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3320.HK vs. 1099.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

3320.HK vs. 1099.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China Resources Pharmaceutical Group Ltd (3320.HK) and Sinopharm Group Co Ltd (1099.HK). The values are adjusted to include any dividend payments, if applicable.

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3320.HK vs. 1099.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
3320.HK
China Resources Pharmaceutical Group Ltd
40.90%-19.78%16.50%-17.08%84.43%-8.81%-42.09%-28.35%2.02%16.83%
1099.HK
Sinopharm Group Co Ltd
7.61%-5.08%8.88%6.78%22.50%-7.07%-31.41%-11.36%-0.45%7.52%

Returns By Period

In the year-to-date period, 3320.HK achieves a 40.90% return, which is significantly higher than 1099.HK's 7.61% return.


3320.HK

1D
1.95%
1M
39.64%
YTD
40.90%
6M
30.08%
1Y
23.89%
3Y*
4.14%
5Y*
8.15%
10Y*

1099.HK

1D
2.05%
1M
-0.29%
YTD
7.61%
6M
11.81%
1Y
18.25%
3Y*
-0.68%
5Y*
5.62%
10Y*
-1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Sinopharm Group Co Ltd

Return for Risk

3320.HK vs. 1099.HK — Risk / Return Rank

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

3320.HK
3320.HK Risk / Return Rank: 6464
Overall Rank
3320.HK Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
3320.HK Sortino Ratio Rank: 6767
Sortino Ratio Rank
3320.HK Omega Ratio Rank: 6868
Omega Ratio Rank
3320.HK Calmar Ratio Rank: 5858
Calmar Ratio Rank
3320.HK Martin Ratio Rank: 5555
Martin Ratio Rank

1099.HK
1099.HK Risk / Return Rank: 6767
Overall Rank
1099.HK Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
1099.HK Sortino Ratio Rank: 6161
Sortino Ratio Rank
1099.HK Omega Ratio Rank: 6161
Omega Ratio Rank
1099.HK Calmar Ratio Rank: 7272
Calmar Ratio Rank
1099.HK Martin Ratio Rank: 7171
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.

3320.HK vs. 1099.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Resources Pharmaceutical Group Ltd (3320.HK) and Sinopharm Group Co Ltd (1099.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.


3320.HK1099.HKDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.88

+0.04

Sortino ratio

Return per unit of downside risk

1.54

1.28

+0.26

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

0.85

1.78

-0.93

Martin ratio

Return relative to average drawdown

1.50

4.11

-2.61

3320.HK vs. 1099.HK - Sharpe Ratio Comparison

The current 3320.HK Sharpe Ratio is 0.92, which is comparable to the 1099.HK Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of 3320.HK and 1099.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


3320.HK1099.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.88

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.09

-0.13

Correlation

The correlation between 3320.HK and 1099.HK is 0.45, 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

3320.HK vs. 1099.HK - Dividend Comparison

3320.HK's dividend yield for the trailing twelve months is around 2.15%, less than 1099.HK's 3.53% yield.


TTM20252024202320222021202020192018201720162015
3320.HK
China Resources Pharmaceutical Group Ltd
2.15%3.03%4.57%3.12%2.37%3.38%5.53%1.80%1.08%0.89%0.00%0.00%
1099.HK
Sinopharm Group Co Ltd
3.53%3.80%4.49%4.40%4.40%4.95%3.46%2.36%2.09%1.69%1.51%1.26%

Drawdowns

3320.HK vs. 1099.HK - Drawdown Comparison

The maximum 3320.HK drawdown since its inception was -72.81%, which is greater than 1099.HK's maximum drawdown of -64.96%. Use the drawdown chart below to compare losses from any high point for 3320.HK and 1099.HK.


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Drawdown Indicators


3320.HK1099.HKDifference

Max Drawdown

Largest peak-to-trough decline

-72.81%

-64.96%

-7.85%

Max Drawdown (1Y)

Largest decline over 1 year

-21.22%

-10.38%

-10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-43.19%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-64.96%

Current Drawdown

Current decline from peak

-39.06%

-37.79%

-1.27%

Average Drawdown

Average peak-to-trough decline

-40.69%

-34.04%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.00%

4.51%

+7.49%

Volatility

3320.HK vs. 1099.HK - Volatility Comparison

China Resources Pharmaceutical Group Ltd (3320.HK) has a higher volatility of 15.19% compared to Sinopharm Group Co Ltd (1099.HK) at 6.47%. This indicates that 3320.HK's price experiences larger fluctuations and is considered to be riskier than 1099.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3320.HK1099.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

6.47%

+8.72%

Volatility (6M)

Calculated over the trailing 6-month period

19.79%

14.50%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

21.24%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.02%

31.51%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

30.74%

+4.76%

Financials

3320.HK vs. 1099.HK - Financials Comparison

This section allows you to compare key financial metrics between China Resources Pharmaceutical Group Ltd and Sinopharm Group Co 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