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3690.HK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


3690.HKVOO
YTD Return22.83%5.43%
1Y Return-26.94%23.09%
3Y Return (Ann)-31.67%7.90%
5Y Return (Ann)12.01%13.22%
Sharpe Ratio-0.481.97
Daily Std Dev48.47%11.80%
Max Drawdown-86.14%-33.99%
Current Drawdown-77.71%-4.63%

Correlation

-0.50.00.51.00.1

The correlation between 3690.HK and VOO is 0.14, 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

3690.HK vs. VOO - Performance Comparison

In the year-to-date period, 3690.HK achieves a 22.83% return, which is significantly higher than VOO's 5.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-6.82%
19.70%
3690.HK
VOO

Compare stocks, funds, or ETFs

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


Meituan

Vanguard S&P 500 ETF

Risk-Adjusted Performance

3690.HK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meituan (3690.HK) and Vanguard S&P 500 ETF (VOO). 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.


3690.HK
Sharpe ratio
The chart of Sharpe ratio for 3690.HK, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00-0.51
Sortino ratio
The chart of Sortino ratio for 3690.HK, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.50
Omega ratio
The chart of Omega ratio for 3690.HK, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for 3690.HK, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00-0.28
Martin ratio
The chart of Martin ratio for 3690.HK, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.79
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.63, compared to the broader market0.001.002.003.004.005.001.63
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.80, compared to the broader market0.0010.0020.0030.007.80

3690.HK vs. VOO - Sharpe Ratio Comparison

The current 3690.HK Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of 3690.HK and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.51
1.92
3690.HK
VOO

Dividends

3690.HK vs. VOO - Dividend Comparison

3690.HK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.40%.


TTM20232022202120202019201820172016201520142013
3690.HK
Meituan
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.40%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

3690.HK vs. VOO - Drawdown Comparison

The maximum 3690.HK drawdown since its inception was -86.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 3690.HK and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-77.96%
-4.63%
3690.HK
VOO

Volatility

3690.HK vs. VOO - Volatility Comparison

Meituan (3690.HK) has a higher volatility of 14.02% compared to Vanguard S&P 500 ETF (VOO) at 3.25%. This indicates that 3690.HK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.02%
3.25%
3690.HK
VOO