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BBY.L vs. 2318.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BBY.L vs. 2318.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Balfour Beatty plc (BBY.L) and Ping An Insurance (2318.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BBY.L is traded in GBp, while 2318.HK is traded in HKD. To make them comparable, the 2318.HK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBY.L achieves a 15.35% return, which is significantly higher than 2318.HK's -9.58% return. Over the past 10 years, BBY.L has outperformed 2318.HK with an annualized return of 15.41%, while 2318.HK has yielded a comparatively lower 10.38% annualized return.


BBY.L

1D
1.25%
1M
-1.01%
YTD
15.35%
6M
13.67%
1Y
64.06%
3Y*
33.04%
5Y*
25.08%
10Y*
15.41%

2318.HK

1D
-1.23%
1M
-6.11%
YTD
-9.58%
6M
2.86%
1Y
32.79%
3Y*
8.09%
5Y*
-0.48%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBY.L vs. 2318.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBY.L
Balfour Beatty plc
15.35%60.14%41.45%1.07%33.46%-1.39%3.37%7.22%-14.87%11.65%
2318.HK
Ping An Insurance
-9.58%38.54%42.83%-31.40%9.14%-38.34%3.57%31.99%-7.61%94.17%

Correlation

The correlation between BBY.L and 2318.HK is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.14

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Return for Risk

BBY.L vs. 2318.HK — Risk / Return Rank

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

BBY.L
BBY.L Risk / Return Rank: 9494
Overall Rank
BBY.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BBY.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
BBY.L Omega Ratio Rank: 9393
Omega Ratio Rank
BBY.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
BBY.L Martin Ratio Rank: 9696
Martin Ratio Rank

2318.HK
2318.HK Risk / Return Rank: 7070
Overall Rank
2318.HK Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
2318.HK Sortino Ratio Rank: 7070
Sortino Ratio Rank
2318.HK Omega Ratio Rank: 6767
Omega Ratio Rank
2318.HK Calmar Ratio Rank: 6969
Calmar Ratio Rank
2318.HK Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBY.L vs. 2318.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Balfour Beatty plc (BBY.L) and Ping An Insurance (2318.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.


BBY.L2318.HKDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.23

Omega ratioGain probability vs. loss probability

1.50

1.21

+0.29

Calmar ratioReturn relative to maximum drawdown

5.35

1.62

+3.73

Martin ratioReturn relative to average drawdown

23.41

4.08

+19.34

BBY.L vs. 2318.HK - Sharpe Ratio Comparison

The current BBY.L Sharpe Ratio is 2.89, which is higher than the 2318.HK Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of BBY.L and 2318.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBY.L2318.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.15

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

-0.01

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.32

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.24

-0.08

Drawdowns

BBY.L vs. 2318.HK - Drawdown Comparison

The maximum BBY.L drawdown since its inception was -89.40%, which is greater than 2318.HK's maximum drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for BBY.L and 2318.HK.


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Drawdown Indicators


BBY.L2318.HKDifference

Max Drawdown

Largest peak-to-trough decline

-89.40%

-72.65%

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-20.81%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.24%

-45.45%

+26.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.59%

-53.98%

+22.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-64.31%

+26.99%

Current Drawdown

Current decline from peak

-5.84%

-24.30%

+18.46%

Average Drawdown

Average peak-to-trough decline

-26.04%

-28.12%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

8.17%

-5.44%

Volatility

BBY.L vs. 2318.HK - Volatility Comparison

Balfour Beatty plc (BBY.L) has a higher volatility of 7.70% compared to Ping An Insurance (2318.HK) at 5.07%. This indicates that BBY.L's price experiences larger fluctuations and is considered to be riskier than 2318.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBY.L2318.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

5.07%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

22.81%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

29.33%

-7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

40.21%

-16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

33.29%

-6.02%

Dividends

BBY.L vs. 2318.HK - Dividend Comparison

BBY.L's dividend yield for the trailing twelve months is around 1.73%, less than 2318.HK's 5.37% yield.


PositionTTM20252024202320222021202020192018201720162015
2318.HK
Ping An Insurance
5.37%4.30%5.79%7.68%5.55%4.86%2.44%2.30%3.16%1.50%1.67%1.98%
BBY.L
Balfour Beatty plc
1.73%1.81%2.59%3.17%2.81%1.72%0.00%2.03%1.60%1.01%1.08%0.00%

Financials

BBY.L vs. 2318.HK - Financials Comparison

This section allows you to compare key financial metrics between Balfour Beatty plc and Ping An Insurance. 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


Please note, different currencies. BBY.L values in GBp, 2318.HK values in HKD

Frequently Asked Questions


BBY.L and 2318.HK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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