6055.HK vs. JAPAY

Last updated Jun 5, 2026

6055.HK (China Tobacco International HK Co Ltd) and JAPAY (Japan Tobacco ADR) are both stocks. Both operate in the Tobacco industry within the Consumer Defensive sector. Over the past 5 years, 6055.HK returned 7.56%/yr vs 14.34%/yr for JAPAY. At a 0.03 correlation, their price movements are largely independent.

Performance

6055.HK vs. JAPAY - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China Tobacco International HK Co Ltd (6055.HK) and Japan Tobacco ADR (JAPAY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

6055.HK is traded in HKD, while JAPAY is traded in USD. To make them comparable, the JAPAY values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 6055.HK achieves a -33.36% return, which is significantly lower than JAPAY's 3.57% return.

6055.HK

• 1D: -3.39%
• 1M: -18.49%
• YTD: -33.36%
• 6M: -31.19%
• 1Y: -32.45%
• 3Y*: 38.87%
• 5Y*: 7.56%
• 10Y*: —

JAPAY

• 1D: -1.92%
• 1M: -2.71%
• YTD: 3.57%
• 6M: 0.47%
• 1Y: 26.98%
• 3Y*: 19.84%
• 5Y*: 14.34%
• 10Y*: -0.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

6055.HK vs. JAPAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
6055.HK China Tobacco International HK Co Ltd	-33.36%	51.73%	148.81%	-13.66%	-24.87%	5.89%	-21.68%	258.50%
JAPAY Japan Tobacco ADR	3.57%	43.78%	1.40%	28.30%	-0.52%	-0.35%	-8.78%	-4.90%

Correlation

The correlation between 6055.HK and JAPAY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019	0.03

The correlation between 6055.HK and JAPAY shifts across timeframes, from -0.04 (1 year) to 0.09 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

6055.HK vs. JAPAY — Risk / Return Rank

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

6055.HK

6055.HK Risk / Return Rank: 8
6055.HK Sharpe Ratio Rank: 8
6055.HK Sortino Ratio Rank: 7
6055.HK Omega Ratio Rank: 10
6055.HK Calmar Ratio Rank: 14
6055.HK Martin Ratio Rank: 3

JAPAY

JAPAY Risk / Return Rank: 77
JAPAY Sharpe Ratio Rank: 79
JAPAY Sortino Ratio Rank: 77
JAPAY Omega Ratio Rank: 73
JAPAY Calmar Ratio Rank: 78
JAPAY Martin Ratio Rank: 79

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.

6055.HK vs. JAPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Tobacco International HK Co Ltd (6055.HK) and Japan Tobacco ADR (JAPAY). 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.

	6055.HK	JAPAY	Difference
Sharpe ratio: Return per unit of total volatility	-0.86	1.33	-2.19
Sortino ratio: Return per unit of downside risk	-1.35	2.06	-3.41
Omega ratio: Gain probability vs. loss probability	0.86	1.24	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.73	2.38	-3.11
Martin ratio: Return relative to average drawdown	-1.62	6.18	-7.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

6055.HK vs. JAPAY - Sharpe Ratio Comparison

The current 6055.HK Sharpe Ratio is -0.86, which is lower than the JAPAY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of 6055.HK and JAPAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	6055.HK	JAPAY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.86	1.33	-2.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.75	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.17	+0.30

Drawdowns

6055.HK vs. JAPAY - Drawdown Comparison

The maximum 6055.HK drawdown since its inception was -71.20%, which is greater than JAPAY's maximum drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for 6055.HK and JAPAY.

Drawdown Indicators

	6055.HK	JAPAY	Difference
Max Drawdown Largest peak-to-trough decline	-71.20%	-61.36%	-9.84%
Max Drawdown (1Y) Largest decline over 1 year	-49.98%	-11.39%	-38.59%
Max Drawdown (3Y) Largest decline over 3 years	-49.98%	-15.35%	-34.63%
Max Drawdown (5Y) Largest decline over 5 years	-59.25%	-23.46%	-35.79%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.07%	—
Current Drawdown Current decline from peak	-49.74%	-8.47%	-41.27%
Average Drawdown Average peak-to-trough decline	-37.82%	-26.42%	-11.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.40%	4.38%	+18.02%

Volatility

6055.HK vs. JAPAY - Volatility Comparison

China Tobacco International HK Co Ltd (6055.HK) has a higher volatility of 9.97% compared to Japan Tobacco ADR (JAPAY) at 7.27%. This indicates that 6055.HK's price experiences larger fluctuations and is considered to be riskier than JAPAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	6055.HK	JAPAY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.97%	7.27%	+2.70%
Volatility (6M) Calculated over the trailing 6-month period	27.49%	15.24%	+12.25%
Volatility (1Y) Calculated over the trailing 1-year period	43.04%	20.53%	+22.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.72%	19.13%	+25.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.70%	19.26%	+36.44%

Dividends

6055.HK vs. JAPAY - Dividend Comparison

6055.HK's dividend yield for the trailing twelve months is around 3.55%, more than JAPAY's 1.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
6055.HK China Tobacco International HK Co Ltd	3.55%	1.41%	1.98%	2.03%	1.46%	0.25%	1.08%	0.00%	0.00%	0.00%	0.00%
JAPAY Japan Tobacco ADR	1.89%	1.95%	2.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7.63%

Financials

Frequently Asked Questions

Can I hold both 6055.HK and JAPAY in my portfolio?

6055.HK and JAPAY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.