3868.HK vs. 1088.HK
Compare and contrast key facts about Xinyi Energy Holdings Ltd (3868.HK) and China Shenhua Energy Co Ltd H (1088.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 3868.HK or 1088.HK.
Key characteristics
| 3868.HK | 1088.HK | |
|---|---|---|
| YTD Return | -39.69% | 39.60% |
| 1Y Return | -40.93% | 54.31% |
| 3Y Return (Ann) | -42.18% | 37.89% |
| 5Y Return (Ann) | -12.60% | 31.67% |
| Sharpe Ratio | -0.95 | 1.68 |
| Sortino Ratio | -1.41 | 2.23 |
| Omega Ratio | 0.84 | 1.30 |
| Calmar Ratio | -0.52 | 2.31 |
| Martin Ratio | -1.46 | 6.86 |
| Ulcer Index | 30.63% | 7.20% |
| Daily Std Dev | 47.20% | 29.73% |
| Max Drawdown | -86.54% | -85.12% |
| Current Drawdown | -83.52% | -7.34% |
Fundamentals
| 3868.HK | 1088.HK | |
|---|---|---|
| Market Cap | HK$6.61B | HK$850.62B |
| EPS | HK$0.00 | HK$3.20 |
| PE Ratio | 8.00 | 11.25 |
| PEG Ratio | 1.45 | 10.55 |
| Total Revenue (TTM) | HK$2.45B | HK$258.69B |
| Gross Profit (TTM) | HK$1.59B | HK$89.72B |
| EBITDA (TTM) | HK$2.24B | HK$66.03B |
Correlation
The correlation between 3868.HK and 1088.HK is 0.21, 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
3868.HK vs. 1088.HK - Performance Comparison
In the year-to-date period, 3868.HK achieves a -39.69% return, which is significantly lower than 1088.HK's 39.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
3868.HK vs. 1088.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xinyi Energy Holdings Ltd (3868.HK) and China Shenhua Energy Co Ltd H (1088.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.
Dividends
3868.HK vs. 1088.HK - Dividend Comparison
3868.HK's dividend yield for the trailing twelve months is around 5.98%, less than 1088.HK's 7.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
3868.HK Xinyi Energy Holdings Ltd | 5.98% | 7.55% | 6.83% | 3.72% | 2.75% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
1088.HK China Shenhua Energy Co Ltd H | 7.12% | 10.87% | 13.86% | 11.80% | 9.39% | 6.33% | 6.57% | 14.20% | 2.59% | 7.70% | 4.99% | 4.94% |
Drawdowns
3868.HK vs. 1088.HK - Drawdown Comparison
The maximum 3868.HK drawdown since its inception was -86.54%, roughly equal to the maximum 1088.HK drawdown of -85.12%. Use the drawdown chart below to compare losses from any high point for 3868.HK and 1088.HK. For additional features, visit the drawdowns tool.
Volatility
3868.HK vs. 1088.HK - Volatility Comparison
Xinyi Energy Holdings Ltd (3868.HK) has a higher volatility of 29.92% compared to China Shenhua Energy Co Ltd H (1088.HK) at 14.18%. This indicates that 3868.HK's price experiences larger fluctuations and is considered to be riskier than 1088.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
3868.HK vs. 1088.HK - Financials Comparison
This section allows you to compare key financial metrics between Xinyi Energy Holdings Ltd and China Shenhua Energy Co Ltd H. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities