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1799.HK vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

1799.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Xinte Energy Co Ltd (1799.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 1799.HK achieves a -33.47% return, which is significantly lower than ^HSI's -1.47% return. Over the past 10 years, 1799.HK has underperformed ^HSI with an annualized return of -1.64%, while ^HSI has yielded a comparatively higher 1.85% annualized return.


1799.HK

1D
-1.81%
1M
-22.01%
YTD
-33.47%
6M
-34.36%
1Y
11.39%
3Y*
-33.86%
5Y*
-18.89%
10Y*
-1.64%

^HSI

1D
-1.48%
1M
-2.49%
YTD
-1.47%
6M
-2.63%
1Y
6.76%
3Y*
9.74%
5Y*
-2.67%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1799.HK vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1799.HK
Xinte Energy Co Ltd
-33.47%-1.87%-31.54%-24.24%7.44%30.52%122.37%-34.39%0.52%14.97%
^HSI
Hang Seng Index
-1.47%27.77%17.67%-13.82%-15.46%-14.08%-3.40%9.07%-13.61%35.99%

Correlation

The correlation between 1799.HK and ^HSI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.51

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

0.49

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

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2015

0.33

The correlation between 1799.HK and ^HSI shifts across timeframes, from 0.33 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

1799.HK vs. ^HSI — Risk / Return Rank

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

1799.HK
1799.HK Risk / Return Rank: 4949
Overall Rank
1799.HK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
1799.HK Sortino Ratio Rank: 5050
Sortino Ratio Rank
1799.HK Omega Ratio Rank: 4747
Omega Ratio Rank
1799.HK Calmar Ratio Rank: 4848
Calmar Ratio Rank
1799.HK Martin Ratio Rank: 4949
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2828
Calmar Ratio Rank
^HSI Martin Ratio Rank: 2929
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.

1799.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xinte Energy Co Ltd (1799.HK) and Hang Seng Index (^HSI). 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.


1799.HK^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.09

1.07

+0.02

Calmar ratioReturn relative to maximum drawdown

0.31

0.54

-0.23

Martin ratioReturn relative to average drawdown

0.67

1.35

-0.67

1799.HK vs. ^HSI - Sharpe Ratio Comparison

The current 1799.HK Sharpe Ratio is 0.24, which is lower than the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 1799.HK and ^HSI, 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


1799.HK^HSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.37

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.11

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.09

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.27

-0.33

Drawdowns

1799.HK vs. ^HSI - Drawdown Comparison

The maximum 1799.HK drawdown since its inception was -85.32%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 1799.HK and ^HSI.


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Drawdown Indicators


1799.HK^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-85.32%

-65.18%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-45.73%

-12.82%

-32.91%

Max Drawdown (3Y)

Largest decline over 3 years

-76.19%

-25.49%

-50.70%

Max Drawdown (5Y)

Largest decline over 5 years

-84.81%

-49.85%

-34.96%

Max Drawdown (10Y)

Largest decline over 10 years

-85.32%

-55.70%

-29.62%

Current Drawdown

Current decline from peak

-82.54%

-23.83%

-58.71%

Average Drawdown

Average peak-to-trough decline

-41.74%

-24.17%

-17.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.68%

5.09%

+15.59%

Volatility

1799.HK vs. ^HSI - Volatility Comparison

Xinte Energy Co Ltd (1799.HK) has a higher volatility of 10.30% compared to Hang Seng Index (^HSI) at 5.18%. This indicates that 1799.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1799.HK^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

5.18%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

35.13%

13.70%

+21.43%

Volatility (1Y)

Calculated over the trailing 1-year period

58.57%

18.52%

+40.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.96%

25.32%

+34.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.58%

21.96%

+42.62%

Frequently Asked Questions


1799.HK and ^HSI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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