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2333.HK vs. 0939.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2333.HK and 0939.HK 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.


-0.50.00.51.0
Correlation: 0.4

Performance

2333.HK vs. 0939.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great Wall Motor Co Ltd (2333.HK) and China Construction Bank Corp (0939.HK). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,533.48%
162.01%
2333.HK
0939.HK

Key characteristics

Sharpe Ratio

2333.HK:

0.29

0939.HK:

2.02

Sortino Ratio

2333.HK:

0.76

0939.HK:

2.68

Omega Ratio

2333.HK:

1.10

0939.HK:

1.36

Calmar Ratio

2333.HK:

0.22

0939.HK:

2.36

Martin Ratio

2333.HK:

0.76

0939.HK:

14.68

Ulcer Index

2333.HK:

20.56%

0939.HK:

3.60%

Daily Std Dev

2333.HK:

52.47%

0939.HK:

26.31%

Max Drawdown

2333.HK:

-90.50%

0939.HK:

-69.85%

Current Drawdown

2333.HK:

-65.46%

0939.HK:

-4.44%

Fundamentals

Market Cap

2333.HK:

HK$180.00B

0939.HK:

HK$1.70T

EPS

2333.HK:

HK$1.62

0939.HK:

HK$1.68

PE Ratio

2333.HK:

7.69

0939.HK:

4.83

PEG Ratio

2333.HK:

1.93

0939.HK:

1.89

PS Ratio

2333.HK:

0.89

0939.HK:

2.79

PB Ratio

2333.HK:

1.24

0939.HK:

0.49

Returns By Period

In the year-to-date period, 2333.HK achieves a -11.89% return, which is significantly lower than 0939.HK's 6.43% return. Over the past 10 years, 2333.HK has underperformed 0939.HK with an annualized return of 0.10%, while 0939.HK has yielded a comparatively higher 5.61% annualized return.


2333.HK

YTD

-11.89%

1M

-26.20%

6M

-12.41%

1Y

11.54%

5Y*

24.23%

10Y*

0.10%

0939.HK

YTD

6.43%

1M

-3.33%

6M

12.14%

1Y

53.20%

5Y*

10.67%

10Y*

5.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

2333.HK vs. 0939.HK — Risk-Adjusted Performance Rank

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

2333.HK
The Risk-Adjusted Performance Rank of 2333.HK is 6363
Overall Rank
The Sharpe Ratio Rank of 2333.HK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of 2333.HK is 6262
Sortino Ratio Rank
The Omega Ratio Rank of 2333.HK is 6060
Omega Ratio Rank
The Calmar Ratio Rank of 2333.HK is 6464
Calmar Ratio Rank
The Martin Ratio Rank of 2333.HK is 6363
Martin Ratio Rank

0939.HK
The Risk-Adjusted Performance Rank of 0939.HK is 9595
Overall Rank
The Sharpe Ratio Rank of 0939.HK is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of 0939.HK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of 0939.HK is 9292
Omega Ratio Rank
The Calmar Ratio Rank of 0939.HK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of 0939.HK is 9898
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.

2333.HK vs. 0939.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great Wall Motor Co Ltd (2333.HK) and China Construction Bank Corp (0939.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.


Sharpe ratio
The chart of Sharpe ratio for 2333.HK, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.00
2333.HK: 0.31
0939.HK: 2.05
The chart of Sortino ratio for 2333.HK, currently valued at 0.79, compared to the broader market-6.00-4.00-2.000.002.004.00
2333.HK: 0.79
0939.HK: 2.73
The chart of Omega ratio for 2333.HK, currently valued at 1.10, compared to the broader market0.501.001.502.00
2333.HK: 1.10
0939.HK: 1.37
The chart of Calmar ratio for 2333.HK, currently valued at 0.23, compared to the broader market0.001.002.003.004.00
2333.HK: 0.23
0939.HK: 2.41
The chart of Martin ratio for 2333.HK, currently valued at 0.80, compared to the broader market-5.000.005.0010.0015.0020.00
2333.HK: 0.80
0939.HK: 14.96

The current 2333.HK Sharpe Ratio is 0.29, which is lower than the 0939.HK Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of 2333.HK and 0939.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.31
2.05
2333.HK
0939.HK

Dividends

2333.HK vs. 0939.HK - Dividend Comparison

2333.HK's dividend yield for the trailing twelve months is around 2.75%, less than 0939.HK's 9.77% yield.


TTM20242023202220212020201920182017201620152014
2333.HK
Great Wall Motor Co Ltd
2.75%2.42%3.24%0.84%2.61%1.99%5.75%4.68%4.41%3.12%7.12%2.34%
0939.HK
China Construction Bank Corp
9.77%6.77%9.08%8.71%7.24%5.94%5.19%5.34%4.44%5.41%7.18%5.93%

Drawdowns

2333.HK vs. 0939.HK - Drawdown Comparison

The maximum 2333.HK drawdown since its inception was -90.50%, which is greater than 0939.HK's maximum drawdown of -69.85%. Use the drawdown chart below to compare losses from any high point for 2333.HK and 0939.HK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.43%
-4.37%
2333.HK
0939.HK

Volatility

2333.HK vs. 0939.HK - Volatility Comparison

Great Wall Motor Co Ltd (2333.HK) has a higher volatility of 22.02% compared to China Construction Bank Corp (0939.HK) at 11.93%. This indicates that 2333.HK's price experiences larger fluctuations and is considered to be riskier than 0939.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
22.02%
11.93%
2333.HK
0939.HK

Financials

2333.HK vs. 0939.HK - Financials Comparison

This section allows you to compare key financial metrics between Great Wall Motor Co Ltd and China Construction Bank Corp. 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


Values in HKD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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