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2362.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2362.HK and ^HSI is 0.25, 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.


-0.50.00.51.00.2

Performance

2362.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jinchuan Group International Resources Co Ltd (2362.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-58.02%
53.81%
2362.HK
^HSI

Key characteristics

Sharpe Ratio

2362.HK:

0.06

^HSI:

0.80

Sortino Ratio

2362.HK:

0.58

^HSI:

1.27

Omega Ratio

2362.HK:

1.07

^HSI:

1.16

Calmar Ratio

2362.HK:

0.05

^HSI:

0.37

Martin Ratio

2362.HK:

0.13

^HSI:

2.31

Ulcer Index

2362.HK:

33.21%

^HSI:

8.84%

Daily Std Dev

2362.HK:

67.96%

^HSI:

25.51%

Max Drawdown

2362.HK:

-98.04%

^HSI:

-91.54%

Current Drawdown

2362.HK:

-92.75%

^HSI:

-40.52%

Returns By Period

In the year-to-date period, 2362.HK achieves a -21.33% return, which is significantly lower than ^HSI's 15.68% return. Over the past 10 years, 2362.HK has outperformed ^HSI with an annualized return of -0.81%, while ^HSI has yielded a comparatively lower -1.71% annualized return.


2362.HK

YTD

-21.33%

1M

-3.77%

6M

-37.65%

1Y

-13.34%

5Y*

-3.68%

10Y*

-0.81%

^HSI

YTD

15.68%

1M

0.08%

6M

9.39%

1Y

18.65%

5Y*

-6.84%

10Y*

-1.71%

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Risk-Adjusted Performance

2362.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jinchuan Group International Resources Co Ltd (2362.HK) and Hang Seng Index (^HSI). 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 2362.HK, currently valued at 0.07, compared to the broader market-4.00-2.000.002.000.070.82
The chart of Sortino ratio for 2362.HK, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.591.29
The chart of Omega ratio for 2362.HK, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.16
The chart of Calmar ratio for 2362.HK, currently valued at 0.05, compared to the broader market0.002.004.006.000.050.38
The chart of Martin ratio for 2362.HK, currently valued at 0.14, compared to the broader market-5.000.005.0010.0015.0020.0025.000.142.35
2362.HK
^HSI

The current 2362.HK Sharpe Ratio is 0.06, which is lower than the ^HSI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of 2362.HK and ^HSI, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.07
0.82
2362.HK
^HSI

Drawdowns

2362.HK vs. ^HSI - Drawdown Comparison

The maximum 2362.HK drawdown since its inception was -98.04%, which is greater than ^HSI's maximum drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 2362.HK and ^HSI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-89.28%
-40.19%
2362.HK
^HSI

Volatility

2362.HK vs. ^HSI - Volatility Comparison

Jinchuan Group International Resources Co Ltd (2362.HK) has a higher volatility of 12.97% compared to Hang Seng Index (^HSI) at 5.77%. This indicates that 2362.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI 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%JulyAugustSeptemberOctoberNovemberDecember
12.97%
5.77%
2362.HK
^HSI
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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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