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1810.HK vs. 0388.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


1810.HK0388.HK
YTD Return55.45%20.41%
1Y Return82.33%13.15%
3Y Return (Ann)2.44%-11.24%
5Y Return (Ann)22.56%8.14%
Sharpe Ratio2.310.28
Sortino Ratio3.020.75
Omega Ratio1.371.09
Calmar Ratio1.480.20
Martin Ratio7.680.71
Ulcer Index12.69%16.28%
Daily Std Dev42.50%41.12%
Max Drawdown-76.06%-79.33%
Current Drawdown-31.30%-39.03%

Fundamentals


1810.HK0388.HK
Market CapHK$608.75BHK$393.52B
EPSHK$0.94HK$9.21
PE Ratio30.1233.83
PEG Ratio1.322.42
Total Revenue (TTM)HK$162.13BHK$15.48B
Gross Profit (TTM)HK$34.01BHK$13.52B

Correlation

-0.50.00.51.00.6

The correlation between 1810.HK and 0388.HK is 0.59, 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.

Performance

1810.HK vs. 0388.HK - Performance Comparison

In the year-to-date period, 1810.HK achieves a 55.45% return, which is significantly higher than 0388.HK's 20.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%MayJuneJulyAugustSeptemberOctober
54.62%
45.63%
1810.HK
0388.HK

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Risk-Adjusted Performance

1810.HK vs. 0388.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corp (1810.HK) and Hong Kong Exchange and Clearing Ltd (0388.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.


1810.HK
Sharpe ratio
The chart of Sharpe ratio for 1810.HK, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34
Sortino ratio
The chart of Sortino ratio for 1810.HK, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.006.003.05
Omega ratio
The chart of Omega ratio for 1810.HK, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for 1810.HK, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for 1810.HK, currently valued at 7.76, compared to the broader market-10.000.0010.0020.0030.007.76
0388.HK
Sharpe ratio
The chart of Sharpe ratio for 0388.HK, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.30
Sortino ratio
The chart of Sortino ratio for 0388.HK, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.006.000.78
Omega ratio
The chart of Omega ratio for 0388.HK, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for 0388.HK, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for 0388.HK, currently valued at 0.75, compared to the broader market-10.000.0010.0020.0030.000.75

1810.HK vs. 0388.HK - Sharpe Ratio Comparison

The current 1810.HK Sharpe Ratio is 2.31, which is higher than the 0388.HK Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of 1810.HK and 0388.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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
2.34
0.30
1810.HK
0388.HK

Dividends

1810.HK vs. 0388.HK - Dividend Comparison

1810.HK has not paid dividends to shareholders, while 0388.HK's dividend yield for the trailing twelve months is around 2.65%.


TTM20232022202120202019201820172016201520142013
1810.HK
Xiaomi Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
0388.HK
Hong Kong Exchange and Clearing Ltd
2.65%3.06%2.26%2.01%1.56%2.68%2.86%1.91%2.77%2.63%2.07%2.54%

Drawdowns

1810.HK vs. 0388.HK - Drawdown Comparison

The maximum 1810.HK drawdown since its inception was -76.06%, roughly equal to the maximum 0388.HK drawdown of -79.33%. Use the drawdown chart below to compare losses from any high point for 1810.HK and 0388.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%MayJuneJulyAugustSeptemberOctober
-31.46%
-39.17%
1810.HK
0388.HK

Volatility

1810.HK vs. 0388.HK - Volatility Comparison

The current volatility for Xiaomi Corp (1810.HK) is 16.24%, while Hong Kong Exchange and Clearing Ltd (0388.HK) has a volatility of 28.21%. This indicates that 1810.HK experiences smaller price fluctuations and is considered to be less risky than 0388.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%MayJuneJulyAugustSeptemberOctober
16.24%
28.21%
1810.HK
0388.HK

Financials

1810.HK vs. 0388.HK - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi Corp and Hong Kong Exchange and Clearing 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