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9988.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 9988.HK and ^HSI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

9988.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alibaba Group Holding Ltd (9988.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-55.84%
-26.21%
9988.HK
^HSI

Key characteristics

Sharpe Ratio

9988.HK:

0.46

^HSI:

0.80

Sortino Ratio

9988.HK:

0.95

^HSI:

1.27

Omega Ratio

9988.HK:

1.11

^HSI:

1.16

Calmar Ratio

9988.HK:

0.22

^HSI:

0.37

Martin Ratio

9988.HK:

1.41

^HSI:

2.31

Ulcer Index

9988.HK:

12.30%

^HSI:

8.84%

Daily Std Dev

9988.HK:

37.83%

^HSI:

25.51%

Max Drawdown

9988.HK:

-80.01%

^HSI:

-91.54%

Current Drawdown

9988.HK:

-73.24%

^HSI:

-40.52%

Returns By Period

In the year-to-date period, 9988.HK achieves a 7.32% return, which is significantly lower than ^HSI's 15.68% return.


9988.HK

YTD

7.32%

1M

-5.49%

6M

11.25%

1Y

10.61%

5Y*

-17.23%

10Y*

N/A

^HSI

YTD

15.68%

1M

0.08%

6M

9.39%

1Y

18.65%

5Y*

-6.84%

10Y*

-1.71%

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

9988.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Ltd (9988.HK) and Hang Seng Index (^HSI). 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 0.47, compared to the broader market-4.00-2.000.002.000.470.82
The chart of Sortino ratio for 9988.HK, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.961.29
The chart of Omega ratio for 9988.HK, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.16
The chart of Calmar ratio for 9988.HK, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.40
The chart of Martin ratio for 9988.HK, currently valued at 1.44, compared to the broader market-5.000.005.0010.0015.0020.0025.001.442.35
9988.HK
^HSI

The current 9988.HK Sharpe Ratio is 0.46, which is lower than the ^HSI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of 9988.HK and ^HSI, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.47
0.82
9988.HK
^HSI

Drawdowns

9988.HK vs. ^HSI - Drawdown Comparison

The maximum 9988.HK drawdown since its inception was -80.01%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for 9988.HK and ^HSI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-73.32%
-36.76%
9988.HK
^HSI

Volatility

9988.HK vs. ^HSI - Volatility Comparison

Alibaba Group Holding Ltd (9988.HK) has a higher volatility of 9.55% compared to Hang Seng Index (^HSI) at 5.77%. This indicates that 9988.HK's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.55%
5.77%
9988.HK
^HSI
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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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