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2888.HK vs. 0388.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

2888.HK vs. 0388.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Standard Chartered PLC (2888.HK) and Hong Kong Exchange and Clearing Ltd (0388.HK). The values are adjusted to include any dividend payments, if applicable.

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2888.HK vs. 0388.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2888.HK
Standard Chartered PLC
-11.34%102.67%51.42%13.72%29.28%-4.02%-30.35%25.34%-25.54%30.34%
0388.HK
Hong Kong Exchange and Clearing Ltd
-1.30%42.10%13.85%-18.41%-24.22%9.26%71.64%14.65%-2.86%33.92%

Returns By Period

In the year-to-date period, 2888.HK achieves a -11.34% return, which is significantly lower than 0388.HK's -1.30% return. Over the past 10 years, 2888.HK has outperformed 0388.HK with an annualized return of 14.84%, while 0388.HK has yielded a comparatively lower 10.92% annualized return.


2888.HK

1D
-2.15%
1M
-5.96%
YTD
-11.34%
6M
8.63%
1Y
46.54%
3Y*
43.95%
5Y*
28.48%
10Y*
14.84%

0388.HK

1D
-1.10%
1M
-1.74%
YTD
-1.30%
6M
-10.84%
1Y
15.23%
3Y*
7.76%
5Y*
-0.63%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

2888.HK vs. 0388.HK — Risk / Return Rank

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

2888.HK
2888.HK Risk / Return Rank: 7676
Overall Rank
2888.HK Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
2888.HK Sortino Ratio Rank: 7171
Sortino Ratio Rank
2888.HK Omega Ratio Rank: 7676
Omega Ratio Rank
2888.HK Calmar Ratio Rank: 7373
Calmar Ratio Rank
2888.HK Martin Ratio Rank: 8080
Martin Ratio Rank

0388.HK
0388.HK Risk / Return Rank: 5757
Overall Rank
0388.HK Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
0388.HK Sortino Ratio Rank: 5151
Sortino Ratio Rank
0388.HK Omega Ratio Rank: 5252
Omega Ratio Rank
0388.HK Calmar Ratio Rank: 6161
Calmar Ratio Rank
0388.HK Martin Ratio Rank: 6060
Martin Ratio Rank
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.

2888.HK vs. 0388.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standard Chartered PLC (2888.HK) and Hong Kong Exchange and Clearing Ltd (0388.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.


2888.HK0388.HKDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.55

+0.79

Sortino ratio

Return per unit of downside risk

1.75

0.89

+0.87

Omega ratio

Gain probability vs. loss probability

1.27

1.13

+0.14

Calmar ratio

Return relative to maximum drawdown

1.83

0.95

+0.88

Martin ratio

Return relative to average drawdown

6.55

2.26

+4.30

2888.HK vs. 0388.HK - Sharpe Ratio Comparison

The current 2888.HK Sharpe Ratio is 1.34, which is higher than the 0388.HK Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of 2888.HK and 0388.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


2888.HK0388.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.55

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

-0.02

+0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.37

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.54

-0.34

Correlation

The correlation between 2888.HK and 0388.HK is 0.41, 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.


Dividends

2888.HK vs. 0388.HK - Dividend Comparison

2888.HK's dividend yield for the trailing twelve months is around 2.93%, less than 0388.HK's 3.16% yield.


TTM20252024202320222021202020192018201720162015
2888.HK
Standard Chartered PLC
2.93%1.66%2.45%2.35%1.85%2.03%3.17%2.37%2.23%0.00%0.00%8.08%
0388.HK
Hong Kong Exchange and Clearing Ltd
3.16%2.67%2.81%3.06%2.26%2.01%1.58%2.68%2.86%1.91%2.77%2.63%

Drawdowns

2888.HK vs. 0388.HK - Drawdown Comparison

The maximum 2888.HK drawdown since its inception was -81.06%, roughly equal to the maximum 0388.HK drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for 2888.HK and 0388.HK.


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Drawdown Indicators


2888.HK0388.HKDifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-79.34%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-21.93%

-15.18%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.46%

-60.01%

+32.55%

Max Drawdown (10Y)

Largest decline over 10 years

-60.92%

-61.53%

+0.61%

Current Drawdown

Current decline from peak

-18.02%

-19.15%

+1.13%

Average Drawdown

Average peak-to-trough decline

-36.60%

-28.06%

-8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.96%

7.16%

-0.20%

Volatility

2888.HK vs. 0388.HK - Volatility Comparison

Standard Chartered PLC (2888.HK) has a higher volatility of 14.82% compared to Hong Kong Exchange and Clearing Ltd (0388.HK) at 7.93%. This indicates that 2888.HK's price experiences larger fluctuations and is considered to be riskier than 0388.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2888.HK0388.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

7.93%

+6.89%

Volatility (6M)

Calculated over the trailing 6-month period

24.54%

15.81%

+8.73%

Volatility (1Y)

Calculated over the trailing 1-year period

35.65%

28.37%

+7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.91%

34.23%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%

30.55%

+0.28%

Financials

2888.HK vs. 0388.HK - Financials Comparison

This section allows you to compare key financial metrics between Standard Chartered PLC and Hong Kong Exchange and Clearing 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in HKD except per share items