PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
3868.HK vs. 1088.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


3868.HK1088.HK
YTD Return-27.68%34.42%
1Y Return-55.20%54.98%
3Y Return (Ann)-38.91%45.70%
5Y Return (Ann)-10.43%29.56%
Sharpe Ratio-1.342.03
Daily Std Dev42.23%26.33%
Max Drawdown-80.83%-85.12%
Current Drawdown-80.24%-10.78%

Fundamentals


3868.HK1088.HK
Market CapHK$8.34BHK$853.73B
EPSHK$0.00HK$3.16
PE Ratio7.7710.91
PEG Ratio0.7310.55
Total Revenue (TTM)HK$1.29BHK$261.28B
Gross Profit (TTM)HK$904.58MHK$88.94B
EBITDA (TTM)HK$0.00HK$0.00

Correlation

-0.50.00.51.00.2

The correlation between 3868.HK and 1088.HK is 0.19, 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 -27.68% return, which is significantly lower than 1088.HK's 34.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%FebruaryMarchAprilMayJuneJuly
-33.42%
281.93%
3868.HK
1088.HK

Compare stocks, funds, or ETFs

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


Xinyi Energy Holdings Ltd

China Shenhua Energy Co Ltd H

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.


3868.HK
Sharpe ratio
The chart of Sharpe ratio for 3868.HK, currently valued at -1.34, compared to the broader market-2.00-1.000.001.002.003.00-1.34
Sortino ratio
The chart of Sortino ratio for 3868.HK, currently valued at -2.18, compared to the broader market-4.00-2.000.002.004.00-2.18
Omega ratio
The chart of Omega ratio for 3868.HK, currently valued at 0.73, compared to the broader market0.501.001.502.000.73
Calmar ratio
The chart of Calmar ratio for 3868.HK, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70
Martin ratio
The chart of Martin ratio for 3868.HK, currently valued at -1.22, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.22
1088.HK
Sharpe ratio
The chart of Sharpe ratio for 1088.HK, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.002.04
Sortino ratio
The chart of Sortino ratio for 1088.HK, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.71
Omega ratio
The chart of Omega ratio for 1088.HK, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for 1088.HK, currently valued at 3.64, compared to the broader market0.002.004.006.003.64
Martin ratio
The chart of Martin ratio for 1088.HK, currently valued at 14.02, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.02

3868.HK vs. 1088.HK - Sharpe Ratio Comparison

The current 3868.HK Sharpe Ratio is -1.34, which is lower than the 1088.HK Sharpe Ratio of 2.03. The chart below compares the 12-month rolling Sharpe Ratio of 3868.HK and 1088.HK.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-1.34
2.04
3868.HK
1088.HK

Dividends

3868.HK vs. 1088.HK - Dividend Comparison

3868.HK's dividend yield for the trailing twelve months is around 5.94%, less than 1088.HK's 7.39% yield.


TTM20232022202120202019201820172016201520142013
3868.HK
Xinyi Energy Holdings Ltd
5.94%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
7.39%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 -80.83%, smaller than 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.


-80.00%-60.00%-40.00%-20.00%0.00%FebruaryMarchAprilMayJuneJuly
-80.38%
-10.78%
3868.HK
1088.HK

Volatility

3868.HK vs. 1088.HK - Volatility Comparison

The current volatility for Xinyi Energy Holdings Ltd (3868.HK) is 7.82%, while China Shenhua Energy Co Ltd H (1088.HK) has a volatility of 10.50%. This indicates that 3868.HK experiences smaller price fluctuations and is considered to be less risky than 1088.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%FebruaryMarchAprilMayJuneJuly
7.82%
10.50%
3868.HK
1088.HK

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.


Quarterly
Annual

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



Values in HKD except per share items