2331.HK vs. FLCH
Compare and contrast key facts about Li Ning Co Ltd (2331.HK) and Franklin FTSE China ETF (FLCH).
FLCH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE China RIC Capped Index. It was launched on Nov 2, 2017.
Performance
2331.HK vs. FLCH - Performance Comparison
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2331.HK vs. FLCH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2331.HK Li Ning Co Ltd | 16.34% | 17.45% | -18.00% | -68.50% | -19.94% | 60.80% | 129.63% | 179.92% | 32.70% | -8.79% |
FLCH Franklin FTSE China ETF | -5.00% | 32.81% | 17.39% | -11.22% | -22.61% | -20.44% | 29.51% | 23.66% | -19.35% | 1.06% |
Different Trading Currencies
2331.HK is traded in HKD, while FLCH is traded in USD. To make them comparable, the FLCH values have been converted to HKD using the latest available exchange rates.
Returns By Period
In the year-to-date period, 2331.HK achieves a 16.34% return, which is significantly higher than FLCH's -5.00% return.
2331.HK
- 1D
- 1.50%
- 1M
- -1.09%
- YTD
- 16.34%
- 6M
- 23.13%
- 1Y
- 42.52%
- 3Y*
- -27.17%
- 5Y*
- -14.07%
- 10Y*
- 21.32%
FLCH
- 1D
- 0.25%
- 1M
- -1.28%
- YTD
- -5.00%
- 6M
- -13.02%
- 1Y
- 8.87%
- 3Y*
- 7.54%
- 5Y*
- -4.70%
- 10Y*
- —
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Return for Risk
2331.HK vs. FLCH — Risk / Return Rank
2331.HK
FLCH
2331.HK vs. FLCH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Li Ning Co Ltd (2331.HK) and Franklin FTSE China ETF (FLCH). 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.
| 2331.HK | FLCH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.36 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.91 | 0.63 | +1.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.49 | +1.23 |
Martin ratioReturn relative to average drawdown | 3.48 | 1.44 | +2.04 |
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
| 2331.HK | FLCH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.36 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | -0.16 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.02 | +0.23 |
Correlation
The correlation between 2331.HK and FLCH is 0.36, 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
2331.HK vs. FLCH - Dividend Comparison
2331.HK's dividend yield for the trailing twelve months is around 2.74%, more than FLCH's 2.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2331.HK Li Ning Co Ltd | 2.74% | 3.18% | 3.74% | 4.32% | 0.79% | 0.29% | 0.32% | 0.43% | 0.00% | 0.00% |
FLCH Franklin FTSE China ETF | 2.50% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% |
Drawdowns
2331.HK vs. FLCH - Drawdown Comparison
The maximum 2331.HK drawdown since its inception was -89.67%, which is greater than FLCH's maximum drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for 2331.HK and FLCH.
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Drawdown Indicators
| 2331.HK | FLCH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.67% | -62.09% | -27.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -16.65% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -87.34% | -56.06% | -31.28% |
Max Drawdown (10Y)Largest decline over 10 years | -87.34% | — | — |
Current DrawdownCurrent decline from peak | -77.61% | -33.49% | -44.12% |
Average DrawdownAverage peak-to-trough decline | -49.33% | -30.50% | -18.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.25% | 6.02% | +3.23% |
Volatility
2331.HK vs. FLCH - Volatility Comparison
Li Ning Co Ltd (2331.HK) has a higher volatility of 12.96% compared to Franklin FTSE China ETF (FLCH) at 6.39%. This indicates that 2331.HK's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2331.HK | FLCH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.96% | 6.39% | +6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 25.61% | 13.93% | +11.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.54% | 23.10% | +11.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.13% | 29.45% | +22.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.02% | 27.94% | +20.08% |