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1816.HK vs. 1088.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


1816.HK1088.HK
YTD Return73.45%50.65%
1Y Return85.25%70.76%
3Y Return (Ann)32.84%53.27%
5Y Return (Ann)14.48%33.20%
Sharpe Ratio3.262.94
Daily Std Dev26.26%24.76%
Max Drawdown-68.29%-85.12%
Current Drawdown-9.90%0.00%

Fundamentals


1816.HK1088.HK
Market CapHK$223.27BHK$923.72B
EPSHK$0.23HK$3.16
PE Ratio13.6712.35
PEG Ratio1.3510.55
Total Revenue (TTM)HK$60.74BHK$343.68B
Gross Profit (TTM)HK$23.48BHK$114.95B
EBITDA (TTM)HK$0.00HK$23.93B

Correlation

-0.50.00.51.00.4

The correlation between 1816.HK and 1088.HK is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

1816.HK vs. 1088.HK - Performance Comparison

In the year-to-date period, 1816.HK achieves a 73.45% return, which is significantly higher than 1088.HK's 50.65% 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%2024FebruaryMarchAprilMayJune
80.53%
58.97%
1816.HK
1088.HK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CGN Power

China Shenhua Energy Co Ltd H

Risk-Adjusted Performance

1816.HK vs. 1088.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CGN Power (1816.HK) and China Shenhua Energy Co Ltd H (1088.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.


1816.HK
Sharpe ratio
The chart of Sharpe ratio for 1816.HK, currently valued at 3.28, compared to the broader market-2.00-1.000.001.002.003.003.28
Sortino ratio
The chart of Sortino ratio for 1816.HK, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.006.004.22
Omega ratio
The chart of Omega ratio for 1816.HK, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for 1816.HK, currently valued at 1.61, compared to the broader market0.002.004.006.001.61
Martin ratio
The chart of Martin ratio for 1816.HK, currently valued at 17.74, compared to the broader market0.0010.0020.0017.74
1088.HK
Sharpe ratio
The chart of Sharpe ratio for 1088.HK, currently valued at 2.96, compared to the broader market-2.00-1.000.001.002.003.002.96
Sortino ratio
The chart of Sortino ratio for 1088.HK, currently valued at 3.82, compared to the broader market-4.00-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for 1088.HK, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for 1088.HK, currently valued at 4.98, compared to the broader market0.002.004.006.004.98
Martin ratio
The chart of Martin ratio for 1088.HK, currently valued at 19.43, compared to the broader market0.0010.0020.0019.43

1816.HK vs. 1088.HK - Sharpe Ratio Comparison

The current 1816.HK Sharpe Ratio is 3.26, which roughly equals the 1088.HK Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of 1816.HK and 1088.HK.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
3.28
2.96
1816.HK
1088.HK

Dividends

1816.HK vs. 1088.HK - Dividend Comparison

1816.HK's dividend yield for the trailing twelve months is around 3.02%, while 1088.HK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
1816.HK
CGN Power
3.02%4.74%5.31%4.08%4.97%4.05%4.48%2.73%2.34%0.11%0.00%0.00%
1088.HK
China Shenhua Energy Co Ltd H
0.00%10.87%13.86%11.88%9.44%6.33%6.57%14.20%2.59%7.70%4.99%4.94%

Drawdowns

1816.HK vs. 1088.HK - Drawdown Comparison

The maximum 1816.HK drawdown since its inception was -68.29%, smaller than the maximum 1088.HK drawdown of -85.12%. Use the drawdown chart below to compare losses from any high point for 1816.HK and 1088.HK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-10.53%
0
1816.HK
1088.HK

Volatility

1816.HK vs. 1088.HK - Volatility Comparison

CGN Power (1816.HK) has a higher volatility of 12.25% compared to China Shenhua Energy Co Ltd H (1088.HK) at 7.71%. This indicates that 1816.HK's price experiences larger fluctuations and is considered to be riskier than 1088.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
12.25%
7.71%
1816.HK
1088.HK

Financials

1816.HK vs. 1088.HK - Financials Comparison

This section allows you to compare key financial metrics between CGN Power and China Shenhua Energy 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