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6078.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 6078.HK and ^HSI is 0.53, 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.


-0.50.00.51.00.5

Performance

6078.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hygeia Healthcare Holdings Co Ltd (6078.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-44.11%
-19.10%
6078.HK
^HSI

Key characteristics

Sharpe Ratio

6078.HK:

-0.83

^HSI:

0.80

Sortino Ratio

6078.HK:

-1.28

^HSI:

1.27

Omega Ratio

6078.HK:

0.86

^HSI:

1.16

Calmar Ratio

6078.HK:

-0.65

^HSI:

0.37

Martin Ratio

6078.HK:

-1.50

^HSI:

2.31

Ulcer Index

6078.HK:

37.78%

^HSI:

8.84%

Daily Std Dev

6078.HK:

68.14%

^HSI:

25.51%

Max Drawdown

6078.HK:

-86.54%

^HSI:

-91.54%

Current Drawdown

6078.HK:

-86.54%

^HSI:

-40.52%

Returns By Period

In the year-to-date period, 6078.HK achieves a -58.92% return, which is significantly lower than ^HSI's 15.68% return.


6078.HK

YTD

-58.92%

1M

-20.94%

6M

-50.17%

1Y

-59.10%

5Y*

N/A

10Y*

N/A

^HSI

YTD

15.68%

1M

0.08%

6M

9.39%

1Y

18.65%

5Y*

-6.84%

10Y*

-1.71%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

6078.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hygeia Healthcare Holdings Co Ltd (6078.HK) and Hang Seng Index (^HSI). 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 6078.HK, currently valued at -0.83, compared to the broader market-4.00-2.000.002.00-0.830.82
The chart of Sortino ratio for 6078.HK, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.00-1.271.29
The chart of Omega ratio for 6078.HK, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.16
The chart of Calmar ratio for 6078.HK, currently valued at -0.65, compared to the broader market0.002.004.006.00-0.650.40
The chart of Martin ratio for 6078.HK, currently valued at -1.49, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.492.35
6078.HK
^HSI

The current 6078.HK Sharpe Ratio is -0.83, which is lower than the ^HSI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of 6078.HK and ^HSI, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.83
0.82
6078.HK
^HSI

Drawdowns

6078.HK vs. ^HSI - Drawdown Comparison

The maximum 6078.HK drawdown since its inception was -86.54%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 6078.HK and ^HSI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-86.56%
-36.76%
6078.HK
^HSI

Volatility

6078.HK vs. ^HSI - Volatility Comparison

Hygeia Healthcare Holdings Co Ltd (6078.HK) has a higher volatility of 13.83% compared to Hang Seng Index (^HSI) at 5.77%. This indicates that 6078.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.83%
5.77%
6078.HK
^HSI
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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.

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