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2727.HK vs. ^NIFTY200
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2727.HK and ^NIFTY200 is 0.16, 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.


-0.50.00.51.00.2

Performance

2727.HK vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
86.36%
-1.51%
2727.HK
^NIFTY200

Key characteristics

Sharpe Ratio

2727.HK:

1.06

^NIFTY200:

0.95

Sortino Ratio

2727.HK:

2.17

^NIFTY200:

1.29

Omega Ratio

2727.HK:

1.31

^NIFTY200:

1.20

Calmar Ratio

2727.HK:

0.93

^NIFTY200:

1.26

Martin Ratio

2727.HK:

5.88

^NIFTY200:

3.95

Ulcer Index

2727.HK:

13.00%

^NIFTY200:

3.58%

Daily Std Dev

2727.HK:

73.19%

^NIFTY200:

14.74%

Max Drawdown

2727.HK:

-82.73%

^NIFTY200:

-64.04%

Current Drawdown

2727.HK:

-63.38%

^NIFTY200:

-9.51%

Returns By Period

In the year-to-date period, 2727.HK achieves a 74.23% return, which is significantly higher than ^NIFTY200's 13.43% return. Over the past 10 years, 2727.HK has underperformed ^NIFTY200 with an annualized return of -1.94%, while ^NIFTY200 has yielded a comparatively higher 12.36% annualized return.


2727.HK

YTD

74.23%

1M

-10.97%

6M

85.62%

1Y

78.62%

5Y*

3.00%

10Y*

-1.94%

^NIFTY200

YTD

13.43%

1M

1.04%

6M

0.16%

1Y

16.29%

5Y*

16.44%

10Y*

12.36%

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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.


Sharpe ratio
The chart of Sharpe ratio for 2727.HK, currently valued at 1.12, compared to the broader market-4.00-2.000.002.001.120.59
The chart of Sortino ratio for 2727.HK, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.240.85
The chart of Omega ratio for 2727.HK, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.13
The chart of Calmar ratio for 2727.HK, currently valued at 0.98, compared to the broader market0.002.004.006.000.980.72
The chart of Martin ratio for 2727.HK, currently valued at 6.26, compared to the broader market-5.000.005.0010.0015.0020.0025.006.262.14
2727.HK
^NIFTY200

The current 2727.HK Sharpe Ratio is 1.06, which is comparable to the ^NIFTY200 Sharpe Ratio of 0.95. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.12
0.59
2727.HK
^NIFTY200

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.50%
-11.02%
2727.HK
^NIFTY200

Volatility

2727.HK vs. ^NIFTY200 - Volatility Comparison

Shanghai Electric Group Co Ltd H (2727.HK) has a higher volatility of 18.99% compared to NIFTY 200 (^NIFTY200) at 4.73%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
18.99%
4.73%
2727.HK
^NIFTY200
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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