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9961.HK vs. 0700.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 9961.HK and 0700.HK is 0.57, 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.


-0.50.00.51.00.6

Performance

9961.HK vs. 0700.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trip.com Group Ltd (9961.HK) and Tencent Holdings Ltd (0700.HK). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.64%
12.24%
9961.HK
0700.HK

Key characteristics

Sharpe Ratio

9961.HK:

2.56

0700.HK:

1.18

Sortino Ratio

9961.HK:

3.33

0700.HK:

1.70

Omega Ratio

9961.HK:

1.42

0700.HK:

1.23

Calmar Ratio

9961.HK:

3.71

0700.HK:

0.59

Martin Ratio

9961.HK:

9.88

0700.HK:

4.33

Ulcer Index

9961.HK:

11.08%

0700.HK:

8.80%

Daily Std Dev

9961.HK:

43.20%

0700.HK:

32.65%

Max Drawdown

9961.HK:

-60.86%

0700.HK:

-73.53%

Current Drawdown

9961.HK:

-5.29%

0700.HK:

-42.51%

Fundamentals

Market Cap

9961.HK:

HK$373.41B

0700.HK:

HK$3.72T

EPS

9961.HK:

HK$24.74

0700.HK:

HK$22.05

PE Ratio

9961.HK:

25.88

0700.HK:

23.90

PEG Ratio

9961.HK:

0.94

0700.HK:

0.60

Total Revenue (TTM)

9961.HK:

HK$50.88B

0700.HK:

HK$475.81B

Gross Profit (TTM)

9961.HK:

HK$41.52B

0700.HK:

HK$247.33B

Returns By Period

In the year-to-date period, 9961.HK achieves a 99.93% return, which is significantly higher than 0700.HK's 46.49% return.


9961.HK

YTD

99.93%

1M

11.58%

6M

44.08%

1Y

107.87%

5Y*

N/A

10Y*

N/A

0700.HK

YTD

46.49%

1M

3.80%

6M

11.80%

1Y

37.58%

5Y*

3.40%

10Y*

15.15%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

9961.HK vs. 0700.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Ltd (9961.HK) and Tencent Holdings Ltd (0700.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.


Sharpe ratio
The chart of Sharpe ratio for 9961.HK, currently valued at 2.57, compared to the broader market-4.00-2.000.002.002.571.19
The chart of Sortino ratio for 9961.HK, currently valued at 3.34, compared to the broader market-4.00-2.000.002.004.003.341.71
The chart of Omega ratio for 9961.HK, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.23
The chart of Calmar ratio for 9961.HK, currently valued at 3.76, compared to the broader market0.002.004.006.003.760.67
The chart of Martin ratio for 9961.HK, currently valued at 9.96, compared to the broader market-5.000.005.0010.0015.0020.0025.009.964.34
9961.HK
0700.HK

The current 9961.HK Sharpe Ratio is 2.56, which is higher than the 0700.HK Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of 9961.HK and 0700.HK, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.57
1.19
9961.HK
0700.HK

Dividends

9961.HK vs. 0700.HK - Dividend Comparison

9961.HK has not paid dividends to shareholders, while 0700.HK's dividend yield for the trailing twelve months is around 0.80%.


TTM20232022202120202019201820172016201520142013
9961.HK
Trip.com Group Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
0700.HK
Tencent Holdings Ltd
0.80%1.63%0.93%0.32%0.20%0.25%0.27%0.14%0.23%0.22%0.20%0.19%

Drawdowns

9961.HK vs. 0700.HK - Drawdown Comparison

The maximum 9961.HK drawdown since its inception was -60.86%, smaller than the maximum 0700.HK drawdown of -73.53%. Use the drawdown chart below to compare losses from any high point for 9961.HK and 0700.HK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.29%
-30.44%
9961.HK
0700.HK

Volatility

9961.HK vs. 0700.HK - Volatility Comparison

Trip.com Group Ltd (9961.HK) has a higher volatility of 11.94% compared to Tencent Holdings Ltd (0700.HK) at 6.38%. This indicates that 9961.HK's price experiences larger fluctuations and is considered to be riskier than 0700.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.94%
6.38%
9961.HK
0700.HK

Financials

9961.HK vs. 0700.HK - Financials Comparison

This section allows you to compare key financial metrics between Trip.com Group Ltd and Tencent Holdings Ltd. 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


Values in HKD except per share items
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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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