BACHY vs. PNGAY
BACHY (Bank of China Ltd ADR) and PNGAY (Ping An Insurance Company of China) are both stocks. Both are in the Financial Services sector — BACHY in Banks - Diversified, PNGAY in Insurance - Life. Over the past 10 years, BACHY returned 12.32%/yr vs 8.79%/yr for PNGAY. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
BACHY vs. PNGAY - Performance Comparison
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Returns By Period
In the year-to-date period, BACHY achieves a 25.31% return, which is significantly higher than PNGAY's -8.35% return. Over the past 10 years, BACHY has outperformed PNGAY with an annualized return of 12.32%, while PNGAY has yielded a comparatively lower 8.79% annualized return.
BACHY
- 1D
- -0.46%
- 1M
- 13.87%
- 6M
- 20.91%
- YTD
- 25.31%
- 1Y
- 28.42%
- 3Y*
- 33.67%
- 5Y*
- 23.57%
- 10Y*
- 12.32%
- ALL TIME*
- 10.37%
PNGAY
- 1D
- -0.27%
- 1M
- 11.30%
- 6M
- -15.70%
- YTD
- -8.35%
- 1Y
- 16.28%
- 3Y*
- 8.66%
- 5Y*
- 2.56%
- 10Y*
- 8.79%
- ALL TIME*
- 2.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.16M | $1.09M | $901.48K | |
| $4.02M | $3.87M | $3.35M |
BACHY vs. PNGAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BACHY Bank of China Ltd ADR | 25.31% | 23.87% | 43.09% | 14.58% | 10.54% | 14.31% | -14.46% | 4.65% | -8.11% | 15.60% |
PNGAY Ping An Insurance Company of China | -8.35% | 52.29% | 38.53% | -27.60% | -2.17% | -39.34% | 5.51% | 39.67% | -15.03% | 113.23% |
Correlation
The correlation between BACHY and PNGAY is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2009 | 0.56 |
The correlation between BACHY and PNGAY shifts across timeframes, from 0.39 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
BACHY:
$217.66B
PNGAY:
$134.63B
BACHY:
CN¥19.10
PNGAY:
CN¥14.19
BACHY:
6.15
PNGAY:
7.07
BACHY:
5.07
PNGAY:
0.85
BACHY:
1.24
PNGAY:
0.96
BACHY:
0.51
PNGAY:
0.99
BACHY:
CN¥1.22T
PNGAY:
CN¥973.47B
BACHY:
CN¥635.71B
PNGAY:
CN¥968.48B
BACHY:
CN¥307.28B
PNGAY:
CN¥163.00B
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Return for Risk
BACHY vs. PNGAY — Risk / Return Rank
BACHY
PNGAY
BACHY vs. PNGAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of China Ltd ADR (BACHY) and Ping An Insurance Company of China (PNGAY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BACHY | PNGAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.13 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 0.57 | +1.96 |
| Martin ratioReturn relative to average drawdown | 6.66 | 1.27 | +5.39 |
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Drawdowns
BACHY vs. PNGAY - Drawdown Comparison
The maximum BACHY drawdown since its inception was -53.68%, smaller than the maximum PNGAY drawdown of -78.52%. Use the drawdown chart below to compare losses from any high point for BACHY and PNGAY.
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Drawdown Indicators
| BACHY | PNGAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.68% | -78.52% | +24.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -28.52% | +17.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -43.87% | +28.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -51.82% | +34.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -66.83% | +25.85% |
Current DrawdownCurrent decline from peak | -1.19% | -26.84% | +25.65% |
Average DrawdownAverage peak-to-trough decline | -19.73% | -42.71% | +22.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 12.86% | -8.58% |
Volatility
BACHY vs. PNGAY - Volatility Comparison
Bank of China Ltd ADR (BACHY) has a higher volatility of 7.41% compared to Ping An Insurance Company of China (PNGAY) at 4.73%. This indicates that BACHY's price experiences larger fluctuations and is considered to be riskier than PNGAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BACHY | PNGAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 4.73% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.34% | 18.49% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 25.31% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.10% | 40.75% | -20.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 34.69% | -14.12% |
Dividends
BACHY vs. PNGAY - Dividend Comparison
BACHY's dividend yield for the trailing twelve months is around 4.69%, less than PNGAY's 5.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BACHY Bank of China Ltd ADR | 4.69% | 8.52% | 6.46% | 8.92% | 9.64% | 8.57% | 7.99% | 5.32% | 5.42% | 4.08% | 11.53% | 7.39% |
PNGAY Ping An Insurance Company of China | 5.23% | 4.23% | 5.81% | 7.66% | 5.81% | 4.47% | 2.05% | 1.88% | 2.35% | 1.17% | 3.03% | 1.99% |
Financials
BACHY vs. PNGAY - Financials Comparison
This section allows you to compare key financial metrics between Bank of China Ltd ADR and Ping An Insurance Company of China. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BACHY vs. PNGAY - Profitability Comparison
BACHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Bank of China Ltd ADR reported a gross profit of 143.17B and revenue of 311.94B. Therefore, the gross margin over that period was 45.9%.
PNGAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Ping An Insurance Company of China reported a gross profit of 183.80B and revenue of 186.35B. Therefore, the gross margin over that period was 98.6%.
BACHY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Bank of China Ltd ADR reported an operating income of 74.31B and revenue of 311.94B, resulting in an operating margin of 23.8%.
PNGAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Ping An Insurance Company of China reported an operating income of 35.08B and revenue of 186.35B, resulting in an operating margin of 18.8%.
BACHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Bank of China Ltd ADR reported a net income of 56.29B and revenue of 311.94B, resulting in a net margin of 18.0%.
PNGAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Ping An Insurance Company of China reported a net income of 25.02B and revenue of 186.35B, resulting in a net margin of 13.4%.
Frequently Asked Questions
BACHY and PNGAY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BACHY has higher volatility (7.41%) compared to PNGAY (4.73%). In terms of maximum drawdown, BACHY dropped -53.68% vs PNGAY's -78.52%.
BACHY currently has the higher Sharpe Ratio (1.48 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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