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1686.HK vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 1686.HK and VFIAX is 0.40, 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

1686.HK vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SUNeVision Holdings Ltd (1686.HK) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

1686.HK:

79.53%

VFIAX:

19.36%

Max Drawdown

1686.HK:

-8.14%

VFIAX:

-55.20%

Current Drawdown

1686.HK:

-1.63%

VFIAX:

-7.63%

Returns By Period


1686.HK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VFIAX

YTD

-3.36%

1M

5.60%

6M

-4.99%

1Y

9.78%

5Y*

16.36%

10Y*

12.30%

*Annualized

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Risk-Adjusted Performance

1686.HK vs. VFIAX — Risk-Adjusted Performance Rank

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

1686.HK
The Risk-Adjusted Performance Rank of 1686.HK is 9595
Overall Rank
The Sharpe Ratio Rank of 1686.HK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 1686.HK is 9797
Sortino Ratio Rank
The Omega Ratio Rank of 1686.HK is 9696
Omega Ratio Rank
The Calmar Ratio Rank of 1686.HK is 9191
Calmar Ratio Rank
The Martin Ratio Rank of 1686.HK is 9696
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6464
Overall Rank
The Sharpe Ratio Rank of VFIAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6464
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.

1686.HK vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SUNeVision Holdings Ltd (1686.HK) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.



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Dividends

1686.HK vs. VFIAX - Dividend Comparison

1686.HK's dividend yield for the trailing twelve months is around 1.68%, more than VFIAX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
1686.HK
SUNeVision Holdings Ltd
1.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.33%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

1686.HK vs. VFIAX - Drawdown Comparison

The maximum 1686.HK drawdown since its inception was -8.14%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for 1686.HK and VFIAX. For additional features, visit the drawdowns tool.


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Volatility

1686.HK vs. VFIAX - Volatility Comparison


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