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9999.HK vs. 0005.HK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 9999.HK and 0005.HK is 0.26, 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.


-0.50.00.51.00.3

Performance

9999.HK vs. 0005.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NetEase Inc (9999.HK) and HSBC Holdings PLC (0005.HK). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.99%
12.69%
9999.HK
0005.HK

Key characteristics

Sharpe Ratio

9999.HK:

-0.21

0005.HK:

1.81

Sortino Ratio

9999.HK:

0.04

0005.HK:

2.35

Omega Ratio

9999.HK:

1.01

0005.HK:

1.34

Calmar Ratio

9999.HK:

-0.27

0005.HK:

2.82

Martin Ratio

9999.HK:

-0.58

0005.HK:

9.51

Ulcer Index

9999.HK:

17.88%

0005.HK:

3.41%

Daily Std Dev

9999.HK:

42.50%

0005.HK:

17.96%

Max Drawdown

9999.HK:

-57.82%

0005.HK:

-76.72%

Current Drawdown

9999.HK:

-25.67%

0005.HK:

-0.40%

Fundamentals

Market Cap

9999.HK:

HK$464.36B

0005.HK:

HK$1.35T

EPS

9999.HK:

HK$9.63

0005.HK:

HK$9.48

PE Ratio

9999.HK:

15.89

0005.HK:

7.93

PEG Ratio

9999.HK:

1.48

0005.HK:

3.20

Total Revenue (TTM)

9999.HK:

HK$79.48B

0005.HK:

HK$68.15B

Gross Profit (TTM)

9999.HK:

HK$49.88B

0005.HK:

HK$47.14B

Returns By Period

In the year-to-date period, 9999.HK achieves a 3.95% return, which is significantly lower than 0005.HK's 28.23% return.


9999.HK

YTD

3.95%

1M

4.92%

6M

1.48%

1Y

19.79%

5Y*

N/A

10Y*

N/A

0005.HK

YTD

28.23%

1M

5.12%

6M

12.00%

1Y

30.72%

5Y*

9.49%

10Y*

5.74%

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

9999.HK vs. 0005.HK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase Inc (9999.HK) and HSBC Holdings PLC (0005.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 9999.HK, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.201.85
The chart of Sortino ratio for 9999.HK, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.052.41
The chart of Omega ratio for 9999.HK, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.34
The chart of Calmar ratio for 9999.HK, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.262.91
The chart of Martin ratio for 9999.HK, currently valued at -0.56, compared to the broader market0.0010.0020.00-0.569.63
9999.HK
0005.HK

The current 9999.HK Sharpe Ratio is -0.21, which is lower than the 0005.HK Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of 9999.HK and 0005.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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.20
1.85
9999.HK
0005.HK

Dividends

9999.HK vs. 0005.HK - Dividend Comparison

9999.HK's dividend yield for the trailing twelve months is around 2.68%, less than 0005.HK's 6.43% yield.


TTM20232022202120202019201820172016201520142013
9999.HK
NetEase Inc
2.68%1.96%2.08%0.81%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
0005.HK
HSBC Holdings PLC
6.43%6.59%4.35%3.64%0.52%6.57%6.17%4.97%6.35%6.26%5.14%4.43%

Drawdowns

9999.HK vs. 0005.HK - Drawdown Comparison

The maximum 9999.HK drawdown since its inception was -57.82%, smaller than the maximum 0005.HK drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for 9999.HK and 0005.HK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.84%
-0.40%
9999.HK
0005.HK

Volatility

9999.HK vs. 0005.HK - Volatility Comparison

NetEase Inc (9999.HK) has a higher volatility of 9.14% compared to HSBC Holdings PLC (0005.HK) at 2.62%. This indicates that 9999.HK's price experiences larger fluctuations and is considered to be riskier than 0005.HK 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
9.14%
2.62%
9999.HK
0005.HK

Financials

9999.HK vs. 0005.HK - Financials Comparison

This section allows you to compare key financial metrics between NetEase Inc and HSBC Holdings PLC. 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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