2727.HK vs. ^NIFTY200

Last updated Apr 3, 2026

Compare and contrast key facts about Shanghai Electric Group Co Ltd H (2727.HK) and NIFTY 200 (^NIFTY200).

Performance

2727.HK vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Shanghai Electric Group Co Ltd H (2727.HK) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

2727.HK vs. ^NIFTY200 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
2727.HK Shanghai Electric Group Co Ltd H	-1.55%	35.79%	74.85%	-7.39%	-26.05%	4.56%	-7.03%	4.99%	-18.98%	-7.20%
^NIFTY200 NIFTY 200	-14.44%	3.43%	9.94%	22.84%	-6.56%	25.62%	12.60%	5.40%	-9.09%	43.14%

Different Trading Currencies

2727.HK is traded in HKD, while ^NIFTY200 is traded in INR. To make them comparable, the ^NIFTY200 values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2727.HK achieves a -1.55% return, which is significantly higher than ^NIFTY200's -14.44% return. Over the past 10 years, 2727.HK has underperformed ^NIFTY200 with an annualized return of 1.87%, while ^NIFTY200 has yielded a comparatively higher 8.49% annualized return.

2727.HK

• 1D: -1.80%
• 1M: -9.29%
• YTD: -1.55%
• 6M: -11.40%
• 1Y: 44.87%
• 3Y*: 24.59%
• 5Y*: 7.38%
• 10Y*: 1.87%

^NIFTY200

• 1D: 0.09%
• 1M: -9.49%
• YTD: -14.44%
• 6M: -11.41%
• 1Y: -8.26%
• 3Y*: 7.68%
• 5Y*: 5.48%
• 10Y*: 8.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

2727.HK vs. ^NIFTY200 — Risk / Return Rank

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

2727.HK

2727.HK Risk / Return Rank: 65
2727.HK Sharpe Ratio Rank: 68
2727.HK Sortino Ratio Rank: 68
2727.HK Omega Ratio Rank: 65
2727.HK Calmar Ratio Rank: 63
2727.HK Martin Ratio Rank: 61

^NIFTY200

^NIFTY200 Risk / Return Rank: 8
^NIFTY200 Sharpe Ratio Rank: 8
^NIFTY200 Sortino Ratio Rank: 7
^NIFTY200 Omega Ratio Rank: 7
^NIFTY200 Calmar Ratio Rank: 9
^NIFTY200 Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2727.HK vs. ^NIFTY200 - Risk-Adjusted Trends 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.

	2727.HK	^NIFTY200	Difference
Sharpe ratio Return per unit of total volatility	0.84	-0.51	+1.35
Sortino ratio Return per unit of downside risk	1.55	-0.62	+2.17
Omega ratio Gain probability vs. loss probability	1.20	0.92	+0.27
Calmar ratio Return relative to maximum drawdown	1.13	-0.44	+1.57
Martin ratio Return relative to average drawdown	2.35	-1.44	+3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2727.HK vs. ^NIFTY200 - Sharpe Ratio Comparison

The current 2727.HK Sharpe Ratio is 0.84, which is higher than the ^NIFTY200 Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of 2727.HK and ^NIFTY200, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	2727.HK	^NIFTY200	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	-0.51	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.35	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.48	-0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.23	-0.11

Correlation

The correlation between 2727.HK and ^NIFTY200 is 0.22, 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.

Drawdowns

2727.HK vs. ^NIFTY200 - Drawdown Comparison

The maximum 2727.HK drawdown since its inception was -82.77%, which is greater than ^NIFTY200's maximum drawdown of -72.59%. Use the drawdown chart below to compare losses from any high point for 2727.HK and ^NIFTY200.

Drawdown Indicators

	2727.HK	^NIFTY200	Difference
Max Drawdown Largest peak-to-trough decline	-82.77%	-64.04%	-18.73%
Max Drawdown (1Y) Largest decline over 1 year	-34.11%	-14.89%	-19.22%
Max Drawdown (5Y) Largest decline over 5 years	-48.47%	-18.15%	-30.32%
Max Drawdown (10Y) Largest decline over 10 years	-63.33%	-38.22%	-25.11%
Current Drawdown Current decline from peak	-50.88%	-13.94%	-36.94%
Average Drawdown Average peak-to-trough decline	-54.24%	-10.98%	-43.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.39%	3.70%	+12.69%

Volatility

2727.HK vs. ^NIFTY200 - Volatility Comparison

Shanghai Electric Group Co Ltd H (2727.HK) has a higher volatility of 21.61% compared to NIFTY 200 (^NIFTY200) at 8.39%. 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.

Volatility by Period

	2727.HK	^NIFTY200	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.61%	8.39%	+13.22%
Volatility (6M) Calculated over the trailing 6-month period	43.95%	11.88%	+32.07%
Volatility (1Y) Calculated over the trailing 1-year period	54.80%	16.55%	+38.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.39%	15.78%	+33.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.10%	18.15%	+22.95%