PortfoliosLab logoPortfoliosLab logo
2382.HK vs. 1810.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

2382.HK vs. 1810.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Sunny Optical Technology Group Co Ltd (2382.HK) and Xiaomi Corp (1810.HK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 2382.HK achieves a 25.40% return, which is significantly higher than 1810.HK's -27.79% return.


2382.HK

1D
0.00%
1M
25.59%
YTD
25.40%
6M
19.83%
1Y
29.86%
3Y*
4.19%
5Y*
-15.76%
10Y*
12.05%

1810.HK

1D
-0.70%
1M
-7.92%
YTD
-27.79%
6M
-33.66%
1Y
-47.69%
3Y*
37.49%
5Y*
-0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2382.HK vs. 1810.HK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
2382.HK
Sunny Optical Technology Group Co Ltd
25.40%-3.95%-2.32%-23.17%-61.97%46.10%26.75%95.75%-52.03%
1810.HK
Xiaomi Corp
-27.79%13.42%122.12%42.60%-42.12%-42.81%206.59%-16.56%-23.10%

Correlation

The correlation between 2382.HK and 1810.HK is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.51

The correlation between 2382.HK and 1810.HK shifts across timeframes, from 0.38 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

2382.HK vs. 1810.HK — Risk / Return Rank

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

2382.HK
2382.HK Risk / Return Rank: 6060
Overall Rank
2382.HK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
2382.HK Sortino Ratio Rank: 6363
Sortino Ratio Rank
2382.HK Omega Ratio Rank: 5959
Omega Ratio Rank
2382.HK Calmar Ratio Rank: 5757
Calmar Ratio Rank
2382.HK Martin Ratio Rank: 5555
Martin Ratio Rank

1810.HK
1810.HK Risk / Return Rank: 44
Overall Rank
1810.HK Sharpe Ratio Rank: 11
Sharpe Ratio Rank
1810.HK Sortino Ratio Rank: 22
Sortino Ratio Rank
1810.HK Omega Ratio Rank: 33
Omega Ratio Rank
1810.HK Calmar Ratio Rank: 77
Calmar Ratio Rank
1810.HK Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2382.HK vs. 1810.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunny Optical Technology Group Co Ltd (2382.HK) and Xiaomi Corp (1810.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.


2382.HK1810.HKDifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.15

0.76

+0.39

Calmar ratioReturn relative to maximum drawdown

0.73

-0.89

+1.62

Martin ratioReturn relative to average drawdown

1.30

-1.47

+2.77

2382.HK vs. 1810.HK - Sharpe Ratio Comparison

The current 2382.HK Sharpe Ratio is 0.72, which is higher than the 1810.HK Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of 2382.HK and 1810.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


2382.HK1810.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-1.34

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.02

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.15

+0.21

Drawdowns

2382.HK vs. 1810.HK - Drawdown Comparison

The maximum 2382.HK drawdown since its inception was -88.45%, which is greater than 1810.HK's maximum drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for 2382.HK and 1810.HK.


Loading charts...

Drawdown Indicators


2382.HK1810.HKDifference

Max Drawdown

Largest peak-to-trough decline

-88.45%

-76.06%

-12.39%

Max Drawdown (1Y)

Largest decline over 1 year

-42.02%

-53.38%

+11.36%

Max Drawdown (3Y)

Largest decline over 3 years

-58.67%

-53.38%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-86.13%

-70.66%

-15.47%

Max Drawdown (10Y)

Largest decline over 10 years

-86.13%

Current Drawdown

Current decline from peak

-66.44%

-52.82%

-13.62%

Average Drawdown

Average peak-to-trough decline

-39.28%

-42.07%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.31%

32.06%

-8.75%

Volatility

2382.HK vs. 1810.HK - Volatility Comparison

Sunny Optical Technology Group Co Ltd (2382.HK) has a higher volatility of 18.60% compared to Xiaomi Corp (1810.HK) at 8.99%. This indicates that 2382.HK's price experiences larger fluctuations and is considered to be riskier than 1810.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


2382.HK1810.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.60%

8.99%

+9.61%

Volatility (6M)

Calculated over the trailing 6-month period

29.92%

26.15%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

42.84%

35.49%

+7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.53%

44.16%

+10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.50%

45.84%

+7.66%

Dividends

2382.HK vs. 1810.HK - Dividend Comparison

2382.HK's dividend yield for the trailing twelve months is around 2.11%, while 1810.HK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
1810.HK
Xiaomi Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
2382.HK
Sunny Optical Technology Group Co Ltd
1.47%0.81%0.32%0.71%1.20%0.43%0.48%0.49%1.17%0.32%0.73%1.07%

Financials

2382.HK vs. 1810.HK - Financials Comparison

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

Frequently Asked Questions


2382.HK and 1810.HK have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 2382.HK and 1810.HK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer