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1972.HK vs. 0083.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1972.HK and 0083.HK is 0.10, 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

1972.HK vs. 0083.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swire Properties Close Only (1972.HK) and Sino Land (0083.HK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

1972.HK:

0.56

0083.HK:

0.11

Sortino Ratio

1972.HK:

0.76

0083.HK:

0.80

Omega Ratio

1972.HK:

1.09

0083.HK:

1.09

Calmar Ratio

1972.HK:

0.13

0083.HK:

0.23

Martin Ratio

1972.HK:

0.93

0083.HK:

0.96

Ulcer Index

1972.HK:

12.43%

0083.HK:

9.76%

Daily Std Dev

1972.HK:

31.65%

0083.HK:

19.79%

Max Drawdown

1972.HK:

-87.43%

0083.HK:

-82.11%

Current Drawdown

1972.HK:

-79.26%

0083.HK:

-32.19%

Fundamentals

Market Cap

1972.HK:

HK$96.98B

0083.HK:

HK$74.94B

EPS

1972.HK:

HK$0.00

0083.HK:

HK$0.00

PEG Ratio

1972.HK:

0.38

0083.HK:

0.34

PS Ratio

1972.HK:

6.18

0083.HK:

9.74

PB Ratio

1972.HK:

0.35

0083.HK:

0.45

Total Revenue (TTM)

1972.HK:

HK$7.38B

0083.HK:

HK$4.39B

Gross Profit (TTM)

1972.HK:

HK$5.38B

0083.HK:

HK$1.97B

EBITDA (TTM)

1972.HK:

HK$4.51B

0083.HK:

HK$188.95M

Returns By Period

In the year-to-date period, 1972.HK achieves a 10.57% return, which is significantly higher than 0083.HK's 7.00% return. Over the past 10 years, 1972.HK has underperformed 0083.HK with an annualized return of -0.51%, while 0083.HK has yielded a comparatively higher -0.12% annualized return.


1972.HK

YTD

10.57%

1M

7.40%

6M

7.87%

1Y

19.99%

5Y*

0.74%

10Y*

-0.51%

0083.HK

YTD

7.00%

1M

9.87%

6M

5.13%

1Y

3.25%

5Y*

0.94%

10Y*

-0.12%

*Annualized

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Risk-Adjusted Performance

1972.HK vs. 0083.HK — Risk-Adjusted Performance Rank

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

1972.HK
The Risk-Adjusted Performance Rank of 1972.HK is 6161
Overall Rank
The Sharpe Ratio Rank of 1972.HK is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of 1972.HK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of 1972.HK is 5757
Omega Ratio Rank
The Calmar Ratio Rank of 1972.HK is 5757
Calmar Ratio Rank
The Martin Ratio Rank of 1972.HK is 6262
Martin Ratio Rank

0083.HK
The Risk-Adjusted Performance Rank of 0083.HK is 5959
Overall Rank
The Sharpe Ratio Rank of 0083.HK is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of 0083.HK is 6060
Sortino Ratio Rank
The Omega Ratio Rank of 0083.HK is 5757
Omega Ratio Rank
The Calmar Ratio Rank of 0083.HK is 6161
Calmar Ratio Rank
The Martin Ratio Rank of 0083.HK is 6262
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.

1972.HK vs. 0083.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swire Properties Close Only (1972.HK) and Sino Land (0083.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.


The current 1972.HK Sharpe Ratio is 0.56, which is higher than the 0083.HK Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of 1972.HK and 0083.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.


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Dividends

1972.HK vs. 0083.HK - Dividend Comparison

1972.HK's dividend yield for the trailing twelve months is around 6.53%, less than 0083.HK's 7.04% yield.


TTM20242023202220212020201920182017201620152014
1972.HK
Swire Properties Close Only
6.53%6.65%6.39%4.84%4.71%3.96%3.33%2.87%2.90%3.32%2.99%2.71%
0083.HK
Sino Land
7.04%7.39%6.83%5.84%5.66%5.45%4.86%3.95%3.83%4.39%4.40%3.99%

Drawdowns

1972.HK vs. 0083.HK - Drawdown Comparison

The maximum 1972.HK drawdown since its inception was -87.43%, which is greater than 0083.HK's maximum drawdown of -82.11%. Use the drawdown chart below to compare losses from any high point for 1972.HK and 0083.HK. For additional features, visit the drawdowns tool.


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Volatility

1972.HK vs. 0083.HK - Volatility Comparison

Swire Properties Close Only (1972.HK) has a higher volatility of 6.00% compared to Sino Land (0083.HK) at 3.99%. This indicates that 1972.HK's price experiences larger fluctuations and is considered to be riskier than 0083.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

1972.HK vs. 0083.HK - Financials Comparison

This section allows you to compare key financial metrics between Swire Properties Close Only and Sino Land. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024April
7.38B
4.39B
(1972.HK) Total Revenue
(0083.HK) Total Revenue
Values in HKD except per share items