PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
3988.HK vs. MPNGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 3988.HK and MPNGY 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.


-0.50.00.51.00.2

Performance

3988.HK vs. MPNGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of China Limited (3988.HK) and Meituan ADR (MPNGY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
28.36%
43.87%
3988.HK
MPNGY

Key characteristics

Sharpe Ratio

3988.HK:

2.71

MPNGY:

2.32

Sortino Ratio

3988.HK:

3.68

MPNGY:

2.94

Omega Ratio

3988.HK:

1.44

MPNGY:

1.37

Calmar Ratio

3988.HK:

5.70

MPNGY:

1.58

Martin Ratio

3988.HK:

14.69

MPNGY:

9.05

Ulcer Index

3988.HK:

4.20%

MPNGY:

15.10%

Daily Std Dev

3988.HK:

22.73%

MPNGY:

58.89%

Max Drawdown

3988.HK:

-66.11%

MPNGY:

-86.40%

Current Drawdown

3988.HK:

0.00%

MPNGY:

-66.62%

Fundamentals

Market Cap

3988.HK:

HK$1.57T

MPNGY:

$116.31B

EPS

3988.HK:

HK$0.57

MPNGY:

$0.97

PE Ratio

3988.HK:

4.95

MPNGY:

40.06

PEG Ratio

3988.HK:

8.33

MPNGY:

0.77

Total Revenue (TTM)

3988.HK:

HK$477.58B

MPNGY:

$155.53B

Gross Profit (TTM)

3988.HK:

HK$316.93B

MPNGY:

$59.59B

EBITDA (TTM)

3988.HK:

HK$141.27B

MPNGY:

$17.31B

Returns By Period

In the year-to-date period, 3988.HK achieves a 6.34% return, which is significantly higher than MPNGY's 0.13% return.


3988.HK

YTD

6.34%

1M

7.70%

6M

28.26%

1Y

56.12%

5Y*

15.16%

10Y*

6.84%

MPNGY

YTD

0.13%

1M

-2.12%

6M

43.87%

1Y

132.31%

5Y*

8.37%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

3988.HK vs. MPNGY — Risk-Adjusted Performance Rank

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

3988.HK
The Risk-Adjusted Performance Rank of 3988.HK is 9696
Overall Rank
The Sharpe Ratio Rank of 3988.HK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 3988.HK is 9696
Sortino Ratio Rank
The Omega Ratio Rank of 3988.HK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of 3988.HK is 9898
Calmar Ratio Rank
The Martin Ratio Rank of 3988.HK is 9595
Martin Ratio Rank

MPNGY
The Risk-Adjusted Performance Rank of MPNGY is 9191
Overall Rank
The Sharpe Ratio Rank of MPNGY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MPNGY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MPNGY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of MPNGY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MPNGY is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

3988.HK vs. MPNGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of China Limited (3988.HK) and Meituan ADR (MPNGY). 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 3988.HK, currently valued at 2.49, compared to the broader market-2.000.002.004.002.492.16
The chart of Sortino ratio for 3988.HK, currently valued at 3.42, compared to the broader market-4.00-2.000.002.004.003.422.82
The chart of Omega ratio for 3988.HK, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.36
The chart of Calmar ratio for 3988.HK, currently valued at 5.13, compared to the broader market0.002.004.006.005.131.48
The chart of Martin ratio for 3988.HK, currently valued at 12.88, compared to the broader market-10.000.0010.0020.0012.888.07
3988.HK
MPNGY

The current 3988.HK Sharpe Ratio is 2.71, which is comparable to the MPNGY Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of 3988.HK and MPNGY, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
2.49
2.16
3988.HK
MPNGY

Dividends

3988.HK vs. MPNGY - Dividend Comparison

3988.HK's dividend yield for the trailing twelve months is around 9.55%, while MPNGY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
3988.HK
Bank of China Limited
9.55%6.53%8.45%9.12%8.46%7.90%6.33%6.26%5.01%6.02%6.86%5.65%
MPNGY
Meituan ADR
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

3988.HK vs. MPNGY - Drawdown Comparison

The maximum 3988.HK drawdown since its inception was -66.11%, smaller than the maximum MPNGY drawdown of -86.40%. Use the drawdown chart below to compare losses from any high point for 3988.HK and MPNGY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February0
-66.62%
3988.HK
MPNGY

Volatility

3988.HK vs. MPNGY - Volatility Comparison

The current volatility for Bank of China Limited (3988.HK) is 4.13%, while Meituan ADR (MPNGY) has a volatility of 12.86%. This indicates that 3988.HK experiences smaller price fluctuations and is considered to be less risky than MPNGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
4.13%
12.86%
3988.HK
MPNGY

Financials

3988.HK vs. MPNGY - Financials Comparison

This section allows you to compare key financial metrics between Bank of China Limited and Meituan ADR. 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. 3988.HK values in HKD, MPNGY values in USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab