BGS vs. 0248.HK

Last updated Apr 2, 2026

Compare and contrast key facts about B&G Foods, Inc. (BGS) and HKC INT'L HOLD (0248.HK).

Performance

BGS vs. 0248.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B&G Foods, Inc. (BGS) and HKC INT'L HOLD (0248.HK). The values are adjusted to include any dividend payments, if applicable.

BGS vs. 0248.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGS B&G Foods, Inc.	16.91%	-26.81%	-28.30%	0.33%	-60.70%	17.69%	67.73%	-31.93%	-12.20%	-15.46%
0248.HK HKC INT'L HOLD	536.46%	56.40%	7.69%	-54.09%	-23.88%	-14.46%	18.30%	-9.96%	-36.13%	-8.18%

Different Trading Currencies

BGS is traded in USD, while 0248.HK is traded in HKD. To make them comparable, the 0248.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BGS achieves a 16.91% return, which is significantly lower than 0248.HK's 536.46% return. Over the past 10 years, BGS has underperformed 0248.HK with an annualized return of -10.95%, while 0248.HK has yielded a comparatively higher 6.77% annualized return.

BGS

• 1D: 0.62%
• 1M: -2.95%
• YTD: 16.91%
• 6M: 16.63%
• 1Y: -17.72%
• 3Y*: -24.14%
• 5Y*: -23.80%
• 10Y*: -10.95%

0248.HK

• 1D: 1.81%
• 1M: -8.09%
• YTD: 536.46%
• 6M: 647.90%
• 1Y: 864.81%
• 3Y*: 75.31%
• 5Y*: 23.75%
• 10Y*: 6.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BGS vs. 0248.HK — Risk / Return Rank

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

BGS

BGS Risk / Return Rank: 28
BGS Sharpe Ratio Rank: 27
BGS Sortino Ratio Rank: 27
BGS Omega Ratio Rank: 27
BGS Calmar Ratio Rank: 28
BGS Martin Ratio Rank: 32

0248.HK

0248.HK Risk / Return Rank: 95
0248.HK Sharpe Ratio Rank: 78
0248.HK Sortino Ratio Rank: 100
0248.HK Omega Ratio Rank: 100
0248.HK Calmar Ratio Rank: 100
0248.HK Martin Ratio Rank: 100

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.

BGS vs. 0248.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for B&G Foods, Inc. (BGS) and HKC INT'L HOLD (0248.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.

	BGS	0248.HK	Difference
Sharpe ratio Return per unit of total volatility	-0.31	1.21	-1.52
Sortino ratio Return per unit of downside risk	-0.08	20.66	-20.73
Omega ratio Gain probability vs. loss probability	0.99	5.27	-4.28
Calmar ratio Return relative to maximum drawdown	-0.39	32.36	-32.74
Martin ratio Return relative to average drawdown	-0.55	71.56	-72.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGS vs. 0248.HK - Sharpe Ratio Comparison

The current BGS Sharpe Ratio is -0.31, which is lower than the 0248.HK Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BGS and 0248.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.

Sharpe Ratios by Period

	BGS	0248.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	1.21	-1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.49	0.07	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.24	0.03	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.13	-0.09

Correlation

The correlation between BGS and 0248.HK is 0.03, 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.

Dividends

BGS vs. 0248.HK - Dividend Comparison

BGS's dividend yield for the trailing twelve months is around 15.70%, while 0248.HK has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGS B&G Foods, Inc.	15.70%	17.67%	11.03%	7.24%	14.48%	6.18%	6.85%	10.60%	6.54%	5.29%	3.94%	3.94%
0248.HK HKC INT'L HOLD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	20.25%	15.24%	0.00%	0.00%	0.00%

Drawdowns

BGS vs. 0248.HK - Drawdown Comparison

The maximum BGS drawdown since its inception was -86.50%, smaller than the maximum 0248.HK drawdown of -93.25%. Use the drawdown chart below to compare losses from any high point for BGS and 0248.HK.

Drawdown Indicators

	BGS	0248.HK	Difference
Max Drawdown Largest peak-to-trough decline	-86.50%	-521,161.73%	+521,075.23%
Max Drawdown (1Y) Largest decline over 1 year	-43.14%	-25.53%	-17.61%
Max Drawdown (5Y) Largest decline over 5 years	-84.68%	-80.77%	-3.91%
Max Drawdown (10Y) Largest decline over 10 years	-86.50%	-88.81%	+2.31%
Current Drawdown Current decline from peak	-80.77%	-428,812.56%	+428,731.79%
Average Drawdown Average peak-to-trough decline	-31.55%	-100,812.98%	+100,781.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.44%	11.45%	+18.99%

Volatility

BGS vs. 0248.HK - Volatility Comparison

B&G Foods, Inc. (BGS) has a higher volatility of 19.61% compared to HKC INT'L HOLD (0248.HK) at 15.28%. This indicates that BGS's price experiences larger fluctuations and is considered to be riskier than 0248.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGS	0248.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.61%	15.28%	+4.33%
Volatility (6M) Calculated over the trailing 6-month period	37.64%	217.77%	-180.13%
Volatility (1Y) Calculated over the trailing 1-year period	57.59%	760.71%	-703.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.02%	345.79%	-296.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.48%	247.63%	-201.15%

Financials