1799.HK vs. ^HSI
1799.HK (Xinte Energy Co Ltd) is a stock, while ^HSI (Hang Seng Index) is an index. Over the past 10 years, 1799.HK returned -1.64%/yr vs 1.85%/yr for ^HSI. At a 0.33 correlation, their price movements are largely independent.
Performance
1799.HK vs. ^HSI - Performance Comparison
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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%
1799.HK vs. ^HSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
1799.HK
^HSI
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 | ^HSI | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 1799.HK | ^HSI | Difference | |
|---|---|---|---|
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 | ^HSI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -82.54% | -23.83% | -58.71% |
Average DrawdownAverage peak-to-trough decline | -41.74% | -24.17% | -17.57% |
Ulcer IndexDepth 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 | ^HSI | Difference | |
|---|---|---|---|
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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