3993.HK vs. 2727.HK
Compare and contrast key facts about CMOC Group Ltd (3993.HK) and Shanghai Electric Group Co Ltd H (2727.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 3993.HK or 2727.HK.
Key characteristics
| 3993.HK | 2727.HK | |
|---|---|---|
| YTD Return | 73.30% | -7.36% |
| 1Y Return | 56.68% | -28.10% |
| 3Y Return (Ann) | 15.07% | -15.77% |
| 5Y Return (Ann) | 24.13% | -12.04% |
| 10Y Return (Ann) | 24.11% | -5.66% |
| Sharpe Ratio | 1.20 | -0.80 |
| Daily Std Dev | 37.90% | 31.01% |
| Max Drawdown | -92.43% | -82.73% |
| Current Drawdown | -3.01% | -80.53% |
Fundamentals
| 3993.HK | 2727.HK | |
|---|---|---|
| Market Cap | HK$207.25B | HK$66.71B |
| EPS | HK$0.41 | HK$0.06 |
| PE Ratio | 18.61 | 85.50 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | HK$186.27B | HK$114.80B |
| Gross Profit (TTM) | HK$16.06B | HK$16.64B |
| EBITDA (TTM) | HK$14.71B | HK$4.54B |
Correlation
The correlation between 3993.HK and 2727.HK is 0.44, 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.
Performance
3993.HK vs. 2727.HK - Performance Comparison
In the year-to-date period, 3993.HK achieves a 73.30% return, which is significantly higher than 2727.HK's -7.36% return. Over the past 10 years, 3993.HK has outperformed 2727.HK with an annualized return of 24.11%, while 2727.HK has yielded a comparatively lower -5.66% annualized 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
3993.HK vs. 2727.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CMOC Group Ltd (3993.HK) and Shanghai Electric Group Co Ltd H (2727.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
3993.HK vs. 2727.HK - Dividend Comparison
3993.HK's dividend yield for the trailing twelve months is around 1.27%, while 2727.HK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
3993.HK CMOC Group Ltd | 1.27% | 2.20% | 2.33% | 0.97% | 0.93% | 3.74% | 3.25% | 0.79% | 1.55% | 5.25% | 3.92% | 4.35% |
2727.HK Shanghai Electric Group Co Ltd H | 0.00% | 0.00% | 0.00% | 3.63% | 0.00% | 2.73% | 4.40% | 0.00% | 0.00% | 1.81% | 2.28% | 2.84% |
Drawdowns
3993.HK vs. 2727.HK - Drawdown Comparison
The maximum 3993.HK drawdown since its inception was -92.43%, which is greater than 2727.HK's maximum drawdown of -82.73%. Use the drawdown chart below to compare losses from any high point for 3993.HK and 2727.HK. For additional features, visit the drawdowns tool.
Volatility
3993.HK vs. 2727.HK - Volatility Comparison
The current volatility for CMOC Group Ltd (3993.HK) is 13.24%, while Shanghai Electric Group Co Ltd H (2727.HK) has a volatility of 15.61%. This indicates that 3993.HK experiences smaller price fluctuations and is considered to be less risky than 2727.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
3993.HK vs. 2727.HK - Financials Comparison
This section allows you to compare key financial metrics between CMOC Group Ltd and Shanghai Electric Group 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