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2238.HK vs. 2333.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2238.HK and 2333.HK is 0.09, 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

2238.HK vs. 2333.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guangzhou Automobile Group Co Ltd (2238.HK) and Great Wall Motor Co Ltd (2333.HK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

2238.HK:

-0.21

2333.HK:

-0.11

Sortino Ratio

2238.HK:

0.15

2333.HK:

0.54

Omega Ratio

2238.HK:

1.02

2333.HK:

1.07

Calmar Ratio

2238.HK:

-0.12

2333.HK:

0.09

Martin Ratio

2238.HK:

-0.49

2333.HK:

0.30

Ulcer Index

2238.HK:

19.44%

2333.HK:

21.78%

Daily Std Dev

2238.HK:

57.05%

2333.HK:

52.26%

Max Drawdown

2238.HK:

-92.21%

2333.HK:

-90.50%

Current Drawdown

2238.HK:

-73.60%

2333.HK:

-64.94%

Fundamentals

Market Cap

2238.HK:

HK$83.86B

2333.HK:

HK$182.15B

EPS

2238.HK:

-HK$0.11

2333.HK:

HK$1.42

PEG Ratio

2238.HK:

0.00

2333.HK:

1.93

PS Ratio

2238.HK:

0.77

2333.HK:

0.91

PB Ratio

2238.HK:

0.24

2333.HK:

1.20

Returns By Period

In the year-to-date period, 2238.HK achieves a -16.13% return, which is significantly lower than 2333.HK's -10.57% return. Over the past 10 years, 2238.HK has underperformed 2333.HK with an annualized return of -2.59%, while 2333.HK has yielded a comparatively higher 0.84% annualized return.


2238.HK

YTD

-16.13%

1M

0.70%

6M

-11.18%

1Y

-11.62%

5Y*

-13.29%

10Y*

-2.59%

2333.HK

YTD

-10.57%

1M

0.66%

6M

-9.78%

1Y

-5.77%

5Y*

23.87%

10Y*

0.84%

*Annualized

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Risk-Adjusted Performance

2238.HK vs. 2333.HK — Risk-Adjusted Performance Rank

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

2238.HK
The Risk-Adjusted Performance Rank of 2238.HK is 4040
Overall Rank
The Sharpe Ratio Rank of 2238.HK is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of 2238.HK is 4040
Sortino Ratio Rank
The Omega Ratio Rank of 2238.HK is 4040
Omega Ratio Rank
The Calmar Ratio Rank of 2238.HK is 4343
Calmar Ratio Rank
The Martin Ratio Rank of 2238.HK is 4040
Martin Ratio Rank

2333.HK
The Risk-Adjusted Performance Rank of 2333.HK is 5151
Overall Rank
The Sharpe Ratio Rank of 2333.HK is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of 2333.HK is 5252
Sortino Ratio Rank
The Omega Ratio Rank of 2333.HK is 5050
Omega Ratio Rank
The Calmar Ratio Rank of 2333.HK is 5555
Calmar Ratio Rank
The Martin Ratio Rank of 2333.HK is 5454
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.

2238.HK vs. 2333.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guangzhou Automobile Group Co Ltd (2238.HK) and Great Wall Motor Co Ltd (2333.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 2238.HK Sharpe Ratio is -0.21, which is lower than the 2333.HK Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of 2238.HK and 2333.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

2238.HK vs. 2333.HK - Dividend Comparison

2238.HK's dividend yield for the trailing twelve months is around 4.99%, more than 2333.HK's 2.71% yield.


TTM20242023202220212020201920182017201620152014
2238.HK
Guangzhou Automobile Group Co Ltd
4.99%4.19%7.09%5.06%3.12%2.29%3.86%8.25%1.97%2.52%2.87%3.21%
2333.HK
Great Wall Motor Co Ltd
2.71%2.42%3.24%0.84%2.61%1.99%5.75%4.68%4.41%3.12%7.12%2.34%

Drawdowns

2238.HK vs. 2333.HK - Drawdown Comparison

The maximum 2238.HK drawdown since its inception was -92.21%, roughly equal to the maximum 2333.HK drawdown of -90.50%. Use the drawdown chart below to compare losses from any high point for 2238.HK and 2333.HK. For additional features, visit the drawdowns tool.


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Volatility

2238.HK vs. 2333.HK - Volatility Comparison

The current volatility for Guangzhou Automobile Group Co Ltd (2238.HK) is 9.34%, while Great Wall Motor Co Ltd (2333.HK) has a volatility of 11.31%. This indicates that 2238.HK experiences smaller price fluctuations and is considered to be less risky than 2333.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

2238.HK vs. 2333.HK - Financials Comparison

This section allows you to compare key financial metrics between Guangzhou Automobile Group Co Ltd and Great Wall Motor Co Ltd. 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


10.00B20.00B30.00B40.00B50.00B20212022202320242025
19.88B
42.86B
(2238.HK) Total Revenue
(2333.HK) Total Revenue
Values in HKD except per share items