2727.HK vs. 3993.HK
Compare and contrast key facts about Shanghai Electric Group Co Ltd H (2727.HK) and CMOC Group Ltd (3993.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 2727.HK or 3993.HK.
Key characteristics
| 2727.HK | 3993.HK | |
|---|---|---|
| YTD Return | -1.84% | 73.77% |
| 1Y Return | -25.23% | 56.78% |
| 3Y Return (Ann) | -15.08% | 14.34% |
| 5Y Return (Ann) | -11.00% | 24.22% |
| 10Y Return (Ann) | -5.40% | 24.37% |
| Sharpe Ratio | -0.69 | 1.10 |
| Daily Std Dev | 30.52% | 37.91% |
| Max Drawdown | -82.73% | -92.43% |
| Current Drawdown | -79.37% | -2.75% |
Fundamentals
| 2727.HK | 3993.HK | |
|---|---|---|
| Market Cap | HK$66.71B | HK$207.25B |
| EPS | HK$0.06 | HK$0.41 |
| PE Ratio | 85.50 | 18.61 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | HK$114.80B | HK$186.27B |
| Gross Profit (TTM) | HK$16.64B | HK$16.06B |
| EBITDA (TTM) | HK$4.54B | HK$14.71B |
Correlation
The correlation between 2727.HK and 3993.HK is 0.44, 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
2727.HK vs. 3993.HK - Performance Comparison
In the year-to-date period, 2727.HK achieves a -1.84% return, which is significantly lower than 3993.HK's 73.77% return. Over the past 10 years, 2727.HK has underperformed 3993.HK with an annualized return of -5.40%, while 3993.HK has yielded a comparatively higher 24.37% 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. 3993.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shanghai Electric Group Co Ltd H (2727.HK) and CMOC Group Ltd (3993.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
2727.HK vs. 3993.HK - Dividend Comparison
2727.HK has not paid dividends to shareholders, while 3993.HK's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2727.HK Shanghai Electric Group Co Ltd H | 0.00% | 0.00% | 0.00% | 3.63% | 0.00% | 2.73% | 4.40% | 0.00% | 0.00% | 1.81% | 2.28% | 2.84% |
3993.HK CMOC Group Ltd | 1.26% | 2.20% | 2.33% | 0.97% | 0.93% | 3.74% | 3.25% | 0.79% | 1.55% | 5.25% | 3.92% | 4.35% |
Drawdowns
2727.HK vs. 3993.HK - Drawdown Comparison
The maximum 2727.HK drawdown since its inception was -82.73%, smaller than the maximum 3993.HK drawdown of -92.43%. Use the drawdown chart below to compare losses from any high point for 2727.HK and 3993.HK. For additional features, visit the drawdowns tool.
Volatility
2727.HK vs. 3993.HK - Volatility Comparison
Shanghai Electric Group Co Ltd H (2727.HK) has a higher volatility of 14.56% compared to CMOC Group Ltd (3993.HK) at 13.59%. This indicates that 2727.HK's price experiences larger fluctuations and is considered to be riskier than 3993.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
2727.HK vs. 3993.HK - Financials Comparison
This section allows you to compare key financial metrics between Shanghai Electric Group Co Ltd H and CMOC Group 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.
Total Revenue: Total amount of money received from sales and other business activities