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1883.HK vs. 1336.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


1883.HK1336.HK
YTD Return-14.63%10.12%
1Y Return-5.64%-24.39%
3Y Return (Ann)8.73%-12.20%
5Y Return (Ann)5.42%-10.72%
10Y Return (Ann)7.08%0.02%
Sharpe Ratio-0.23-0.55
Daily Std Dev23.44%35.00%
Max Drawdown-85.68%-71.90%
Current Drawdown-14.89%-59.93%

Fundamentals


1883.HK1336.HK
Market CapHK$10.36BHK$90.91B
EPSHK$0.00HK$2.36
PE Ratio8.487.19
PEG Ratio0.000.61
Revenue (TTM)HK$9.99BHK$43.05B
Gross Profit (TTM)HK$4.04BHK$19.87B
EBITDA (TTM)HK$2.40BHK$8.37B

Correlation

-0.50.00.51.00.3

The correlation between 1883.HK and 1336.HK is 0.26, 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

1883.HK vs. 1336.HK - Performance Comparison

In the year-to-date period, 1883.HK achieves a -14.63% return, which is significantly lower than 1336.HK's 10.12% return. Over the past 10 years, 1883.HK has outperformed 1336.HK with an annualized return of 7.08%, while 1336.HK has yielded a comparatively lower 0.02% annualized 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%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
304.51%
-7.15%
1883.HK
1336.HK

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


CITIC Telecom International Holdings Ltd

New China Life Insurance

Risk-Adjusted Performance

1883.HK vs. 1336.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CITIC Telecom International Holdings Ltd (1883.HK) and New China Life Insurance (1336.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.


1883.HK
Sharpe ratio
The chart of Sharpe ratio for 1883.HK, currently valued at -0.30, compared to the broader market-2.00-1.000.001.002.003.00-0.30
Sortino ratio
The chart of Sortino ratio for 1883.HK, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.006.00-0.24
Omega ratio
The chart of Omega ratio for 1883.HK, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for 1883.HK, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for 1883.HK, currently valued at -0.67, compared to the broader market-10.000.0010.0020.0030.00-0.67
1336.HK
Sharpe ratio
The chart of Sharpe ratio for 1336.HK, currently valued at -0.73, compared to the broader market-2.00-1.000.001.002.003.00-0.73
Sortino ratio
The chart of Sortino ratio for 1336.HK, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.006.00-1.03
Omega ratio
The chart of Omega ratio for 1336.HK, currently valued at 0.89, compared to the broader market0.501.001.502.000.89
Calmar ratio
The chart of Calmar ratio for 1336.HK, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37
Martin ratio
The chart of Martin ratio for 1336.HK, currently valued at -0.92, compared to the broader market-10.000.0010.0020.0030.00-0.92

1883.HK vs. 1336.HK - Sharpe Ratio Comparison

The current 1883.HK Sharpe Ratio is -0.23, which is higher than the 1336.HK Sharpe Ratio of -0.55. The chart below compares the 12-month rolling Sharpe Ratio of 1883.HK and 1336.HK.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
-0.30
-0.73
1883.HK
1336.HK

Dividends

1883.HK vs. 1336.HK - Dividend Comparison

1883.HK's dividend yield for the trailing twelve months is around 8.75%, more than 1336.HK's 7.03% yield.


TTM20232022202120202019201820172016201520142013
1883.HK
CITIC Telecom International Holdings Ltd
8.75%7.47%8.68%8.14%8.20%6.69%6.18%6.45%5.39%3.85%3.54%3.59%
1336.HK
New China Life Insurance
7.03%7.74%8.84%8.00%5.13%2.62%2.02%1.03%0.93%0.82%0.48%0.00%

Drawdowns

1883.HK vs. 1336.HK - Drawdown Comparison

The maximum 1883.HK drawdown since its inception was -85.68%, which is greater than 1336.HK's maximum drawdown of -71.90%. Use the drawdown chart below to compare losses from any high point for 1883.HK and 1336.HK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-14.89%
-59.90%
1883.HK
1336.HK

Volatility

1883.HK vs. 1336.HK - Volatility Comparison

The current volatility for CITIC Telecom International Holdings Ltd (1883.HK) is 5.52%, while New China Life Insurance (1336.HK) has a volatility of 11.75%. This indicates that 1883.HK experiences smaller price fluctuations and is considered to be less risky than 1336.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%14.00%December2024FebruaryMarchAprilMay
5.52%
11.75%
1883.HK
1336.HK

Financials

1883.HK vs. 1336.HK - Financials Comparison

This section allows you to compare key financial metrics between CITIC Telecom International Holdings Ltd and New China Life Insurance. 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