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1810.HK vs. 1211.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1810.HK and 1211.HK is 0.50, 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.


-0.50.00.51.00.5

Performance

1810.HK vs. 1211.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xiaomi Corp (1810.HK) and BYD Co Ltd-H (1211.HK). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
105.51%
502.24%
1810.HK
1211.HK

Key characteristics

Sharpe Ratio

1810.HK:

2.77

1211.HK:

0.94

Sortino Ratio

1810.HK:

3.47

1211.HK:

1.52

Omega Ratio

1810.HK:

1.42

1211.HK:

1.18

Calmar Ratio

1810.HK:

1.73

1211.HK:

0.69

Martin Ratio

1810.HK:

9.85

1211.HK:

3.50

Ulcer Index

1810.HK:

11.55%

1211.HK:

9.47%

Daily Std Dev

1810.HK:

41.34%

1211.HK:

35.68%

Max Drawdown

1810.HK:

-76.06%

1211.HK:

-87.08%

Current Drawdown

1810.HK:

-3.26%

1211.HK:

-15.78%

Fundamentals

Market Cap

1810.HK:

HK$857.01B

1211.HK:

HK$852.25B

EPS

1810.HK:

HK$0.95

1211.HK:

HK$12.21

PE Ratio

1810.HK:

35.21

1211.HK:

22.08

PEG Ratio

1810.HK:

1.21

1211.HK:

0.69

Total Revenue (TTM)

1810.HK:

HK$162.13B

1211.HK:

HK$682.29B

Gross Profit (TTM)

1810.HK:

HK$34.01B

1211.HK:

HK$142.51B

Returns By Period

In the year-to-date period, 1810.HK achieves a 118.91% return, which is significantly higher than 1211.HK's 29.54% return.


1810.HK

YTD

118.91%

1M

20.67%

6M

107.22%

1Y

109.77%

5Y*

26.58%

10Y*

N/A

1211.HK

YTD

29.54%

1M

5.64%

6M

17.93%

1Y

30.03%

5Y*

50.65%

10Y*

25.62%

*Annualized

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Risk-Adjusted Performance

1810.HK vs. 1211.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corp (1810.HK) and BYD Co Ltd-H (1211.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.


Sharpe ratio
The chart of Sharpe ratio for 1810.HK, currently valued at 2.79, compared to the broader market-4.00-2.000.002.002.790.95
The chart of Sortino ratio for 1810.HK, currently valued at 3.49, compared to the broader market-4.00-2.000.002.004.003.491.54
The chart of Omega ratio for 1810.HK, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.19
The chart of Calmar ratio for 1810.HK, currently valued at 1.74, compared to the broader market0.002.004.006.001.740.71
The chart of Martin ratio for 1810.HK, currently valued at 9.93, compared to the broader market0.005.0010.0015.0020.0025.009.933.54
1810.HK
1211.HK

The current 1810.HK Sharpe Ratio is 2.77, which is higher than the 1211.HK Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of 1810.HK and 1211.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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.79
0.95
1810.HK
1211.HK

Dividends

1810.HK vs. 1211.HK - Dividend Comparison

1810.HK has not paid dividends to shareholders, while 1211.HK's dividend yield for the trailing twelve months is around 1.24%.


TTM2023202220212020201920182017201620152014
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%
1211.HK
BYD Co Ltd-H
1.24%0.59%0.06%0.07%0.03%0.60%0.35%0.30%1.03%0.00%0.21%

Drawdowns

1810.HK vs. 1211.HK - Drawdown Comparison

The maximum 1810.HK drawdown since its inception was -76.06%, smaller than the maximum 1211.HK drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for 1810.HK and 1211.HK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.41%
-14.85%
1810.HK
1211.HK

Volatility

1810.HK vs. 1211.HK - Volatility Comparison

Xiaomi Corp (1810.HK) has a higher volatility of 9.83% compared to BYD Co Ltd-H (1211.HK) at 9.13%. This indicates that 1810.HK's price experiences larger fluctuations and is considered to be riskier than 1211.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.83%
9.13%
1810.HK
1211.HK

Financials

1810.HK vs. 1211.HK - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi Corp and BYD Co Ltd-H. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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