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2388.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2388.HK and ^HSI is 0.65, 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. ^HSI - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
17.67%
23.66%
2388.HK
^HSI

Key characteristics

Sharpe Ratio

2388.HK:

2.14

^HSI:

1.51

Sortino Ratio

2388.HK:

3.13

^HSI:

2.13

Omega Ratio

2388.HK:

1.39

^HSI:

1.28

Calmar Ratio

2388.HK:

1.10

^HSI:

0.70

Martin Ratio

2388.HK:

10.58

^HSI:

3.87

Ulcer Index

2388.HK:

4.39%

^HSI:

9.68%

Daily Std Dev

2388.HK:

21.42%

^HSI:

24.59%

Max Drawdown

2388.HK:

-71.85%

^HSI:

-91.54%

Current Drawdown

2388.HK:

-12.83%

^HSI:

-37.96%

Returns By Period

In the year-to-date period, 2388.HK achieves a 1.00% return, which is significantly lower than ^HSI's 2.54% return. Over the past 10 years, 2388.HK has outperformed ^HSI with an annualized return of 4.33%, while ^HSI has yielded a comparatively lower -1.85% annualized return.


2388.HK

YTD

1.00%

1M

1.41%

6M

18.48%

1Y

46.24%

5Y*

5.41%

10Y*

4.33%

^HSI

YTD

2.54%

1M

4.10%

6M

23.19%

1Y

32.42%

5Y*

-5.27%

10Y*

-1.85%

*Annualized

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Risk-Adjusted Performance

2388.HK vs. ^HSI — 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

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 6363
Overall Rank
The Sharpe Ratio Rank of ^HSI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 5050
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. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BOC Hong Kong Holdings Ltd (2388.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 2388.HK, currently valued at 2.37, compared to the broader market-2.000.002.002.371.52
The chart of Sortino ratio for 2388.HK, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.003.442.14
The chart of Omega ratio for 2388.HK, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.28
The chart of Calmar ratio for 2388.HK, currently valued at 1.24, compared to the broader market0.002.004.006.001.240.71
The chart of Martin ratio for 2388.HK, currently valued at 11.49, compared to the broader market-10.000.0010.0020.0011.493.90
2388.HK
^HSI

The current 2388.HK Sharpe Ratio is 2.14, which is higher than the ^HSI Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of 2388.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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.37
1.52
2388.HK
^HSI

Drawdowns

2388.HK vs. ^HSI - Drawdown Comparison

The maximum 2388.HK drawdown since its inception was -71.85%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 2388.HK and ^HSI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-12.55%
-37.71%
2388.HK
^HSI

Volatility

2388.HK vs. ^HSI - Volatility Comparison

The current volatility for BOC Hong Kong Holdings Ltd (2388.HK) is 3.28%, while Hang Seng Index (^HSI) has a volatility of 5.54%. This indicates that 2388.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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
3.28%
5.54%
2388.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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