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2269.HK vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

2269.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in WuXi Biologics (2269.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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2269.HK vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2269.HK
WuXi Biologics
11.26%78.64%-40.54%-50.54%-35.33%-9.26%210.19%96.71%14.76%54.69%
^HSI
Hang Seng Index
-2.01%27.77%17.67%-13.82%-15.46%-14.08%-3.40%9.07%-13.61%15.73%

Returns By Period

In the year-to-date period, 2269.HK achieves a 11.26% return, which is significantly higher than ^HSI's -2.01% return.


2269.HK

1D
0.34%
1M
-5.46%
YTD
11.26%
6M
-16.87%
1Y
33.26%
3Y*
-9.57%
5Y*
-19.75%
10Y*

^HSI

1D
-0.70%
1M
-2.53%
YTD
-2.01%
6M
-7.95%
1Y
8.25%
3Y*
7.16%
5Y*
-2.79%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

2269.HK vs. ^HSI — Risk / Return Rank

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

2269.HK
2269.HK Risk / Return Rank: 6060
Overall Rank
2269.HK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
2269.HK Sortino Ratio Rank: 5757
Sortino Ratio Rank
2269.HK Omega Ratio Rank: 5858
Omega Ratio Rank
2269.HK Calmar Ratio Rank: 6161
Calmar Ratio Rank
2269.HK Martin Ratio Rank: 6262
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2525
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2929
Calmar Ratio Rank
^HSI Martin Ratio Rank: 3030
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.

2269.HK vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WuXi Biologics (2269.HK) and Hang Seng Index (^HSI). 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.


2269.HK^HSIDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.37

+0.26

Sortino ratio

Return per unit of downside risk

1.12

0.60

+0.52

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

0.98

0.48

+0.50

Martin ratio

Return relative to average drawdown

2.38

1.55

+0.83

2269.HK vs. ^HSI - Sharpe Ratio Comparison

The current 2269.HK Sharpe Ratio is 0.63, which is higher than the ^HSI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of 2269.HK and ^HSI, 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


2269.HK^HSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.37

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.11

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.27

+0.01

Correlation

The correlation between 2269.HK and ^HSI is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

2269.HK vs. ^HSI - Drawdown Comparison

The maximum 2269.HK drawdown since its inception was -92.95%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 2269.HK and ^HSI.


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Drawdown Indicators


2269.HK^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-92.95%

-65.18%

-27.77%

Max Drawdown (1Y)

Largest decline over 1 year

-28.29%

-13.22%

-15.07%

Max Drawdown (5Y)

Largest decline over 5 years

-92.95%

-50.16%

-42.79%

Max Drawdown (10Y)

Largest decline over 10 years

-55.70%

Current Drawdown

Current decline from peak

-75.98%

-24.24%

-51.74%

Average Drawdown

Average peak-to-trough decline

-42.31%

-24.18%

-18.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.73%

4.90%

+9.83%

Volatility

2269.HK vs. ^HSI - Volatility Comparison

WuXi Biologics (2269.HK) has a higher volatility of 14.41% compared to Hang Seng Index (^HSI) at 7.18%. This indicates that 2269.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2269.HK^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.41%

7.18%

+7.23%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

14.23%

+17.53%

Volatility (1Y)

Calculated over the trailing 1-year period

54.68%

23.12%

+31.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.79%

25.25%

+41.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.32%

21.94%

+38.38%