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

Correlation

The correlation between 2362.HK and ^HSI is 0.17, 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

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%December2025FebruaryMarchAprilMay
-47.32%
77.64%
2362.HK
^HSI

Key characteristics

Sharpe Ratio

2362.HK:

-0.29

^HSI:

0.88

Sortino Ratio

2362.HK:

0.08

^HSI:

1.53

Omega Ratio

2362.HK:

1.01

^HSI:

1.24

Calmar Ratio

2362.HK:

-0.15

^HSI:

0.65

Martin Ratio

2362.HK:

-0.35

^HSI:

3.09

Ulcer Index

2362.HK:

41.62%

^HSI:

10.47%

Daily Std Dev

2362.HK:

62.42%

^HSI:

28.80%

Max Drawdown

2362.HK:

-98.04%

^HSI:

-91.54%

Current Drawdown

2362.HK:

-90.91%

^HSI:

-31.30%

Returns By Period

In the year-to-date period, 2362.HK achieves a 20.75% return, which is significantly higher than ^HSI's 13.54% return. Over the past 10 years, 2362.HK has outperformed ^HSI with an annualized return of -1.06%, while ^HSI has yielded a comparatively lower -1.99% annualized return.


2362.HK

YTD

20.75%

1M

0.00%

6M

6.67%

1Y

-17.74%

5Y*

5.46%

10Y*

-1.06%

^HSI

YTD

13.54%

1M

13.16%

6M

8.70%

1Y

24.36%

5Y*

-1.26%

10Y*

-1.99%

*Annualized

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Risk-Adjusted Performance

2362.HK vs. ^HSI — Risk-Adjusted Performance Rank

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

2362.HK
The Risk-Adjusted Performance Rank of 2362.HK is 4040
Overall Rank
The Sharpe Ratio Rank of 2362.HK is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of 2362.HK is 3939
Sortino Ratio Rank
The Omega Ratio Rank of 2362.HK is 3939
Omega Ratio Rank
The Calmar Ratio Rank of 2362.HK is 4242
Calmar Ratio Rank
The Martin Ratio Rank of 2362.HK is 4545
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 8989
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8989
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.

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.


The current 2362.HK Sharpe Ratio is -0.29, which is lower than the ^HSI Sharpe Ratio of 0.88. 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-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.29
0.90
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%-20.00%December2025FebruaryMarchAprilMay
-86.55%
-30.93%
2362.HK
^HSI

Volatility

2362.HK vs. ^HSI - Volatility Comparison

The current volatility for Jinchuan Group International Resources Co Ltd (2362.HK) is 0.35%, while Hang Seng Index (^HSI) has a volatility of 15.62%. This indicates that 2362.HK experiences smaller price fluctuations and is considered to be less risky than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
0.35%
15.62%
2362.HK
^HSI