2318.HK vs. 0066.HK

Last updated Apr 3, 2026

Compare and contrast key facts about Ping An Insurance (2318.HK) and MTR Corp Ltd (0066.HK).

Performance

2318.HK vs. 0066.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Ping An Insurance (2318.HK) and MTR Corp Ltd (0066.HK). The values are adjusted to include any dividend payments, if applicable.

2318.HK vs. 0066.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
2318.HK Ping An Insurance	-7.60%	49.26%	39.82%	-27.80%	-2.29%	-38.64%	6.30%	36.50%	-12.57%	114.12%
0066.HK MTR Corp Ltd	9.46%	15.38%	-6.28%	-23.99%	2.22%	-0.72%	-3.03%	14.58%	-7.73%	24.21%

Returns By Period

In the year-to-date period, 2318.HK achieves a -7.60% return, which is significantly lower than 0066.HK's 9.46% return. Over the past 10 years, 2318.HK has outperformed 0066.HK with an annualized return of 9.51%, while 0066.HK has yielded a comparatively lower 1.73% annualized return.

2318.HK

• 1D: -0.66%
• 1M: -8.79%
• YTD: -7.60%
• 6M: 13.16%
• 1Y: 33.43%
• 3Y*: 11.99%
• 5Y*: -3.26%
• 10Y*: 9.51%

0066.HK

• 1D: 0.00%
• 1M: -10.73%
• YTD: 9.46%
• 6M: 23.19%
• 1Y: 31.64%
• 3Y*: -0.79%
• 5Y*: -2.09%
• 10Y*: 1.73%

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

Return for Risk

2318.HK vs. 0066.HK — Risk / Return Rank

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

2318.HK

2318.HK Risk / Return Rank: 71
2318.HK Sharpe Ratio Rank: 75
2318.HK Sortino Ratio Rank: 67
2318.HK Omega Ratio Rank: 68
2318.HK Calmar Ratio Rank: 70
2318.HK Martin Ratio Rank: 76

0066.HK

0066.HK Risk / Return Rank: 81
0066.HK Sharpe Ratio Rank: 86
0066.HK Sortino Ratio Rank: 81
0066.HK Omega Ratio Rank: 83
0066.HK Calmar Ratio Rank: 74
0066.HK Martin Ratio Rank: 79

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.

2318.HK vs. 0066.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ping An Insurance (2318.HK) and MTR Corp Ltd (0066.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.

	2318.HK	0066.HK	Difference
Sharpe ratio Return per unit of total volatility	1.09	1.72	-0.63
Sortino ratio Return per unit of downside risk	1.54	2.24	-0.70
Omega ratio Gain probability vs. loss probability	1.21	1.32	-0.11
Calmar ratio Return relative to maximum drawdown	1.62	1.92	-0.31
Martin ratio Return relative to average drawdown	5.45	6.19	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2318.HK vs. 0066.HK - Sharpe Ratio Comparison

The current 2318.HK Sharpe Ratio is 1.09, which is lower than the 0066.HK Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of 2318.HK and 0066.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

	2318.HK	0066.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.72	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	-0.12	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.09	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.33	+0.06

Correlation

The correlation between 2318.HK and 0066.HK is 0.42, 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.

Dividends

2318.HK vs. 0066.HK - Dividend Comparison

2318.HK's dividend yield for the trailing twelve months is around 4.66%, more than 0066.HK's 4.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
2318.HK Ping An Insurance	4.66%	4.30%	5.79%	7.68%	5.55%	4.86%	2.44%	2.30%	3.16%	1.50%	1.67%	1.98%
0066.HK MTR Corp Ltd	4.02%	4.40%	4.83%	4.32%	3.48%	2.94%	2.84%	2.61%	2.72%	2.34%	2.81%	2.73%

Drawdowns

2318.HK vs. 0066.HK - Drawdown Comparison

The maximum 2318.HK drawdown since its inception was -79.19%, which is greater than 0066.HK's maximum drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for 2318.HK and 0066.HK.

Drawdown Indicators

	2318.HK	0066.HK	Difference
Max Drawdown Largest peak-to-trough decline	-79.19%	-61.83%	-17.36%
Max Drawdown (1Y) Largest decline over 1 year	-21.72%	-15.93%	-5.79%
Max Drawdown (5Y) Largest decline over 5 years	-63.01%	-46.16%	-16.85%
Max Drawdown (10Y) Largest decline over 10 years	-66.38%	-51.89%	-14.49%
Current Drawdown Current decline from peak	-23.00%	-26.42%	+3.42%
Average Drawdown Average peak-to-trough decline	-30.62%	-17.15%	-13.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.45%	4.95%	+1.50%

Volatility

2318.HK vs. 0066.HK - Volatility Comparison

Ping An Insurance (2318.HK) has a higher volatility of 10.84% compared to MTR Corp Ltd (0066.HK) at 9.56%. This indicates that 2318.HK's price experiences larger fluctuations and is considered to be riskier than 0066.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2318.HK	0066.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.84%	9.56%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	22.18%	15.26%	+6.92%
Volatility (1Y) Calculated over the trailing 1-year period	31.58%	18.95%	+12.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.36%	18.69%	+21.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.15%	18.84%	+14.31%

Financials