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2020.HK vs. 0341.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

2020.HK vs. 0341.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in ANTA Sports Products Ltd (2020.HK) and CAFE DE CORAL H (0341.HK). The values are adjusted to include any dividend payments, if applicable.

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2020.HK vs. 0341.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2020.HK
ANTA Sports Products Ltd
-0.00%6.31%5.72%-24.66%-10.93%-4.20%77.62%87.69%8.57%58.33%
0341.HK
CAFE DE CORAL H
-12.40%-33.59%-6.89%-36.64%9.71%-14.50%-9.03%0.77%-7.57%-11.76%

Returns By Period

Over the past 10 years, 2020.HK has outperformed 0341.HK with an annualized return of 18.92%, while 0341.HK has yielded a comparatively lower -12.21% annualized return.


2020.HK

1D
3.20%
1M
-0.00%
YTD
-0.00%
6M
-13.43%
1Y
-3.99%
3Y*
-8.21%
5Y*
-7.43%
10Y*
18.92%

0341.HK

1D
-1.37%
1M
-8.88%
YTD
-12.40%
6M
-32.49%
1Y
-39.34%
3Y*
-22.30%
5Y*
-20.49%
10Y*
-12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANTA Sports Products Ltd

CAFE DE CORAL H

Return for Risk

2020.HK vs. 0341.HK — Risk / Return Rank

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

2020.HK
2020.HK Risk / Return Rank: 3232
Overall Rank
2020.HK Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
2020.HK Sortino Ratio Rank: 2929
Sortino Ratio Rank
2020.HK Omega Ratio Rank: 2929
Omega Ratio Rank
2020.HK Calmar Ratio Rank: 3333
Calmar Ratio Rank
2020.HK Martin Ratio Rank: 3434
Martin Ratio Rank

0341.HK
0341.HK Risk / Return Rank: 11
Overall Rank
0341.HK Sharpe Ratio Rank: 00
Sharpe Ratio Rank
0341.HK Sortino Ratio Rank: 00
Sortino Ratio Rank
0341.HK Omega Ratio Rank: 11
Omega Ratio Rank
0341.HK Calmar Ratio Rank: 44
Calmar Ratio Rank
0341.HK Martin Ratio Rank: 22
Martin Ratio Rank
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.

2020.HK vs. 0341.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ANTA Sports Products Ltd (2020.HK) and CAFE DE CORAL H (0341.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.


2020.HK0341.HKDifference

Sharpe ratio

Return per unit of total volatility

-0.14

-1.89

+1.76

Sortino ratio

Return per unit of downside risk

0.02

-2.86

+2.88

Omega ratio

Gain probability vs. loss probability

1.00

0.68

+0.33

Calmar ratio

Return relative to maximum drawdown

-0.19

-0.95

+0.77

Martin ratio

Return relative to average drawdown

-0.33

-1.88

+1.54

2020.HK vs. 0341.HK - Sharpe Ratio Comparison

The current 2020.HK Sharpe Ratio is -0.14, which is higher than the 0341.HK Sharpe Ratio of -1.89. The chart below compares the historical Sharpe Ratios of 2020.HK and 0341.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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Sharpe Ratios by Period


2020.HK0341.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-1.89

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.74

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

-0.47

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.20

+0.18

Correlation

The correlation between 2020.HK and 0341.HK is 0.22, 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

2020.HK vs. 0341.HK - Dividend Comparison

2020.HK's dividend yield for the trailing twelve months is around 3.17%, less than 0341.HK's 8.12% yield.


TTM20252024202320222021202020192018201720162015
2020.HK
ANTA Sports Products Ltd
3.17%3.17%2.99%2.03%1.56%0.92%0.46%0.85%2.85%2.34%3.11%3.10%
0341.HK
CAFE DE CORAL H
8.12%7.11%7.30%4.77%1.88%2.73%0.60%4.55%4.32%3.78%2.11%3.47%

Drawdowns

2020.HK vs. 0341.HK - Drawdown Comparison

The maximum 2020.HK drawdown since its inception was -80.80%, roughly equal to the maximum 0341.HK drawdown of -79.35%. Use the drawdown chart below to compare losses from any high point for 2020.HK and 0341.HK.


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Drawdown Indicators


2020.HK0341.HKDifference

Max Drawdown

Largest peak-to-trough decline

-80.80%

-79.35%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-41.28%

+14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-64.85%

-69.39%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-64.85%

-79.35%

+14.50%

Current Drawdown

Current decline from peak

-53.35%

-79.06%

+25.71%

Average Drawdown

Average peak-to-trough decline

-29.01%

-26.56%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

20.99%

-5.76%

Volatility

2020.HK vs. 0341.HK - Volatility Comparison

The current volatility for ANTA Sports Products Ltd (2020.HK) is 7.54%, while CAFE DE CORAL H (0341.HK) has a volatility of 9.19%. This indicates that 2020.HK experiences smaller price fluctuations and is considered to be less risky than 0341.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2020.HK0341.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

9.19%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

16.89%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

30.21%

21.20%

+9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.03%

28.49%

+13.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.92%

26.71%

+15.21%

Financials

2020.HK vs. 0341.HK - Financials Comparison

This section allows you to compare key financial metrics between ANTA Sports Products Ltd and CAFE DE CORAL 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