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BEKE vs. TME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BEKE and TME is 0.52, 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.


-0.50.00.51.00.5

Performance

BEKE vs. TME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KE Holdings Inc. (BEKE) and Tencent Music Entertainment Group (TME). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
35.89%
25.16%
BEKE
TME

Key characteristics

Sharpe Ratio

BEKE:

0.80

TME:

0.56

Sortino Ratio

BEKE:

1.61

TME:

1.16

Omega Ratio

BEKE:

1.19

TME:

1.14

Calmar Ratio

BEKE:

0.56

TME:

0.40

Martin Ratio

BEKE:

2.22

TME:

1.45

Ulcer Index

BEKE:

21.11%

TME:

19.21%

Daily Std Dev

BEKE:

58.43%

TME:

49.73%

Max Drawdown

BEKE:

-88.26%

TME:

-90.19%

Current Drawdown

BEKE:

-72.68%

TME:

-59.27%

Fundamentals

Market Cap

BEKE:

$24.92B

TME:

$23.15B

EPS

BEKE:

$0.49

TME:

$0.53

PE Ratio

BEKE:

40.86

TME:

24.72

PEG Ratio

BEKE:

1.64

TME:

0.97

Total Revenue (TTM)

BEKE:

$57.18B

TME:

$21.07B

Gross Profit (TTM)

BEKE:

$10.62B

TME:

$8.64B

EBITDA (TTM)

BEKE:

$2.79B

TME:

$5.99B

Returns By Period

In the year-to-date period, BEKE achieves a 9.77% return, which is significantly lower than TME's 13.04% return.


BEKE

YTD

9.77%

1M

19.64%

6M

35.89%

1Y

46.49%

5Y*

N/A

10Y*

N/A

TME

YTD

13.04%

1M

15.59%

6M

25.17%

1Y

27.68%

5Y*

0.32%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BEKE vs. TME — Risk-Adjusted Performance Rank

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

BEKE
The Risk-Adjusted Performance Rank of BEKE is 7070
Overall Rank
The Sharpe Ratio Rank of BEKE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BEKE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BEKE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BEKE is 6969
Calmar Ratio Rank
The Martin Ratio Rank of BEKE is 6767
Martin Ratio Rank

TME
The Risk-Adjusted Performance Rank of TME is 6363
Overall Rank
The Sharpe Ratio Rank of TME is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of TME is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TME is 6363
Calmar Ratio Rank
The Martin Ratio Rank of TME is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BEKE vs. TME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KE Holdings Inc. (BEKE) and Tencent Music Entertainment Group (TME). 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 BEKE, currently valued at 0.80, compared to the broader market-2.000.002.000.800.56
The chart of Sortino ratio for BEKE, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.611.16
The chart of Omega ratio for BEKE, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.14
The chart of Calmar ratio for BEKE, currently valued at 0.56, compared to the broader market0.002.004.006.000.560.40
The chart of Martin ratio for BEKE, currently valued at 2.22, compared to the broader market-10.000.0010.0020.0030.002.221.45
BEKE
TME

The current BEKE Sharpe Ratio is 0.80, which is higher than the TME Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BEKE and TME, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.80
0.56
BEKE
TME

Dividends

BEKE vs. TME - Dividend Comparison

BEKE's dividend yield for the trailing twelve months is around 1.74%, more than TME's 1.07% yield.


TTM20242023
BEKE
KE Holdings Inc.
1.74%1.91%1.05%
TME
Tencent Music Entertainment Group
1.07%1.21%0.00%

Drawdowns

BEKE vs. TME - Drawdown Comparison

The maximum BEKE drawdown since its inception was -88.26%, roughly equal to the maximum TME drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for BEKE and TME. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%SeptemberOctoberNovemberDecember2025February
-72.68%
-59.27%
BEKE
TME

Volatility

BEKE vs. TME - Volatility Comparison

KE Holdings Inc. (BEKE) has a higher volatility of 15.52% compared to Tencent Music Entertainment Group (TME) at 12.56%. This indicates that BEKE's price experiences larger fluctuations and is considered to be riskier than TME 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%35.00%SeptemberOctoberNovemberDecember2025February
15.52%
12.56%
BEKE
TME

Financials

BEKE vs. TME - Financials Comparison

This section allows you to compare key financial metrics between KE Holdings Inc. and Tencent Music Entertainment Group. 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 USD 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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