2628.HK vs. 2328.HK
Compare and contrast key facts about China Life Insurance Co Ltd (2628.HK) and PICC Property & Casualty-H (2328.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 2628.HK or 2328.HK.
Key characteristics
| 2628.HK | 2328.HK | |
|---|---|---|
| YTD Return | 71.84% | 39.31% |
| 1Y Return | 52.01% | 35.79% |
| 3Y Return (Ann) | 11.47% | 26.03% |
| 5Y Return (Ann) | 2.37% | 12.06% |
| 10Y Return (Ann) | 0.60% | 8.66% |
| Sharpe Ratio | 1.03 | 0.92 |
| Sortino Ratio | 1.62 | 1.44 |
| Omega Ratio | 1.22 | 1.19 |
| Calmar Ratio | 0.62 | 1.76 |
| Martin Ratio | 2.56 | 3.62 |
| Ulcer Index | 18.43% | 8.82% |
| Daily Std Dev | 46.26% | 34.67% |
| Max Drawdown | -76.87% | -89.37% |
| Current Drawdown | -51.02% | -12.96% |
Fundamentals
| 2628.HK | 2328.HK | |
|---|---|---|
| Market Cap | HK$1.10T | HK$263.71B |
| EPS | -HK$0.01 | HK$0.00 |
| PE Ratio | 16.29 | 10.75 |
| PEG Ratio | 0.46 | 0.69 |
| Total Revenue (TTM) | HK$354.75B | HK$237.61B |
| Gross Profit (TTM) | HK$354.75B | HK$237.61B |
| EBITDA (TTM) | HK$43.27B | -HK$4.14B |
Correlation
The correlation between 2628.HK and 2328.HK is 0.63, 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.
Performance
2628.HK vs. 2328.HK - Performance Comparison
In the year-to-date period, 2628.HK achieves a 71.84% return, which is significantly higher than 2328.HK's 39.31% return. Over the past 10 years, 2628.HK has underperformed 2328.HK with an annualized return of 0.60%, while 2328.HK has yielded a comparatively higher 8.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
2628.HK vs. 2328.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for China Life Insurance Co Ltd (2628.HK) and PICC Property & Casualty-H (2328.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.
Dividends
2628.HK vs. 2328.HK - Dividend Comparison
2628.HK's dividend yield for the trailing twelve months is around 2.83%, less than 2328.HK's 4.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2628.HK China Life Insurance Co Ltd | 2.83% | 5.27% | 5.68% | 5.95% | 4.67% | 0.84% | 2.94% | 1.11% | 2.46% | 2.02% | 1.24% | 0.73% |
2328.HK PICC Property & Casualty-H | 4.39% | 5.65% | 6.41% | 7.13% | 8.60% | 3.29% | 5.14% | 2.36% | 2.97% | 2.22% | 1.78% | 2.66% |
Drawdowns
2628.HK vs. 2328.HK - Drawdown Comparison
The maximum 2628.HK drawdown since its inception was -76.87%, smaller than the maximum 2328.HK drawdown of -89.37%. Use the drawdown chart below to compare losses from any high point for 2628.HK and 2328.HK. For additional features, visit the drawdowns tool.
Volatility
2628.HK vs. 2328.HK - Volatility Comparison
China Life Insurance Co Ltd (2628.HK) has a higher volatility of 32.72% compared to PICC Property & Casualty-H (2328.HK) at 20.03%. This indicates that 2628.HK's price experiences larger fluctuations and is considered to be riskier than 2328.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
2628.HK vs. 2328.HK - Financials Comparison
This section allows you to compare key financial metrics between China Life Insurance Co Ltd and PICC Property & Casualty-H. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities