PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
3888.HK vs. 9888.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

3888.HK vs. 9888.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kingsoft Corp Ltd (3888.HK) and Baidu Inc (9888.HK). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
6.74%
-23.67%
3888.HK
9888.HK

Returns By Period

In the year-to-date period, 3888.HK achieves a 19.96% return, which is significantly higher than 9888.HK's -29.54% return.


3888.HK

YTD

19.96%

1M

6.68%

6M

6.48%

1Y

-5.21%

5Y (annualized)

10.33%

10Y (annualized)

5.05%

9888.HK

YTD

-29.54%

1M

-12.33%

6M

-23.84%

1Y

-20.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


3888.HK9888.HK
Market CapHK$37.95BHK$235.10B
EPSHK$0.01HK$7.87
PE Ratio40.2811.28
PEG Ratio0.602.61
Total Revenue (TTM)HK$6.92BHK$100.40B
Gross Profit (TTM)HK$5.68BHK$51.29B

Key characteristics


3888.HK9888.HK
Sharpe Ratio-0.08-0.54
Sortino Ratio0.24-0.56
Omega Ratio1.030.93
Calmar Ratio-0.05-0.33
Martin Ratio-0.14-1.09
Ulcer Index26.12%20.56%
Daily Std Dev48.26%41.55%
Max Drawdown-76.29%-70.20%
Current Drawdown-62.50%-67.54%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

The correlation between 3888.HK and 9888.HK is 0.57, 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.

Risk-Adjusted Performance

3888.HK vs. 9888.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kingsoft Corp Ltd (3888.HK) and Baidu Inc (9888.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.


Sharpe ratio
The chart of Sharpe ratio for 3888.HK, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07-0.53
The chart of Sortino ratio for 3888.HK, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.25-0.54
The chart of Omega ratio for 3888.HK, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.94
The chart of Calmar ratio for 3888.HK, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.05-0.32
The chart of Martin ratio for 3888.HK, currently valued at -0.12, compared to the broader market-10.000.0010.0020.0030.00-0.12-1.07
3888.HK
9888.HK

The current 3888.HK Sharpe Ratio is -0.08, which is higher than the 9888.HK Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of 3888.HK and 9888.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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.07
-0.53
3888.HK
9888.HK

Dividends

3888.HK vs. 9888.HK - Dividend Comparison

3888.HK's dividend yield for the trailing twelve months is around 0.49%, while 9888.HK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
3888.HK
Kingsoft Corp Ltd
0.49%0.54%0.46%0.58%0.60%0.00%0.98%0.38%0.63%0.68%1.13%0.49%
9888.HK
Baidu Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

3888.HK vs. 9888.HK - Drawdown Comparison

The maximum 3888.HK drawdown since its inception was -76.29%, which is greater than 9888.HK's maximum drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for 3888.HK and 9888.HK. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-51.22%
-67.62%
3888.HK
9888.HK

Volatility

3888.HK vs. 9888.HK - Volatility Comparison

Kingsoft Corp Ltd (3888.HK) has a higher volatility of 11.09% compared to Baidu Inc (9888.HK) at 8.60%. This indicates that 3888.HK's price experiences larger fluctuations and is considered to be riskier than 9888.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.09%
8.60%
3888.HK
9888.HK

Financials

3888.HK vs. 9888.HK - Financials Comparison

This section allows you to compare key financial metrics between Kingsoft Corp Ltd and Baidu Inc. 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