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2318.HK vs. CS.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2318.HK and CS.PA is 0.14, 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

2318.HK vs. CS.PA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

2318.HK:

0.66

CS.PA:

1.49

Sortino Ratio

2318.HK:

1.49

CS.PA:

1.93

Omega Ratio

2318.HK:

1.21

CS.PA:

1.28

Calmar Ratio

2318.HK:

0.68

CS.PA:

2.37

Martin Ratio

2318.HK:

2.05

CS.PA:

6.47

Ulcer Index

2318.HK:

20.18%

CS.PA:

4.85%

Daily Std Dev

2318.HK:

43.81%

CS.PA:

20.69%

Max Drawdown

2318.HK:

-79.20%

CS.PA:

-82.46%

Current Drawdown

2318.HK:

-43.67%

CS.PA:

0.00%

Fundamentals

Market Cap

2318.HK:

HK$950.55B

CS.PA:

€90.66B

EPS

2318.HK:

HK$6.98

CS.PA:

€3.24

PE Ratio

2318.HK:

6.77

CS.PA:

12.86

PEG Ratio

2318.HK:

0.35

CS.PA:

1.21

PS Ratio

2318.HK:

1.00

CS.PA:

0.99

PB Ratio

2318.HK:

0.84

CS.PA:

1.79

Total Revenue (TTM)

2318.HK:

HK$768.95B

CS.PA:

€81.81B

Gross Profit (TTM)

2318.HK:

HK$222.65B

CS.PA:

€91.22B

EBITDA (TTM)

2318.HK:

-HK$246.71B

CS.PA:

€5.38B

Returns By Period

In the year-to-date period, 2318.HK achieves a 0.87% return, which is significantly lower than CS.PA's 27.91% return. Over the past 10 years, 2318.HK has underperformed CS.PA with an annualized return of 2.13%, while CS.PA has yielded a comparatively higher 12.19% annualized return.


2318.HK

YTD

0.87%

1M

10.98%

6M

-6.81%

1Y

20.86%

5Y*

-5.96%

10Y*

2.13%

CS.PA

YTD

27.91%

1M

18.01%

6M

29.65%

1Y

30.19%

5Y*

28.78%

10Y*

12.19%

*Annualized

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Risk-Adjusted Performance

2318.HK vs. CS.PA — Risk-Adjusted Performance Rank

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

2318.HK
The Risk-Adjusted Performance Rank of 2318.HK is 7777
Overall Rank
The Sharpe Ratio Rank of 2318.HK is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of 2318.HK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of 2318.HK is 7878
Omega Ratio Rank
The Calmar Ratio Rank of 2318.HK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of 2318.HK is 7474
Martin Ratio Rank

CS.PA
The Risk-Adjusted Performance Rank of CS.PA is 8989
Overall Rank
The Sharpe Ratio Rank of CS.PA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of CS.PA is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CS.PA is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CS.PA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CS.PA is 9090
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.

2318.HK vs. CS.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ping An Insurance (2318.HK) and AXA SA (CS.PA). 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 2318.HK Sharpe Ratio is 0.66, which is lower than the CS.PA Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of 2318.HK and CS.PA, 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

2318.HK vs. CS.PA - Dividend Comparison

2318.HK's dividend yield for the trailing twelve months is around 5.74%, more than CS.PA's 5.16% yield.


TTM20242023202220212020201920182017201620152014
2318.HK
Ping An Insurance
5.74%5.79%7.68%5.55%4.86%2.44%2.30%2.80%1.50%1.67%1.98%1.11%
CS.PA
AXA SA
5.16%5.77%5.76%5.91%5.46%3.74%5.34%6.68%4.69%4.59%3.77%4.22%

Drawdowns

2318.HK vs. CS.PA - Drawdown Comparison

The maximum 2318.HK drawdown since its inception was -79.20%, roughly equal to the maximum CS.PA drawdown of -82.46%. Use the drawdown chart below to compare losses from any high point for 2318.HK and CS.PA. For additional features, visit the drawdowns tool.


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Volatility

2318.HK vs. CS.PA - Volatility Comparison

Ping An Insurance (2318.HK) has a higher volatility of 15.26% compared to AXA SA (CS.PA) at 7.40%. This indicates that 2318.HK's price experiences larger fluctuations and is considered to be riskier than CS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

2318.HK vs. CS.PA - Financials Comparison

This section allows you to compare key financial metrics between Ping An Insurance and AXA SA. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20212022202320242025
163.90B
36.52B
(2318.HK) Total Revenue
(CS.PA) Total Revenue
Please note, different currencies. 2318.HK values in HKD, CS.PA values in EUR