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.
Correlation
The correlation between 2727.HK and ^NIFTY200 is 0.23, 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
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Key characteristics
2727.HK:
0.90
^NIFTY200:
0.11
2727.HK:
1.74
^NIFTY200:
0.71
2727.HK:
1.24
^NIFTY200:
1.22
2727.HK:
0.71
^NIFTY200:
0.13
2727.HK:
2.43
^NIFTY200:
0.62
2727.HK:
23.91%
^NIFTY200:
8.91%
2727.HK:
76.26%
^NIFTY200:
67.71%
2727.HK:
-82.73%
^NIFTY200:
-64.04%
2727.HK:
-65.58%
^NIFTY200:
-10.63%
Returns By Period
In the year-to-date period, 2727.HK achieves a -6.32% return, which is significantly lower than ^NIFTY200's -1.41% return. Over the past 10 years, 2727.HK has underperformed ^NIFTY200 with an annualized return of -9.33%, while ^NIFTY200 has yielded a comparatively higher 12.11% annualized return.
2727.HK
-6.32%
9.88%
-28.61%
59.88%
3.87%
-9.33%
^NIFTY200
-1.41%
6.61%
-2.83%
6.73%
22.71%
12.11%
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Risk-Adjusted Performance
2727.HK vs. ^NIFTY200 — Risk-Adjusted Performance Rank
2727.HK
^NIFTY200
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.
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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.
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Volatility
2727.HK vs. ^NIFTY200 - Volatility Comparison
Shanghai Electric Group Co Ltd H (2727.HK) has a higher volatility of 19.20% compared to NIFTY 200 (^NIFTY200) at 6.07%. 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.
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