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2688.HK vs. 1883.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


2688.HK1883.HK
YTD Return11.13%-22.26%
1Y Return-38.77%-14.60%
3Y Return (Ann)-18.46%5.06%
5Y Return (Ann)-0.94%2.97%
10Y Return (Ann)3.54%5.86%
Sharpe Ratio-0.72-0.71
Daily Std Dev49.66%23.33%
Max Drawdown-70.00%-85.68%
Current Drawdown-61.43%-22.49%

Fundamentals


2688.HK1883.HK
Market CapHK$69.46BHK$9.36B
EPSHK$0.00HK$0.00
PE Ratio9.407.67
PEG Ratio1.430.00
Revenue (TTM)HK$113.86BHK$9.99B
Gross Profit (TTM)HK$15.76BHK$4.04B
EBITDA (TTM)HK$11.41BHK$2.40B

Correlation

-0.50.00.51.00.2

The correlation between 2688.HK and 1883.HK is 0.17, 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

2688.HK vs. 1883.HK - Performance Comparison

In the year-to-date period, 2688.HK achieves a 11.13% return, which is significantly higher than 1883.HK's -22.26% return. Over the past 10 years, 2688.HK has underperformed 1883.HK with an annualized return of 3.54%, while 1883.HK has yielded a comparatively higher 5.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
8.65%
-13.99%
2688.HK
1883.HK

Compare stocks, funds, or ETFs

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


ENN Energy Holdings Ltd

CITIC Telecom International Holdings Ltd

Risk-Adjusted Performance

2688.HK vs. 1883.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ENN Energy Holdings Ltd (2688.HK) and CITIC Telecom International Holdings Ltd (1883.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.


2688.HK
Sharpe ratio
The chart of Sharpe ratio for 2688.HK, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00-0.75
Sortino ratio
The chart of Sortino ratio for 2688.HK, currently valued at -0.96, compared to the broader market-4.00-2.000.002.004.00-0.96
Omega ratio
The chart of Omega ratio for 2688.HK, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for 2688.HK, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00-0.53
Martin ratio
The chart of Martin ratio for 2688.HK, currently valued at -0.97, compared to the broader market0.0010.0020.0030.00-0.97
1883.HK
Sharpe ratio
The chart of Sharpe ratio for 1883.HK, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00-0.69
Sortino ratio
The chart of Sortino ratio for 1883.HK, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.78
Omega ratio
The chart of Omega ratio for 1883.HK, currently valued at 0.89, compared to the broader market0.501.001.500.89
Calmar ratio
The chart of Calmar ratio for 1883.HK, currently valued at -0.68, compared to the broader market0.001.002.003.004.005.00-0.68
Martin ratio
The chart of Martin ratio for 1883.HK, currently valued at -1.69, compared to the broader market0.0010.0020.0030.00-1.69

2688.HK vs. 1883.HK - Sharpe Ratio Comparison

The current 2688.HK Sharpe Ratio is -0.72, which roughly equals the 1883.HK Sharpe Ratio of -0.71. The chart below compares the 12-month rolling Sharpe Ratio of 2688.HK and 1883.HK.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-0.75
-0.69
2688.HK
1883.HK

Dividends

2688.HK vs. 1883.HK - Dividend Comparison

2688.HK's dividend yield for the trailing twelve months is around 4.55%, less than 1883.HK's 9.61% yield.


TTM20232022202120202019201820172016201520142013
2688.HK
ENN Energy Holdings Ltd
4.55%5.06%2.51%1.83%1.48%1.40%1.56%1.49%2.38%2.01%1.09%0.74%
1883.HK
CITIC Telecom International Holdings Ltd
9.61%7.47%8.68%8.14%8.20%6.69%6.18%6.45%5.39%3.85%3.54%3.59%

Drawdowns

2688.HK vs. 1883.HK - Drawdown Comparison

The maximum 2688.HK drawdown since its inception was -70.00%, smaller than the maximum 1883.HK drawdown of -85.68%. Use the drawdown chart below to compare losses from any high point for 2688.HK and 1883.HK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-61.70%
-22.73%
2688.HK
1883.HK

Volatility

2688.HK vs. 1883.HK - Volatility Comparison

ENN Energy Holdings Ltd (2688.HK) has a higher volatility of 14.51% compared to CITIC Telecom International Holdings Ltd (1883.HK) at 6.19%. This indicates that 2688.HK's price experiences larger fluctuations and is considered to be riskier than 1883.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%NovemberDecember2024FebruaryMarchApril
14.51%
6.19%
2688.HK
1883.HK

Financials

2688.HK vs. 1883.HK - Financials Comparison

This section allows you to compare key financial metrics between ENN Energy Holdings Ltd and CITIC Telecom International Holdings 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



Values in HKD except per share items