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9988.HK vs. 9909.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

9988.HK vs. 9909.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alibaba Group Holding Ltd (9988.HK) and Powerlong Commercial Mgmt Holdings (9909.HK). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
2.66%
-32.30%
9988.HK
9909.HK

Returns By Period

In the year-to-date period, 9988.HK achieves a 15.63% return, which is significantly higher than 9909.HK's -15.77% return.


9988.HK

YTD

15.63%

1M

-14.13%

6M

2.42%

1Y

20.99%

5Y (annualized)

N/A

10Y (annualized)

N/A

9909.HK

YTD

-15.77%

1M

-11.32%

6M

-32.47%

1Y

-10.05%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


9988.HK9909.HK
Market CapHK$1.65THK$1.52B
EPSHK$7.57HK$0.00
PE Ratio17.963.56

Key characteristics


9988.HK9909.HK
Sharpe Ratio0.19-0.43
Sortino Ratio0.56-0.28
Omega Ratio1.070.97
Calmar Ratio0.09-0.27
Martin Ratio0.62-1.34
Ulcer Index12.01%18.51%
Daily Std Dev37.48%57.88%
Max Drawdown-80.01%-91.72%
Current Drawdown-71.17%-90.87%

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Correlation

-0.50.00.51.00.4

The correlation between 9988.HK and 9909.HK is 0.41, 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.

Risk-Adjusted Performance

9988.HK vs. 9909.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Ltd (9988.HK) and Powerlong Commercial Mgmt Holdings (9909.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 9988.HK, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.20-0.42
The chart of Sortino ratio for 9988.HK, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58-0.27
The chart of Omega ratio for 9988.HK, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.97
The chart of Calmar ratio for 9988.HK, currently valued at 0.10, compared to the broader market0.002.004.006.000.10-0.27
The chart of Martin ratio for 9988.HK, currently valued at 0.65, compared to the broader market-10.000.0010.0020.0030.000.65-1.32
9988.HK
9909.HK

The current 9988.HK Sharpe Ratio is 0.19, which is higher than the 9909.HK Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of 9988.HK and 9909.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 Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.20
-0.42
9988.HK
9909.HK

Dividends

9988.HK vs. 9909.HK - Dividend Comparison

9988.HK's dividend yield for the trailing twelve months is around 2.26%, less than 9909.HK's 6.38% yield.


TTM2023202220212020
9988.HK
Alibaba Group Holding Ltd
2.26%1.29%0.00%0.00%0.00%
9909.HK
Powerlong Commercial Mgmt Holdings
6.38%10.75%6.97%2.28%1.21%

Drawdowns

9988.HK vs. 9909.HK - Drawdown Comparison

The maximum 9988.HK drawdown since its inception was -80.01%, smaller than the maximum 9909.HK drawdown of -91.72%. Use the drawdown chart below to compare losses from any high point for 9988.HK and 9909.HK. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-71.28%
-90.89%
9988.HK
9909.HK

Volatility

9988.HK vs. 9909.HK - Volatility Comparison

The current volatility for Alibaba Group Holding Ltd (9988.HK) is 8.72%, while Powerlong Commercial Mgmt Holdings (9909.HK) has a volatility of 12.10%. This indicates that 9988.HK experiences smaller price fluctuations and is considered to be less risky than 9909.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%30.00%JuneJulyAugustSeptemberOctoberNovember
8.72%
12.10%
9988.HK
9909.HK

Financials

9988.HK vs. 9909.HK - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Ltd and Powerlong Commercial Mgmt Holdings. 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