2318.HK vs. MSCI
Compare and contrast key facts about Ping An Insurance (2318.HK) and MSCI Inc. (MSCI).
Performance
2318.HK vs. MSCI - Performance Comparison
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2318.HK vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2318.HK Ping An Insurance | -6.98% | 49.26% | 39.82% | -27.80% | -2.29% | -38.64% | 6.30% | 36.50% | -12.57% | 114.12% |
MSCI MSCI Inc. | -5.41% | -2.98% | 6.75% | 22.89% | -23.21% | 38.89% | 73.60% | 76.26% | 18.21% | 63.88% |
Different Trading Currencies
2318.HK is traded in HKD, while MSCI is traded in USD. To make them comparable, the MSCI values have been converted to HKD using the latest available exchange rates.
Returns By Period
In the year-to-date period, 2318.HK achieves a -6.98% return, which is significantly lower than MSCI's -5.41% return. Over the past 10 years, 2318.HK has underperformed MSCI with an annualized return of 9.58%, while MSCI has yielded a comparatively higher 23.29% annualized return.
2318.HK
- 1D
- 1.93%
- 1M
- -8.73%
- YTD
- -6.98%
- 6M
- 14.23%
- 1Y
- 36.46%
- 3Y*
- 12.31%
- 5Y*
- -3.13%
- 10Y*
- 9.58%
MSCI
- 1D
- -0.43%
- 1M
- -6.26%
- YTD
- -5.41%
- 6M
- -1.45%
- 1Y
- -3.40%
- 3Y*
- -0.23%
- 5Y*
- 5.90%
- 10Y*
- 23.29%
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Return for Risk
2318.HK vs. MSCI — Risk / Return Rank
2318.HK
MSCI
2318.HK vs. MSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ping An Insurance (2318.HK) and MSCI Inc. (MSCI). 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 | MSCI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | -0.11 | +1.30 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.05 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.01 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | -0.17 | +1.67 |
Martin ratioReturn relative to average drawdown | 5.12 | -0.47 | +5.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2318.HK | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | -0.11 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.19 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.75 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.53 | -0.14 |
Correlation
The correlation between 2318.HK and MSCI is 0.13, 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
2318.HK vs. MSCI - Dividend Comparison
2318.HK's dividend yield for the trailing twelve months is around 4.63%, more than MSCI's 1.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2318.HK Ping An Insurance | 4.63% | 4.30% | 5.79% | 7.68% | 5.55% | 4.86% | 2.44% | 2.30% | 3.16% | 1.50% | 1.67% | 1.98% |
MSCI MSCI Inc. | 1.39% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Drawdowns
2318.HK vs. MSCI - Drawdown Comparison
The maximum 2318.HK drawdown since its inception was -79.19%, which is greater than MSCI's maximum drawdown of -69.26%. Use the drawdown chart below to compare losses from any high point for 2318.HK and MSCI.
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Drawdown Indicators
| 2318.HK | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.19% | -69.06% | -10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -21.72% | -18.07% | -3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -63.01% | -43.74% | -19.27% |
Max Drawdown (10Y)Largest decline over 10 years | -66.38% | -43.74% | -22.64% |
Current DrawdownCurrent decline from peak | -22.49% | -16.53% | -5.96% |
Average DrawdownAverage peak-to-trough decline | -30.62% | -13.12% | -17.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 6.54% | -0.19% |
Volatility
2318.HK vs. MSCI - Volatility Comparison
Ping An Insurance (2318.HK) has a higher volatility of 11.00% compared to MSCI Inc. (MSCI) at 6.60%. This indicates that 2318.HK's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2318.HK | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.00% | 6.60% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 21.12% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.59% | 30.04% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.37% | 30.50% | +9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.16% | 30.98% | +2.18% |
Financials
2318.HK vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Ping An Insurance and MSCI Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities