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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 0.51, 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

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.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
99.50%
28.38%
9961.HK
1810.HK

Key characteristics

Sharpe Ratio

9961.HK:

2.57

1810.HK:

2.77

Sortino Ratio

9961.HK:

3.34

1810.HK:

3.47

Omega Ratio

9961.HK:

1.42

1810.HK:

1.42

Calmar Ratio

9961.HK:

3.72

1810.HK:

1.73

Martin Ratio

9961.HK:

9.89

1810.HK:

9.85

Ulcer Index

9961.HK:

11.09%

1810.HK:

11.55%

Daily Std Dev

9961.HK:

43.18%

1810.HK:

41.34%

Max Drawdown

9961.HK:

-60.86%

1810.HK:

-76.06%

Current Drawdown

9961.HK:

-4.61%

1810.HK:

-3.26%

Fundamentals

Market Cap

9961.HK:

HK$363.97B

1810.HK:

HK$857.01B

EPS

9961.HK:

HK$24.74

1810.HK:

HK$0.95

PE Ratio

9961.HK:

25.32

1810.HK:

35.21

PEG Ratio

9961.HK:

0.94

1810.HK:

1.21

Total Revenue (TTM)

9961.HK:

HK$50.88B

1810.HK:

HK$162.13B

Gross Profit (TTM)

9961.HK:

HK$41.52B

1810.HK:

HK$34.01B

Returns By Period

In the year-to-date period, 9961.HK achieves a 101.37% return, which is significantly lower than 1810.HK's 118.91% return.


9961.HK

YTD

101.37%

1M

11.13%

6M

49.23%

1Y

102.10%

5Y*

N/A

10Y*

N/A

1810.HK

YTD

118.91%

1M

20.67%

6M

107.22%

1Y

109.77%

5Y*

26.58%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for 9961.HK, currently valued at 2.59, compared to the broader market-4.00-2.000.002.002.592.79
The chart of Sortino ratio for 9961.HK, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.003.353.49
The chart of Omega ratio for 9961.HK, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.42
The chart of Calmar ratio for 9961.HK, currently valued at 3.77, compared to the broader market0.002.004.006.003.771.91
The chart of Martin ratio for 9961.HK, currently valued at 9.99, compared to the broader market0.005.0010.0015.0020.0025.009.999.93
9961.HK
1810.HK

The current 9961.HK Sharpe Ratio is 2.57, which is comparable to the 1810.HK Sharpe Ratio of 2.77. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.59
2.79
9961.HK
1810.HK

Dividends

9961.HK vs. 1810.HK - Dividend Comparison

Neither 9961.HK nor 1810.HK has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.46%
0
9961.HK
1810.HK

Volatility

9961.HK vs. 1810.HK - Volatility Comparison

Trip.com Group Ltd (9961.HK) has a higher volatility of 11.94% compared to Xiaomi Corp (1810.HK) at 9.83%. This indicates that 9961.HK's price experiences larger fluctuations and is considered to be riskier than 1810.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
11.94%
9.83%
9961.HK
1810.HK

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


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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