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6055.HK vs. JAPAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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6055.HK vs. JAPAY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
6055.HK
China Tobacco International HK Co Ltd
-3.72%51.73%148.81%-13.66%-24.87%5.89%-21.68%258.50%
JAPAY
Japan Tobacco ADR
7.65%43.78%1.40%28.30%-0.52%-0.35%-8.78%-4.90%
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 -3.72% return, which is significantly lower than JAPAY's 7.65% return.


6055.HK

1D
1.18%
1M
-17.55%
YTD
-3.72%
6M
-24.00%
1Y
45.18%
3Y*
53.00%
5Y*
13.96%
10Y*

JAPAY

1D
0.07%
1M
1.68%
YTD
7.65%
6M
18.22%
1Y
42.50%
3Y*
23.82%
5Y*
16.36%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Japan Tobacco ADR

Often compared with 6055.HK:
6055.HK vs. PM
Often compared with JAPAY:
JAPAY vs. PMJAPAY vs. DANOY

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: 6969
Overall Rank
6055.HK Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
6055.HK Sortino Ratio Rank: 7272
Sortino Ratio Rank
6055.HK Omega Ratio Rank: 6868
Omega Ratio Rank
6055.HK Calmar Ratio Rank: 6868
Calmar Ratio Rank
6055.HK Martin Ratio Rank: 6565
Martin Ratio Rank

JAPAY
JAPAY Risk / Return Rank: 8989
Overall Rank
JAPAY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JAPAY Sortino Ratio Rank: 9090
Sortino Ratio Rank
JAPAY Omega Ratio Rank: 8686
Omega Ratio Rank
JAPAY Calmar Ratio Rank: 8888
Calmar Ratio Rank
JAPAY Martin Ratio Rank: 8989
Martin Ratio Rank
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.HKJAPAYDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.10

-1.13

Sortino ratio

Return per unit of downside risk

1.76

3.00

-1.24

Omega ratio

Gain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratio

Return relative to maximum drawdown

1.34

3.87

-2.52

Martin ratio

Return relative to average drawdown

2.67

11.12

-8.45

6055.HK vs. JAPAY - Sharpe Ratio Comparison

The current 6055.HK Sharpe Ratio is 0.97, which is lower than the JAPAY Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of 6055.HK and JAPAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


6055.HKJAPAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.10

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.87

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.17

+0.43

Correlation

The correlation between 6055.HK and JAPAY is 0.03, 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.


Dividends

6055.HK vs. JAPAY - Dividend Comparison

6055.HK's dividend yield for the trailing twelve months is around 1.46%, less than JAPAY's 1.82% yield.


TTM2025202420232022202120202019201820172016
6055.HK
China Tobacco International HK Co Ltd
1.46%1.41%1.98%2.03%1.46%0.25%1.08%0.00%0.00%0.00%0.00%
JAPAY
Japan Tobacco ADR
1.82%1.95%2.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.63%

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.


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Drawdown Indicators


6055.HKJAPAYDifference

Max Drawdown

Largest peak-to-trough decline

-71.20%

-61.83%

-9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-31.38%

-11.51%

-19.87%

Max Drawdown (5Y)

Largest decline over 5 years

-60.34%

-23.93%

-36.41%

Max Drawdown (10Y)

Largest decline over 10 years

-61.83%

Current Drawdown

Current decline from peak

-27.39%

-4.09%

-23.30%

Average Drawdown

Average peak-to-trough decline

-37.79%

-26.83%

-10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.81%

4.23%

+11.58%

Volatility

6055.HK vs. JAPAY - Volatility Comparison

China Tobacco International HK Co Ltd (6055.HK) has a higher volatility of 8.92% compared to Japan Tobacco ADR (JAPAY) at 6.80%. 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.


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Volatility by Period


6055.HKJAPAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

6.80%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

25.80%

14.91%

+10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

47.86%

20.34%

+27.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.38%

18.85%

+25.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.01%

19.38%

+36.63%

Financials

6055.HK vs. JAPAY - Financials Comparison

This section allows you to compare key financial metrics between China Tobacco International HK Co Ltd and Japan Tobacco 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. 6055.HK values in HKD, JAPAY values in USD