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3877.HK vs. SRBK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

3877.HK vs. SRBK - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in CSSC Hong Kong Shipping Co Ltd (3877.HK) and SR Bancorp Inc. Common stock (SRBK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3877.HK is traded in HKD, while SRBK is traded in USD. To make them comparable, the SRBK values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3877.HK achieves a 10.27% return, which is significantly lower than SRBK's 23.31% return.


3877.HK

1D
0.92%
1M
-4.16%
6M
2.91%
YTD
10.27%
1Y
7.12%
3Y*
25.45%
5Y*
19.17%
10Y*
ALL TIME*
14.78%

SRBK

1D
-2.53%
1M
2.06%
6M
16.91%
YTD
23.31%
1Y
35.40%
3Y*
5Y*
10Y*
ALL TIME*
26.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3877.HK vs. SRBK - Yearly Performance Comparison


2026 (YTD)202520242023
3877.HK
CSSC Hong Kong Shipping Co Ltd
10.27%26.06%31.36%2.97%
SRBK
SR Bancorp Inc. Common stock
23.31%34.34%23.94%-4.58%

Correlation

The correlation between 3877.HK and SRBK is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2023

-0.05

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CSSC Hong Kong Shipping Co Ltd

SR Bancorp Inc. Common stock

Return for Risk

3877.HK vs. SRBK — Risk / Return Rank

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

3877.HK
3877.HK Risk / Return Rank: 5353
Overall Rank
3877.HK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
3877.HK Sortino Ratio Rank: 5050
Sortino Ratio Rank
3877.HK Omega Ratio Rank: 4848
Omega Ratio Rank
3877.HK Calmar Ratio Rank: 5555
Calmar Ratio Rank
3877.HK Martin Ratio Rank: 5555
Martin Ratio Rank

SRBK
SRBK Risk / Return Rank: 9090
Overall Rank
SRBK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SRBK Sortino Ratio Rank: 8787
Sortino Ratio Rank
SRBK Omega Ratio Rank: 8888
Omega Ratio Rank
SRBK Calmar Ratio Rank: 9393
Calmar Ratio Rank
SRBK Martin Ratio Rank: 9191
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.

3877.HK vs. SRBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSSC Hong Kong Shipping Co Ltd (3877.HK) and SR Bancorp Inc. Common stock (SRBK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


3877.HKSRBKDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.07

1.34

-0.27

Calmar ratioReturn relative to maximum drawdown

0.37

4.32

-3.95

Martin ratioReturn relative to average drawdown

0.79

10.08

-9.30

3877.HK vs. SRBK - Sharpe Ratio Comparison

The current 3877.HK Sharpe Ratio is 0.29, which is lower than the SRBK Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of 3877.HK and SRBK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

3877.HK vs. SRBK - Drawdown Comparison

The maximum 3877.HK drawdown since its inception was -38.93%, which is greater than SRBK's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for 3877.HK and SRBK.


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Drawdown Indicators


3877.HKSRBKDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-19.71%

-19.22%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-8.23%

-11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.16%

Current Drawdown

Current decline from peak

-12.03%

-4.95%

-7.08%

Average Drawdown

Average peak-to-trough decline

-11.85%

-4.19%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.20%

3.52%

+5.68%

Volatility

3877.HK vs. SRBK - Volatility Comparison

CSSC Hong Kong Shipping Co Ltd (3877.HK) and SR Bancorp Inc. Common stock (SRBK) have volatilities of 6.92% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3877.HKSRBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

7.16%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

13.71%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

19.27%

+5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.97%

18.52%

+12.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.89%

18.52%

+17.37%

Dividends

3877.HK vs. SRBK - Dividend Comparison

3877.HK's dividend yield for the trailing twelve months is around 7.27%, more than SRBK's 1.10% yield.


PositionTTM2025202420232022202120202019
3877.HK
CSSC Hong Kong Shipping Co Ltd
7.27%7.33%6.67%6.76%7.76%8.26%7.34%2.29%
SRBK
SR Bancorp Inc. Common stock
1.10%1.27%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

3877.HK vs. SRBK - Financials Comparison

This section allows you to compare key financial metrics between CSSC Hong Kong Shipping Co Ltd and SR Bancorp Inc. Common stock. 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


Please note, different currencies. 3877.HK values in HKD, SRBK values in USD

Frequently Asked Questions


3877.HK and SRBK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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