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9961.HK vs. 1810.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 9961.HK and 1810.HK is 0.07, 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

9961.HK vs. 1810.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trip.com Group Ltd (9961.HK) and Xiaomi Corp (1810.HK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

9961.HK:

0.48

1810.HK:

4.37

Sortino Ratio

9961.HK:

0.90

1810.HK:

3.72

Omega Ratio

9961.HK:

1.12

1810.HK:

1.53

Calmar Ratio

9961.HK:

0.69

1810.HK:

3.72

Martin Ratio

9961.HK:

1.53

1810.HK:

21.84

Ulcer Index

9961.HK:

13.36%

1810.HK:

9.39%

Daily Std Dev

9961.HK:

49.29%

1810.HK:

50.77%

Max Drawdown

9961.HK:

-60.86%

1810.HK:

-76.06%

Current Drawdown

9961.HK:

-17.68%

1810.HK:

-7.22%

Fundamentals

Market Cap

9961.HK:

HK$323.86B

1810.HK:

HK$1.41T

EPS

9961.HK:

HK$26.93

1810.HK:

HK$1.29

PE Ratio

9961.HK:

17.38

1810.HK:

54.31

PEG Ratio

9961.HK:

2.85

1810.HK:

1.20

PS Ratio

9961.HK:

5.62

1810.HK:

3.47

PB Ratio

9961.HK:

1.94

1810.HK:

5.36

Total Revenue (TTM)

9961.HK:

HK$55.22B

1810.HK:

HK$88.89B

Gross Profit (TTM)

9961.HK:

HK$44.76B

1810.HK:

HK$18.39B

Returns By Period

In the year-to-date period, 9961.HK achieves a -10.67% return, which is significantly lower than 1810.HK's 55.84% return.


9961.HK

YTD

-10.67%

1M

-5.14%

6M

-14.01%

1Y

23.19%

3Y*

41.58%

5Y*

N/A

10Y*

N/A

1810.HK

YTD

55.84%

1M

5.88%

6M

80.30%

1Y

211.78%

3Y*

66.02%

5Y*

33.66%

10Y*

N/A

*Annualized

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Trip.com Group Ltd

Xiaomi Corp

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

9961.HK vs. 1810.HK — Risk-Adjusted Performance Rank

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

9961.HK
The Risk-Adjusted Performance Rank of 9961.HK is 6565
Overall Rank
The Sharpe Ratio Rank of 9961.HK is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of 9961.HK is 5959
Sortino Ratio Rank
The Omega Ratio Rank of 9961.HK is 5858
Omega Ratio Rank
The Calmar Ratio Rank of 9961.HK is 7575
Calmar Ratio Rank
The Martin Ratio Rank of 9961.HK is 6666
Martin Ratio Rank

1810.HK
The Risk-Adjusted Performance Rank of 1810.HK is 9898
Overall Rank
The Sharpe Ratio Rank of 1810.HK is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of 1810.HK is 9797
Sortino Ratio Rank
The Omega Ratio Rank of 1810.HK is 9696
Omega Ratio Rank
The Calmar Ratio Rank of 1810.HK is 9797
Calmar Ratio Rank
The Martin Ratio Rank of 1810.HK is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

9961.HK vs. 1810.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Ltd (9961.HK) and Xiaomi Corp (1810.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.


The current 9961.HK Sharpe Ratio is 0.48, which is lower than the 1810.HK Sharpe Ratio of 4.37. The chart below compares the historical Sharpe Ratios of 9961.HK and 1810.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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

9961.HK vs. 1810.HK - Dividend Comparison

9961.HK's dividend yield for the trailing twelve months is around 0.49%, while 1810.HK has not paid dividends to shareholders.


TTM
9961.HK
Trip.com Group Ltd
0.49%
1810.HK
Xiaomi Corp
0.00%

Drawdowns

9961.HK vs. 1810.HK - Drawdown Comparison

The maximum 9961.HK drawdown since its inception was -60.86%, smaller than the maximum 1810.HK drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for 9961.HK and 1810.HK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

9961.HK vs. 1810.HK - Volatility Comparison

Trip.com Group Ltd (9961.HK) and Xiaomi Corp (1810.HK) have volatilities of 10.46% and 9.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

9961.HK vs. 1810.HK - Financials Comparison

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


0.0020.00B40.00B60.00B80.00B20212022202320242025
13.83B
88.89B
(9961.HK) Total Revenue
(1810.HK) Total Revenue
Values in HKD except per share items