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1801.HK vs. 1093.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

1801.HK vs. 1093.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Innovent Biologics Inc (1801.HK) and CSPC Pharmaceutical Group Ltd (1093.HK). The values are adjusted to include any dividend payments, if applicable.

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1801.HK vs. 1093.HK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
1801.HK
Innovent Biologics Inc
20.00%108.33%-14.39%27.61%-30.57%-41.19%209.04%10.17%45.36%
1093.HK
CSPC Pharmaceutical Group Ltd
15.18%81.38%-30.97%-7.80%-0.70%8.57%-56.88%65.60%-31.68%

Returns By Period

In the year-to-date period, 1801.HK achieves a 20.00% return, which is significantly higher than 1093.HK's 15.18% return.


1801.HK

1D
0.66%
1M
14.30%
YTD
20.00%
6M
-9.14%
1Y
83.55%
3Y*
37.89%
5Y*
2.51%
10Y*

1093.HK

1D
0.94%
1M
5.31%
YTD
15.18%
6M
2.16%
1Y
80.59%
3Y*
12.39%
5Y*
3.90%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

1801.HK vs. 1093.HK — Risk / Return Rank

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

1801.HK
1801.HK Risk / Return Rank: 8383
Overall Rank
1801.HK Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
1801.HK Sortino Ratio Rank: 7878
Sortino Ratio Rank
1801.HK Omega Ratio Rank: 7878
Omega Ratio Rank
1801.HK Calmar Ratio Rank: 9191
Calmar Ratio Rank
1801.HK Martin Ratio Rank: 8686
Martin Ratio Rank

1093.HK
1093.HK Risk / Return Rank: 8080
Overall Rank
1093.HK Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
1093.HK Sortino Ratio Rank: 7979
Sortino Ratio Rank
1093.HK Omega Ratio Rank: 7474
Omega Ratio Rank
1093.HK Calmar Ratio Rank: 8585
Calmar Ratio Rank
1093.HK Martin Ratio Rank: 7979
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.

1801.HK vs. 1093.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovent Biologics Inc (1801.HK) and CSPC Pharmaceutical Group Ltd (1093.HK). 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.


1801.HK1093.HKDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.45

+0.05

Sortino ratio

Return per unit of downside risk

2.09

2.14

-0.06

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

4.65

3.21

+1.44

Martin ratio

Return relative to average drawdown

9.12

6.44

+2.68

1801.HK vs. 1093.HK - Sharpe Ratio Comparison

The current 1801.HK Sharpe Ratio is 1.50, which is comparable to the 1093.HK Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of 1801.HK and 1093.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


1801.HK1093.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.45

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.09

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.18

+0.26

Correlation

The correlation between 1801.HK and 1093.HK is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

1801.HK vs. 1093.HK - Dividend Comparison

1801.HK has not paid dividends to shareholders, while 1093.HK's dividend yield for the trailing twelve months is around 2.47%.


TTM20252024202320222021202020192018201720162015
1801.HK
Innovent Biologics Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
1093.HK
CSPC Pharmaceutical Group Ltd
2.47%2.85%6.28%3.44%2.44%2.01%2.36%0.50%0.69%0.40%0.69%0.66%

Drawdowns

1801.HK vs. 1093.HK - Drawdown Comparison

The maximum 1801.HK drawdown since its inception was -82.01%, roughly equal to the maximum 1093.HK drawdown of -80.66%. Use the drawdown chart below to compare losses from any high point for 1801.HK and 1093.HK.


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Drawdown Indicators


1801.HK1093.HKDifference

Max Drawdown

Largest peak-to-trough decline

-82.01%

-80.66%

-1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-28.74%

-34.99%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-80.16%

-60.67%

-19.49%

Max Drawdown (10Y)

Largest decline over 10 years

-80.66%

Current Drawdown

Current decline from peak

-14.49%

-55.51%

+41.02%

Average Drawdown

Average peak-to-trough decline

-38.29%

-39.64%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.66%

17.47%

-2.81%

Volatility

1801.HK vs. 1093.HK - Volatility Comparison

The current volatility for Innovent Biologics Inc (1801.HK) is 16.60%, while CSPC Pharmaceutical Group Ltd (1093.HK) has a volatility of 18.87%. This indicates that 1801.HK experiences smaller price fluctuations and is considered to be less risky than 1093.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1801.HK1093.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.60%

18.87%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

34.63%

35.83%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

57.52%

57.25%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.08%

44.69%

+17.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.72%

44.24%

+15.48%

Financials

1801.HK vs. 1093.HK - Financials Comparison

This section allows you to compare key financial metrics between Innovent Biologics Inc and CSPC Pharmaceutical Group Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in HKD except per share items