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2382.HK vs. 0941.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2382.HK and 0941.HK is 0.11, 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

2382.HK vs. 0941.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunny Optical Technology Group Co Ltd (2382.HK) and China Mobile Ltd (0941.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%2,500.00%3,000.00%December2025FebruaryMarchAprilMay
1,963.87%
147.34%
2382.HK
0941.HK

Key characteristics

Sharpe Ratio

2382.HK:

1.13

0941.HK:

1.51

Sortino Ratio

2382.HK:

2.10

0941.HK:

2.00

Omega Ratio

2382.HK:

1.27

0941.HK:

1.28

Calmar Ratio

2382.HK:

1.08

0941.HK:

2.51

Martin Ratio

2382.HK:

6.74

0941.HK:

6.07

Ulcer Index

2382.HK:

13.69%

0941.HK:

4.41%

Daily Std Dev

2382.HK:

58.16%

0941.HK:

18.86%

Max Drawdown

2382.HK:

-88.47%

0941.HK:

-80.80%

Current Drawdown

2382.HK:

-73.33%

0941.HK:

-1.76%

Fundamentals

Market Cap

2382.HK:

HK$70.89B

0941.HK:

HK$1.81T

EPS

2382.HK:

HK$0.00

0941.HK:

HK$3.92

PE Ratio

2382.HK:

24.62

0941.HK:

11.94

PEG Ratio

2382.HK:

0.51

0941.HK:

6.36

PS Ratio

2382.HK:

1.86

0941.HK:

1.72

PB Ratio

2382.HK:

2.70

0941.HK:

1.16

Returns By Period

In the year-to-date period, 2382.HK achieves a -4.35% return, which is significantly lower than 0941.HK's 9.15% return. Over the past 10 years, 2382.HK has outperformed 0941.HK with an annualized return of 14.11%, while 0941.HK has yielded a comparatively lower 2.91% annualized return.


2382.HK

YTD

-4.35%

1M

16.53%

6M

22.04%

1Y

62.95%

5Y*

-10.27%

10Y*

14.11%

0941.HK

YTD

9.15%

1M

6.17%

6M

16.86%

1Y

27.36%

5Y*

15.41%

10Y*

2.91%

*Annualized

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Risk-Adjusted Performance

2382.HK vs. 0941.HK — Risk-Adjusted Performance Rank

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

2382.HK
The Risk-Adjusted Performance Rank of 2382.HK is 8787
Overall Rank
The Sharpe Ratio Rank of 2382.HK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of 2382.HK is 8787
Sortino Ratio Rank
The Omega Ratio Rank of 2382.HK is 8585
Omega Ratio Rank
The Calmar Ratio Rank of 2382.HK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of 2382.HK is 9191
Martin Ratio Rank

0941.HK
The Risk-Adjusted Performance Rank of 0941.HK is 9090
Overall Rank
The Sharpe Ratio Rank of 0941.HK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of 0941.HK is 8686
Sortino Ratio Rank
The Omega Ratio Rank of 0941.HK is 8686
Omega Ratio Rank
The Calmar Ratio Rank of 0941.HK is 9595
Calmar Ratio Rank
The Martin Ratio Rank of 0941.HK 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.

2382.HK vs. 0941.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunny Optical Technology Group Co Ltd (2382.HK) and China Mobile Ltd (0941.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.


The current 2382.HK Sharpe Ratio is 1.13, which is comparable to the 0941.HK Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of 2382.HK and 0941.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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
1.15
1.54
2382.HK
0941.HK

Dividends

2382.HK vs. 0941.HK - Dividend Comparison

2382.HK's dividend yield for the trailing twelve months is around 0.33%, less than 0941.HK's 5.99% yield.


TTM20242023202220212020201920182017201620152014
2382.HK
Sunny Optical Technology Group Co Ltd
0.33%0.32%0.71%1.20%0.43%0.48%0.49%1.17%0.32%0.73%1.07%1.15%
0941.HK
China Mobile Ltd
5.99%6.54%7.16%8.95%7.24%7.36%4.45%4.52%3.62%3.27%3.32%3.49%

Drawdowns

2382.HK vs. 0941.HK - Drawdown Comparison

The maximum 2382.HK drawdown since its inception was -88.47%, which is greater than 0941.HK's maximum drawdown of -80.80%. Use the drawdown chart below to compare losses from any high point for 2382.HK and 0941.HK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-73.25%
-1.84%
2382.HK
0941.HK

Volatility

2382.HK vs. 0941.HK - Volatility Comparison

Sunny Optical Technology Group Co Ltd (2382.HK) has a higher volatility of 27.65% compared to China Mobile Ltd (0941.HK) at 7.34%. This indicates that 2382.HK's price experiences larger fluctuations and is considered to be riskier than 0941.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%30.00%December2025FebruaryMarchAprilMay
27.65%
7.34%
2382.HK
0941.HK

Financials

2382.HK vs. 0941.HK - Financials Comparison

This section allows you to compare key financial metrics between Sunny Optical Technology Group Co Ltd and China Mobile Ltd. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024April
17.40B
283.04B
(2382.HK) Total Revenue
(0941.HK) Total Revenue
Values in HKD except per share items