1919.HK vs. 1308.HK

Last updated Apr 3, 2026

Compare and contrast key facts about COSCO SHIPPING Holdings Co Ltd H (1919.HK) and SITC International Holdings Co Ltd (1308.HK).

Performance

1919.HK vs. 1308.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in COSCO SHIPPING Holdings Co Ltd H (1919.HK) and SITC International Holdings Co Ltd (1308.HK). The values are adjusted to include any dividend payments, if applicable.

1919.HK vs. 1308.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1919.HK COSCO SHIPPING Holdings Co Ltd H	10.11%	21.86%	74.03%	28.89%	-26.01%	111.35%	194.30%	7.12%	-26.80%	48.71%
1308.HK SITC International Holdings Co Ltd	27.07%	50.42%	67.42%	-10.78%	-27.33%	81.87%	92.90%	36.05%	1.67%	70.60%

Returns By Period

In the year-to-date period, 1919.HK achieves a 10.11% return, which is significantly lower than 1308.HK's 27.07% return. Over the past 10 years, 1919.HK has underperformed 1308.HK with an annualized return of 30.70%, while 1308.HK has yielded a comparatively higher 36.93% annualized return.

1919.HK

• 1D: 0.66%
• 1M: -7.06%
• YTD: 10.11%
• 6M: 26.17%
• 1Y: 36.53%
• 3Y*: 41.20%
• 5Y*: 32.85%
• 10Y*: 30.70%

1308.HK

• 1D: -2.21%
• 1M: 2.13%
• YTD: 27.07%
• 6M: 22.32%
• 1Y: 85.32%
• 3Y*: 43.82%
• 5Y*: 18.62%
• 10Y*: 36.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

1919.HK vs. 1308.HK — Risk / Return Rank

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

1919.HK

1919.HK Risk / Return Rank: 72
1919.HK Sharpe Ratio Rank: 77
1919.HK Sortino Ratio Rank: 67
1919.HK Omega Ratio Rank: 72
1919.HK Calmar Ratio Rank: 72
1919.HK Martin Ratio Rank: 74

1308.HK

1308.HK Risk / Return Rank: 89
1308.HK Sharpe Ratio Rank: 91
1308.HK Sortino Ratio Rank: 86
1308.HK Omega Ratio Rank: 88
1308.HK Calmar Ratio Rank: 89
1308.HK Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

1919.HK vs. 1308.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COSCO SHIPPING Holdings Co Ltd H (1919.HK) and SITC International Holdings Co Ltd (1308.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.

	1919.HK	1308.HK	Difference
Sharpe ratio Return per unit of total volatility	1.15	2.20	-1.05
Sortino ratio Return per unit of downside risk	1.56	2.60	-1.04
Omega ratio Gain probability vs. loss probability	1.24	1.37	-0.13
Calmar ratio Return relative to maximum drawdown	1.79	3.98	-2.19
Martin ratio Return relative to average drawdown	4.72	12.66	-7.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1919.HK vs. 1308.HK - Sharpe Ratio Comparison

The current 1919.HK Sharpe Ratio is 1.15, which is lower than the 1308.HK Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of 1919.HK and 1308.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.

Sharpe Ratios by Period

	1919.HK	1308.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	2.20	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.41	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.92	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.56	-0.30

Correlation

The correlation between 1919.HK and 1308.HK is 0.40, 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.

Dividends

1919.HK vs. 1308.HK - Dividend Comparison

1919.HK's dividend yield for the trailing twelve months is around 11.47%, more than 1308.HK's 9.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1919.HK COSCO SHIPPING Holdings Co Ltd H	11.47%	12.62%	6.42%	26.79%	40.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
1308.HK SITC International Holdings Co Ltd	9.85%	9.69%	7.83%	16.32%	21.89%	8.51%	4.72%	4.63%	6.10%	3.37%	5.51%	5.35%

Drawdowns

1919.HK vs. 1308.HK - Drawdown Comparison

The maximum 1919.HK drawdown since its inception was -94.83%, which is greater than 1308.HK's maximum drawdown of -71.52%. Use the drawdown chart below to compare losses from any high point for 1919.HK and 1308.HK.

Drawdown Indicators

	1919.HK	1308.HK	Difference
Max Drawdown Largest peak-to-trough decline	-94.83%	-71.52%	-23.31%
Max Drawdown (1Y) Largest decline over 1 year	-20.06%	-16.33%	-3.73%
Max Drawdown (5Y) Largest decline over 5 years	-47.56%	-57.13%	+9.57%
Max Drawdown (10Y) Largest decline over 10 years	-64.91%	-57.13%	-7.78%
Current Drawdown Current decline from peak	-7.06%	-2.21%	-4.85%
Average Drawdown Average peak-to-trough decline	-65.12%	-23.37%	-41.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.88%	7.46%	+0.42%

Volatility

1919.HK vs. 1308.HK - Volatility Comparison

The current volatility for COSCO SHIPPING Holdings Co Ltd H (1919.HK) is 9.48%, while SITC International Holdings Co Ltd (1308.HK) has a volatility of 10.09%. This indicates that 1919.HK experiences smaller price fluctuations and is considered to be less risky than 1308.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1919.HK	1308.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.48%	10.09%	-0.61%
Volatility (6M) Calculated over the trailing 6-month period	17.81%	23.15%	-5.34%
Volatility (1Y) Calculated over the trailing 1-year period	32.55%	40.02%	-7.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.37%	46.96%	-0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.00%	41.42%	+5.58%

Financials