD, while MHEIX is traded in USD. To make them comparable, the MHEIX values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1530.HK achieves a -36.27% return, which is significantly lower than MHEIX's 2.94% return. Over the past 10 years, 1530.HK has outperformed MHEIX with an annualized return of 7.93%, while MHEIX has yielded a comparatively lower 3.27% annualized return.


1530.HK

1D
1.18%
1M
-30.96%
YTD
-36.27%
6M
-47.23%
1Y
-23.10%
3Y*
28.91%
5Y*
10.85%
10Y*
7.93%

MHEIX

1D
0.18%
1M
0.25%
YTD
2.94%
6M
3.52%
1Y
8.40%
3Y*
6.18%
5Y*
2.37%
10Y*
3.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1530.HK vs. MHEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1530.HK
3SBio Inc
-36.27%300.89%-15.95%-8.19%31.63%-8.06%-30.00%0.60%-34.29%103.18%
MHEIX
MH Elite Income Fund of Funds
2.94%4.96%5.43%7.54%-9.68%3.00%4.80%10.52%-3.03%6.21%

Correlation

The correlation between 1530.HK and MHEIX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2015

0.10

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Return for Risk

1530.HK vs. MHEIX — Risk / Return Rank

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

1530.HK
1530.HK Risk / Return Rank: 2323
Overall Rank
1530.HK Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
1530.HK Sortino Ratio Rank: 2424
Sortino Ratio Rank
1530.HK Omega Ratio Rank: 2525
Omega Ratio Rank
1530.HK Calmar Ratio Rank: 2525
Calmar Ratio Rank
1530.HK Martin Ratio Rank: 2020
Martin Ratio Rank

MHEIX
MHEIX Risk / Return Rank: 3838
Overall Rank
MHEIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MHEIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MHEIX Omega Ratio Rank: 7575
Omega Ratio Rank
MHEIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
MHEIX Martin Ratio Rank: 2323
Martin Ratio Rank
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.

1530.HK vs. MHEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3SBio Inc (1530.HK) and MH Elite Income Fund of Funds (MHEIX). 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.


1530.HKMHEIXDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

0.96

1.41

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.51

2.10

-2.61

Martin ratioReturn relative to average drawdown

-1.08

5.52

-6.60

1530.HK vs. MHEIX - Sharpe Ratio Comparison

The current 1530.HK Sharpe Ratio is -0.45, which is lower than the MHEIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of 1530.HK and MHEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


1530.HKMHEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

1.36

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.43

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.63

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.62

-0.50

Drawdowns

1530.HK vs. MHEIX - Drawdown Comparison

The maximum 1530.HK drawdown since its inception was -78.63%, which is greater than MHEIX's maximum drawdown of -17.28%. Use the drawdown chart below to compare losses from any high point for 1530.HK and MHEIX.


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Drawdown Indicators


1530.HKMHEIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.63%

-17.28%

-61.35%

Max Drawdown (1Y)

Largest decline over 1 year

-57.58%

-4.04%

-53.54%

Max Drawdown (3Y)

Largest decline over 3 years

-57.58%

-6.85%

-50.73%

Max Drawdown (5Y)

Largest decline over 5 years

-60.61%

-12.81%

-47.80%

Max Drawdown (10Y)

Largest decline over 10 years

-78.63%

-17.28%

-61.35%

Current Drawdown

Current decline from peak

-57.08%

-1.14%

-55.94%

Average Drawdown

Average peak-to-trough decline

-44.06%

-2.32%

-41.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.02%

1.53%

+25.49%

Volatility

1530.HK vs. MHEIX - Volatility Comparison

3SBio Inc (1530.HK) has a higher volatility of 15.86% compared to MH Elite Income Fund of Funds (MHEIX) at 1.11%. This indicates that 1530.HK's price experiences larger fluctuations and is considered to be riskier than MHEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1530.HKMHEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.86%

1.11%

+14.75%

Volatility (6M)

Calculated over the trailing 6-month period

40.70%

5.88%

+34.82%

Volatility (1Y)

Calculated over the trailing 1-year period

65.20%

6.23%

+58.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.46%

5.58%

+48.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.19%

5.24%

+44.95%

Dividends

1530.HK vs. MHEIX - Dividend Comparison

1530.HK's dividend yield for the trailing twelve months is around 1.62%, less than MHEIX's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
1530.HK
3SBio Inc
1.62%1.03%4.11%1.33%2.41%0.00%0.00%0.00%0.68%0.00%0.00%0.00%
MHEIX
MH Elite Income Fund of Funds
3.71%0.00%3.33%2.38%3.17%1.49%2.30%2.21%2.10%1.69%2.48%2.87%

Frequently Asked Questions


1530.HK and MHEIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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