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2388.HK vs. 0005.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2388.HK and 0005.HK is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

2388.HK vs. 0005.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BOC Hong Kong Holdings Ltd (2388.HK) and HSBC Holdings PLC (0005.HK). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
17.67%
30.13%
2388.HK
0005.HK

Key characteristics

Sharpe Ratio

2388.HK:

2.14

0005.HK:

2.70

Sortino Ratio

2388.HK:

3.13

0005.HK:

3.38

Omega Ratio

2388.HK:

1.39

0005.HK:

1.50

Calmar Ratio

2388.HK:

1.10

0005.HK:

4.09

Martin Ratio

2388.HK:

10.58

0005.HK:

16.01

Ulcer Index

2388.HK:

4.39%

0005.HK:

2.93%

Daily Std Dev

2388.HK:

21.42%

0005.HK:

17.58%

Max Drawdown

2388.HK:

-71.85%

0005.HK:

-76.72%

Current Drawdown

2388.HK:

-12.83%

0005.HK:

-0.06%

Fundamentals

Market Cap

2388.HK:

HK$266.96B

0005.HK:

HK$1.45T

EPS

2388.HK:

HK$0.00

0005.HK:

HK$9.54

PE Ratio

2388.HK:

7.47

0005.HK:

8.41

PEG Ratio

2388.HK:

2.37

0005.HK:

3.41

Total Revenue (TTM)

2388.HK:

HK$82.66B

0005.HK:

HK$54.53B

Gross Profit (TTM)

2388.HK:

HK$82.66B

0005.HK:

HK$33.53B

EBITDA (TTM)

2388.HK:

HK$922.00M

0005.HK:

-HK$581.00M

Returns By Period

In the year-to-date period, 2388.HK achieves a 1.00% return, which is significantly lower than 0005.HK's 5.41% return. Over the past 10 years, 2388.HK has underperformed 0005.HK with an annualized return of 4.33%, while 0005.HK has yielded a comparatively higher 6.67% annualized return.


2388.HK

YTD

1.00%

1M

1.41%

6M

18.48%

1Y

46.24%

5Y*

5.41%

10Y*

4.33%

0005.HK

YTD

5.41%

1M

6.53%

6M

31.71%

1Y

40.47%

5Y*

12.42%

10Y*

6.67%

*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

2388.HK vs. 0005.HK — Risk-Adjusted Performance Rank

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

2388.HK
The Risk-Adjusted Performance Rank of 2388.HK is 9090
Overall Rank
The Sharpe Ratio Rank of 2388.HK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of 2388.HK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of 2388.HK is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 2388.HK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of 2388.HK is 9292
Martin Ratio Rank

0005.HK
The Risk-Adjusted Performance Rank of 0005.HK is 9696
Overall Rank
The Sharpe Ratio Rank of 0005.HK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 0005.HK is 9494
Sortino Ratio Rank
The Omega Ratio Rank of 0005.HK is 9595
Omega Ratio Rank
The Calmar Ratio Rank of 0005.HK is 9797
Calmar Ratio Rank
The Martin Ratio Rank of 0005.HK is 9696
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.

2388.HK vs. 0005.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BOC Hong Kong Holdings Ltd (2388.HK) and HSBC Holdings PLC (0005.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 2388.HK, currently valued at 2.15, compared to the broader market-2.000.002.002.152.73
The chart of Sortino ratio for 2388.HK, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.003.143.43
The chart of Omega ratio for 2388.HK, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.49
The chart of Calmar ratio for 2388.HK, currently valued at 1.11, compared to the broader market0.002.004.006.001.114.18
The chart of Martin ratio for 2388.HK, currently valued at 10.55, compared to the broader market-10.000.0010.0020.0010.5516.06
2388.HK
0005.HK

The current 2388.HK Sharpe Ratio is 2.14, which is comparable to the 0005.HK Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of 2388.HK and 0005.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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.15
2.73
2388.HK
0005.HK

Dividends

2388.HK vs. 0005.HK - Dividend Comparison

2388.HK's dividend yield for the trailing twelve months is around 6.81%, more than 0005.HK's 6.03% yield.


TTM20242023202220212020201920182017201620152014
2388.HK
BOC Hong Kong Holdings Ltd
6.81%6.87%6.78%4.25%4.86%6.12%5.43%4.48%2.95%4.41%4.73%3.89%
0005.HK
HSBC Holdings PLC
6.03%6.35%6.59%4.35%3.64%0.52%6.57%6.17%4.97%6.35%6.26%5.14%

Drawdowns

2388.HK vs. 0005.HK - Drawdown Comparison

The maximum 2388.HK drawdown since its inception was -71.85%, smaller than the maximum 0005.HK drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for 2388.HK and 0005.HK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.55%
-0.14%
2388.HK
0005.HK

Volatility

2388.HK vs. 0005.HK - Volatility Comparison

The current volatility for BOC Hong Kong Holdings Ltd (2388.HK) is 3.32%, while HSBC Holdings PLC (0005.HK) has a volatility of 3.90%. This indicates that 2388.HK experiences smaller price fluctuations and is considered to be less risky than 0005.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.32%
3.90%
2388.HK
0005.HK

Financials

2388.HK vs. 0005.HK - Financials Comparison

This section allows you to compare key financial metrics between BOC Hong Kong Holdings Ltd and HSBC Holdings PLC. 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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