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1789.HK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


1789.HKVOO
YTD Return-7.83%7.31%
1Y Return-44.87%25.21%
3Y Return (Ann)-21.92%8.45%
5Y Return (Ann)8.16%13.50%
Sharpe Ratio-0.852.36
Daily Std Dev56.31%11.75%
Max Drawdown-86.72%-33.99%
Current Drawdown-78.41%-2.94%

Correlation

-0.50.00.51.00.1

The correlation between 1789.HK and VOO is 0.10, 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

1789.HK vs. VOO - Performance Comparison

In the year-to-date period, 1789.HK achieves a -7.83% return, which is significantly lower than VOO's 7.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
126.46%
111.98%
1789.HK
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AK Medical Holdings Ltd

Vanguard S&P 500 ETF

Risk-Adjusted Performance

1789.HK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AK Medical Holdings Ltd (1789.HK) and Vanguard S&P 500 ETF (VOO). 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.


1789.HK
Sharpe ratio
The chart of Sharpe ratio for 1789.HK, currently valued at -0.74, compared to the broader market-2.00-1.000.001.002.003.004.00-0.74
Sortino ratio
The chart of Sortino ratio for 1789.HK, currently valued at -0.92, compared to the broader market-4.00-2.000.002.004.006.00-0.92
Omega ratio
The chart of Omega ratio for 1789.HK, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for 1789.HK, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48
Martin ratio
The chart of Martin ratio for 1789.HK, currently valued at -1.13, compared to the broader market0.0010.0020.0030.00-1.13
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.22, compared to the broader market-2.00-1.000.001.002.003.004.002.22
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.79, compared to the broader market0.0010.0020.0030.008.79

1789.HK vs. VOO - Sharpe Ratio Comparison

The current 1789.HK Sharpe Ratio is -0.85, which is lower than the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of 1789.HK and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.74
2.22
1789.HK
VOO

Dividends

1789.HK vs. VOO - Dividend Comparison

1789.HK's dividend yield for the trailing twelve months is around 1.04%, less than VOO's 1.37% yield.


TTM20232022202120202019201820172016201520142013
1789.HK
AK Medical Holdings Ltd
1.04%0.96%0.26%0.61%0.56%0.40%0.81%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

1789.HK vs. VOO - Drawdown Comparison

The maximum 1789.HK drawdown since its inception was -86.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 1789.HK and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-78.63%
-2.94%
1789.HK
VOO

Volatility

1789.HK vs. VOO - Volatility Comparison

AK Medical Holdings Ltd (1789.HK) has a higher volatility of 18.64% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that 1789.HK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.64%
3.60%
1789.HK
VOO