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1898.HK vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 1898.HK and ^GSPC is 0.12, 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

1898.HK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Coal Energy (1898.HK) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
-23.48%
305.89%
1898.HK
^GSPC

Key characteristics

Sharpe Ratio

1898.HK:

0.10

^GSPC:

0.48

Sortino Ratio

1898.HK:

0.85

^GSPC:

0.80

Omega Ratio

1898.HK:

1.11

^GSPC:

1.12

Calmar Ratio

1898.HK:

0.41

^GSPC:

0.49

Martin Ratio

1898.HK:

1.08

^GSPC:

1.90

Ulcer Index

1898.HK:

14.70%

^GSPC:

4.90%

Daily Std Dev

1898.HK:

35.91%

^GSPC:

19.37%

Max Drawdown

1898.HK:

-88.19%

^GSPC:

-56.78%

Current Drawdown

1898.HK:

-29.20%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, 1898.HK achieves a -12.08% return, which is significantly lower than ^GSPC's -3.70% return. Over the past 10 years, 1898.HK has underperformed ^GSPC with an annualized return of 9.71%, while ^GSPC has yielded a comparatively higher 10.43% annualized return.


1898.HK

YTD

-12.08%

1M

7.80%

6M

-18.17%

1Y

3.32%

5Y*

42.32%

10Y*

9.71%

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

1898.HK vs. ^GSPC — Risk-Adjusted Performance Rank

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

1898.HK
The Risk-Adjusted Performance Rank of 1898.HK is 6262
Overall Rank
The Sharpe Ratio Rank of 1898.HK is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of 1898.HK is 6161
Sortino Ratio Rank
The Omega Ratio Rank of 1898.HK is 6060
Omega Ratio Rank
The Calmar Ratio Rank of 1898.HK is 7070
Calmar Ratio Rank
The Martin Ratio Rank of 1898.HK is 6565
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

1898.HK vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Coal Energy (1898.HK) and S&P 500 (^GSPC). 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.


The current 1898.HK Sharpe Ratio is 0.10, which is lower than the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of 1898.HK and ^GSPC, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.11
0.47
1898.HK
^GSPC

Drawdowns

1898.HK vs. ^GSPC - Drawdown Comparison

The maximum 1898.HK drawdown since its inception was -88.19%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 1898.HK and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-28.98%
-7.82%
1898.HK
^GSPC

Volatility

1898.HK vs. ^GSPC - Volatility Comparison

The current volatility for China Coal Energy (1898.HK) is 6.04%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that 1898.HK experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.04%
11.21%
1898.HK
^GSPC