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3993.HK vs. XCH.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


3993.HKXCH.TO
YTD Return72.50%13.33%
1Y Return60.82%1.69%
3Y Return (Ann)11.78%-12.00%
5Y Return (Ann)27.85%-6.37%
10Y Return (Ann)19.53%0.82%
Sharpe Ratio1.81-0.02
Daily Std Dev40.19%24.72%
Max Drawdown-92.43%-58.02%
Current Drawdown-11.68%-44.62%

Correlation

-0.50.00.51.00.3

The correlation between 3993.HK and XCH.TO is 0.32, 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

3993.HK vs. XCH.TO - Performance Comparison

In the year-to-date period, 3993.HK achieves a 72.50% return, which is significantly higher than XCH.TO's 13.33% return. Over the past 10 years, 3993.HK has outperformed XCH.TO with an annualized return of 19.53%, while XCH.TO has yielded a comparatively lower 0.82% annualized 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%400.00%500.00%FebruaryMarchAprilMayJuneJuly
447.14%
-8.10%
3993.HK
XCH.TO

Compare stocks, funds, or ETFs

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


CMOC Group Ltd

iShares China Index ETF

Risk-Adjusted Performance

3993.HK vs. XCH.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CMOC Group Ltd (3993.HK) and iShares China Index ETF (XCH.TO). 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.


3993.HK
Sharpe ratio
The chart of Sharpe ratio for 3993.HK, currently valued at 1.38, compared to the broader market-2.00-1.000.001.002.003.001.38
Sortino ratio
The chart of Sortino ratio for 3993.HK, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.06
Omega ratio
The chart of Omega ratio for 3993.HK, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for 3993.HK, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for 3993.HK, currently valued at 4.00, compared to the broader market-5.000.005.0010.0015.0020.0025.004.00
XCH.TO
Sharpe ratio
The chart of Sharpe ratio for XCH.TO, currently valued at -0.17, compared to the broader market-2.00-1.000.001.002.003.00-0.17
Sortino ratio
The chart of Sortino ratio for XCH.TO, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07
Omega ratio
The chart of Omega ratio for XCH.TO, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for XCH.TO, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for XCH.TO, currently valued at -0.27, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.27

3993.HK vs. XCH.TO - Sharpe Ratio Comparison

The current 3993.HK Sharpe Ratio is 1.81, which is higher than the XCH.TO Sharpe Ratio of -0.02. The chart below compares the 12-month rolling Sharpe Ratio of 3993.HK and XCH.TO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
1.38
-0.17
3993.HK
XCH.TO

Dividends

3993.HK vs. XCH.TO - Dividend Comparison

3993.HK's dividend yield for the trailing twelve months is around 2.36%, which matches XCH.TO's 2.34% yield.


TTM20232022202120202019201820172016201520142013
3993.HK
CMOC Group Ltd
2.36%2.20%2.33%0.97%0.93%3.74%3.25%0.79%1.55%5.25%3.92%4.35%
XCH.TO
iShares China Index ETF
2.34%2.86%2.35%1.50%2.17%2.50%2.45%2.41%2.21%2.58%2.09%2.15%

Drawdowns

3993.HK vs. XCH.TO - Drawdown Comparison

The maximum 3993.HK drawdown since its inception was -92.43%, which is greater than XCH.TO's maximum drawdown of -58.02%. Use the drawdown chart below to compare losses from any high point for 3993.HK and XCH.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-11.61%
-48.59%
3993.HK
XCH.TO

Volatility

3993.HK vs. XCH.TO - Volatility Comparison

CMOC Group Ltd (3993.HK) has a higher volatility of 12.99% compared to iShares China Index ETF (XCH.TO) at 6.40%. This indicates that 3993.HK's price experiences larger fluctuations and is considered to be riskier than XCH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%FebruaryMarchAprilMayJuneJuly
12.99%
6.40%
3993.HK
XCH.TO