PortfoliosLab logo
2888.HK vs. HSBA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 2888.HK and HSBA.L is 0.10, 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

2888.HK vs. HSBA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standard Chartered PLC (2888.HK) and HSBC Holdings plc (HSBA.L). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

2888.HK:

1.97

HSBA.L:

1.40

Sortino Ratio

2888.HK:

2.47

HSBA.L:

1.82

Omega Ratio

2888.HK:

1.42

HSBA.L:

1.29

Calmar Ratio

2888.HK:

1.09

HSBA.L:

1.56

Martin Ratio

2888.HK:

11.40

HSBA.L:

6.57

Ulcer Index

2888.HK:

6.04%

HSBA.L:

5.23%

Daily Std Dev

2888.HK:

31.60%

HSBA.L:

23.62%

Max Drawdown

2888.HK:

-82.88%

HSBA.L:

-61.74%

Current Drawdown

2888.HK:

-33.80%

HSBA.L:

-2.93%

Fundamentals

Market Cap

2888.HK:

HK$278.36B

HSBA.L:

£154.58B

EPS

2888.HK:

HK$3.03

HSBA.L:

£0.83

PE Ratio

2888.HK:

10.35

HSBA.L:

10.50

PEG Ratio

2888.HK:

1.55

HSBA.L:

2.20

PS Ratio

2888.HK:

14.43

HSBA.L:

2.67

PB Ratio

2888.HK:

0.69

HSBA.L:

1.07

Total Revenue (TTM)

2888.HK:

HK$20.05B

HSBA.L:

£89.64B

Gross Profit (TTM)

2888.HK:

HK$4.59B

HSBA.L:

£67.82B

EBITDA (TTM)

2888.HK:

-HK$94.00M

HSBA.L:

-£916.00M

Returns By Period

In the year-to-date period, 2888.HK achieves a 25.81% return, which is significantly higher than HSBA.L's 16.51% return. Over the past 10 years, 2888.HK has underperformed HSBA.L with an annualized return of 1.83%, while HSBA.L has yielded a comparatively higher 9.40% annualized return.


2888.HK

YTD

25.81%

1M

15.35%

6M

29.26%

1Y

59.68%

5Y*

29.79%

10Y*

1.83%

HSBA.L

YTD

16.51%

1M

13.26%

6M

29.56%

1Y

33.37%

5Y*

23.39%

10Y*

9.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

2888.HK vs. HSBA.L — Risk-Adjusted Performance Rank

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

2888.HK
The Risk-Adjusted Performance Rank of 2888.HK is 9292
Overall Rank
The Sharpe Ratio Rank of 2888.HK is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of 2888.HK is 9191
Sortino Ratio Rank
The Omega Ratio Rank of 2888.HK is 9595
Omega Ratio Rank
The Calmar Ratio Rank of 2888.HK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of 2888.HK is 9696
Martin Ratio Rank

HSBA.L
The Risk-Adjusted Performance Rank of HSBA.L is 8888
Overall Rank
The Sharpe Ratio Rank of HSBA.L is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of HSBA.L is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HSBA.L is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HSBA.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HSBA.L is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

2888.HK vs. HSBA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Standard Chartered PLC (2888.HK) and HSBC Holdings plc (HSBA.L). 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.


The current 2888.HK Sharpe Ratio is 1.97, which is higher than the HSBA.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of 2888.HK and HSBA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

2888.HK vs. HSBA.L - Dividend Comparison

2888.HK's dividend yield for the trailing twelve months is around 2.43%, less than HSBA.L's 5.78% yield.


TTM20242023202220212020201920182017201620152014
2888.HK
Standard Chartered PLC
2.43%2.45%2.40%1.74%2.02%3.17%2.38%2.23%0.00%0.00%8.08%5.81%
HSBA.L
HSBC Holdings plc
5.78%6.10%6.80%4.11%3.54%0.00%6.79%5.83%5.18%5.79%6.12%4.88%

Drawdowns

2888.HK vs. HSBA.L - Drawdown Comparison

The maximum 2888.HK drawdown since its inception was -82.88%, which is greater than HSBA.L's maximum drawdown of -61.74%. Use the drawdown chart below to compare losses from any high point for 2888.HK and HSBA.L. For additional features, visit the drawdowns tool.


Loading data...

Volatility

2888.HK vs. HSBA.L - Volatility Comparison

Standard Chartered PLC (2888.HK) has a higher volatility of 10.43% compared to HSBC Holdings plc (HSBA.L) at 8.78%. This indicates that 2888.HK's price experiences larger fluctuations and is considered to be riskier than HSBA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

2888.HK vs. HSBA.L - Financials Comparison

This section allows you to compare key financial metrics between Standard Chartered PLC and HSBC Holdings plc. 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


5.00B10.00B15.00B20.00B20212022202320242025
5.38B
17.74B
(2888.HK) Total Revenue
(HSBA.L) Total Revenue
Please note, different currencies. 2888.HK values in HKD, HSBA.L values in GBp