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9988.HK vs. 1385.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 9988.HK and 1385.HK is 0.13, 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

9988.HK vs. 1385.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alibaba Group Holding Ltd (9988.HK) and Shanghai Fudan Microelectronics Group Co Ltd (1385.HK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

9988.HK:

1.39

1385.HK:

1.64

Sortino Ratio

9988.HK:

2.12

1385.HK:

2.72

Omega Ratio

9988.HK:

1.29

1385.HK:

1.38

Calmar Ratio

9988.HK:

0.94

1385.HK:

2.02

Martin Ratio

9988.HK:

4.38

1385.HK:

6.35

Ulcer Index

9988.HK:

16.31%

1385.HK:

24.47%

Daily Std Dev

9988.HK:

47.47%

1385.HK:

77.20%

Max Drawdown

9988.HK:

-80.01%

1385.HK:

-94.52%

Current Drawdown

9988.HK:

-58.71%

1385.HK:

-36.73%

Fundamentals

Market Cap

9988.HK:

HK$2.36T

1385.HK:

HK$33.16B

EPS

9988.HK:

HK$6.60

1385.HK:

HK$0.72

PE Ratio

9988.HK:

18.48

1385.HK:

35.21

PS Ratio

9988.HK:

2.40

1385.HK:

9.25

PB Ratio

9988.HK:

2.17

1385.HK:

3.37

Total Revenue (TTM)

9988.HK:

HK$759.89B

1385.HK:

HK$901.35M

Gross Profit (TTM)

9988.HK:

HK$307.23B

1385.HK:

HK$507.76M

Returns By Period

In the year-to-date period, 9988.HK achieves a 49.19% return, which is significantly lower than 1385.HK's 67.66% return.


9988.HK

YTD

49.19%

1M

17.94%

6M

31.49%

1Y

60.61%

5Y*

-8.79%

10Y*

N/A

1385.HK

YTD

67.66%

1M

-6.46%

6M

51.07%

1Y

116.76%

5Y*

34.09%

10Y*

10.85%

*Annualized

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Risk-Adjusted Performance

9988.HK vs. 1385.HK — Risk-Adjusted Performance Rank

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

9988.HK
The Risk-Adjusted Performance Rank of 9988.HK is 8686
Overall Rank
The Sharpe Ratio Rank of 9988.HK is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of 9988.HK is 8787
Sortino Ratio Rank
The Omega Ratio Rank of 9988.HK is 8686
Omega Ratio Rank
The Calmar Ratio Rank of 9988.HK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of 9988.HK is 8585
Martin Ratio Rank

1385.HK
The Risk-Adjusted Performance Rank of 1385.HK is 9292
Overall Rank
The Sharpe Ratio Rank of 1385.HK is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of 1385.HK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of 1385.HK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of 1385.HK is 9393
Calmar Ratio Rank
The Martin Ratio Rank of 1385.HK is 9090
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.

9988.HK vs. 1385.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Ltd (9988.HK) and Shanghai Fudan Microelectronics Group Co Ltd (1385.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 9988.HK Sharpe Ratio is 1.39, which is comparable to the 1385.HK Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of 9988.HK and 1385.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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Dividends

9988.HK vs. 1385.HK - Dividend Comparison

9988.HK's dividend yield for the trailing twelve months is around 0.79%, more than 1385.HK's 0.43% yield.


TTM20242023202220212020201920182017201620152014
9988.HK
Alibaba Group Holding Ltd
0.79%1.18%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
1385.HK
Shanghai Fudan Microelectronics Group Co Ltd
0.43%0.73%1.06%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.46%

Drawdowns

9988.HK vs. 1385.HK - Drawdown Comparison

The maximum 9988.HK drawdown since its inception was -80.01%, smaller than the maximum 1385.HK drawdown of -94.52%. Use the drawdown chart below to compare losses from any high point for 9988.HK and 1385.HK. For additional features, visit the drawdowns tool.


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Volatility

9988.HK vs. 1385.HK - Volatility Comparison

The current volatility for Alibaba Group Holding Ltd (9988.HK) is 23.30%, while Shanghai Fudan Microelectronics Group Co Ltd (1385.HK) has a volatility of 24.60%. This indicates that 9988.HK experiences smaller price fluctuations and is considered to be less risky than 1385.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

9988.HK vs. 1385.HK - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Ltd and Shanghai Fudan Microelectronics Group Co 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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
280.15B
901.35M
(9988.HK) Total Revenue
(1385.HK) Total Revenue
Values in HKD except per share items