2727.HK vs. ^NIFTY200
Compare and contrast key facts about Shanghai Electric Group Co Ltd H (2727.HK) and NIFTY 200 (^NIFTY200).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 2727.HK or ^NIFTY200.
Key characteristics
| 2727.HK | ^NIFTY200 | |
|---|---|---|
| YTD Return | 7.98% | 19.43% |
| 1Y Return | 1.15% | 32.93% |
| 3Y Return (Ann) | -6.90% | 13.11% |
| 5Y Return (Ann) | -5.78% | 18.76% |
| 10Y Return (Ann) | -6.96% | 13.75% |
| Sharpe Ratio | 0.12 | 2.60 |
| Sortino Ratio | 0.44 | 3.14 |
| Omega Ratio | 1.05 | 1.56 |
| Calmar Ratio | 0.05 | 5.48 |
| Martin Ratio | 0.34 | 23.74 |
| Ulcer Index | 12.25% | 1.57% |
| Daily Std Dev | 33.96% | 14.36% |
| Max Drawdown | -82.73% | -64.04% |
| Current Drawdown | -77.31% | -4.72% |
Correlation
The correlation between 2727.HK and ^NIFTY200 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
2727.HK vs. ^NIFTY200 - Performance Comparison
In the year-to-date period, 2727.HK achieves a 7.98% return, which is significantly lower than ^NIFTY200's 19.43% return. Over the past 10 years, 2727.HK has underperformed ^NIFTY200 with an annualized return of -6.96%, while ^NIFTY200 has yielded a comparatively higher 13.75% 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
2727.HK vs. ^NIFTY200 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shanghai Electric Group Co Ltd H (2727.HK) and NIFTY 200 (^NIFTY200). 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.
Drawdowns
2727.HK vs. ^NIFTY200 - Drawdown Comparison
The maximum 2727.HK drawdown since its inception was -82.73%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for 2727.HK and ^NIFTY200. For additional features, visit the drawdowns tool.
Volatility
2727.HK vs. ^NIFTY200 - Volatility Comparison
Shanghai Electric Group Co Ltd H (2727.HK) has a higher volatility of 16.09% compared to NIFTY 200 (^NIFTY200) at 4.01%. This indicates that 2727.HK's price experiences larger fluctuations and is considered to be riskier than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.