CHC.AX vs. 0012.HK

Last updated Jun 5, 2026

CHC.AX (Charter Hall Group) and 0012.HK (Henderson Land) are both stocks. Both operate in the Real Estate - Diversified industry within the Real Estate sector. Over the past 10 years, CHC.AX returned 18.81%/yr vs 4.60%/yr for 0012.HK. At a 0.14 correlation, their price movements are largely independent.

Performance

CHC.AX vs. 0012.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Charter Hall Group (CHC.AX) and Henderson Land (0012.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CHC.AX is traded in AUD, while 0012.HK is traded in HKD. To make them comparable, the 0012.HK values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHC.AX achieves a -17.51% return, which is significantly lower than 0012.HK's -2.36% return. Over the past 10 years, CHC.AX has outperformed 0012.HK with an annualized return of 18.81%, while 0012.HK has yielded a comparatively lower 4.60% annualized return.

CHC.AX

• 1D: 0.20%
• 1M: 0.15%
• YTD: -17.51%
• 6M: -16.81%
• 1Y: 9.39%
• 3Y*: 23.62%
• 5Y*: 9.88%
• 10Y*: 18.81%

0012.HK

• 1D: -0.88%
• 1M: -8.59%
• YTD: -2.36%
• 6M: -7.24%
• 1Y: 18.02%
• 3Y*: 11.40%
• 5Y*: 2.81%
• 10Y*: 4.60%

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

CHC.AX vs. 0012.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHC.AX Charter Hall Group	-17.51%	74.28%	23.40%	4.43%	-39.72%	43.02%	36.93%	53.98%	29.16%	33.98%
0012.HK Henderson Land	-2.36%	18.75%	16.98%	-4.63%	-7.23%	21.43%	-23.21%	13.81%	-4.40%	30.27%

Correlation

The correlation between CHC.AX and 0012.HK is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007	0.14

Return for Risk

CHC.AX vs. 0012.HK — Risk / Return Rank

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

CHC.AX

CHC.AX Risk / Return Rank: 49
CHC.AX Sharpe Ratio Rank: 54
CHC.AX Sortino Ratio Rank: 47
CHC.AX Omega Ratio Rank: 47
CHC.AX Calmar Ratio Rank: 49
CHC.AX Martin Ratio Rank: 49

0012.HK

0012.HK Risk / Return Rank: 70
0012.HK Sharpe Ratio Rank: 74
0012.HK Sortino Ratio Rank: 68
0012.HK Omega Ratio Rank: 66
0012.HK Calmar Ratio Rank: 70
0012.HK Martin Ratio Rank: 72

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.

CHC.AX vs. 0012.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Hall Group (CHC.AX) and Henderson Land (0012.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.

	CHC.AX	0012.HK	Difference
Sharpe ratio: Return per unit of total volatility	0.36	0.66	-0.30
Sortino ratio: Return per unit of downside risk	0.70	1.08	-0.38
Omega ratio: Gain probability vs. loss probability	1.09	1.13	-0.05
Calmar ratio: Return relative to maximum drawdown	0.33	1.07	-0.74
Martin ratio: Return relative to average drawdown	0.74	2.43	-1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHC.AX vs. 0012.HK - Sharpe Ratio Comparison

The current CHC.AX Sharpe Ratio is 0.36, which is lower than the 0012.HK Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CHC.AX and 0012.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.

Sharpe Ratios by Period

	CHC.AX	0012.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	0.66	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.10	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.19	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.18	+0.22

Drawdowns

CHC.AX vs. 0012.HK - Drawdown Comparison

The maximum CHC.AX drawdown since its inception was -93.44%, which is greater than 0012.HK's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for CHC.AX and 0012.HK.

Drawdown Indicators

	CHC.AX	0012.HK	Difference
Max Drawdown Largest peak-to-trough decline	-93.44%	-58.68%	-34.76%
Max Drawdown (1Y) Largest decline over 1 year	-27.88%	-17.28%	-10.60%
Max Drawdown (3Y) Largest decline over 3 years	-27.88%	-20.60%	-7.28%
Max Drawdown (5Y) Largest decline over 5 years	-57.92%	-37.68%	-20.24%
Max Drawdown (10Y) Largest decline over 10 years	-62.30%	-43.27%	-19.03%
Current Drawdown Current decline from peak	-21.25%	-17.28%	-3.97%
Average Drawdown Average peak-to-trough decline	-31.82%	-22.37%	-9.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.65%	7.52%	+5.13%

Volatility

CHC.AX vs. 0012.HK - Volatility Comparison

Charter Hall Group (CHC.AX) has a higher volatility of 11.06% compared to Henderson Land (0012.HK) at 7.77%. This indicates that CHC.AX's price experiences larger fluctuations and is considered to be riskier than 0012.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHC.AX	0012.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.06%	7.77%	+3.29%
Volatility (6M) Calculated over the trailing 6-month period	20.98%	19.92%	+1.06%
Volatility (1Y) Calculated over the trailing 1-year period	25.69%	28.10%	-2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.88%	27.94%	+3.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.22%	24.95%	+6.27%

Dividends

CHC.AX vs. 0012.HK - Dividend Comparison

CHC.AX's dividend yield for the trailing twelve months is around 2.44%, less than 0012.HK's 8.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0012.HK Henderson Land	8.92%	6.40%	7.63%	7.48%	6.61%	5.42%	5.95%	5.05%	4.75%	3.35%	3.87%	2.56%
CHC.AX Charter Hall Group	2.44%	2.01%	3.23%	3.64%	3.45%	1.89%	2.50%	3.13%	4.41%	5.18%	5.91%	5.59%

Financials

Frequently Asked Questions

Can I hold both CHC.AX and 0012.HK in my portfolio?

CHC.AX and 0012.HK have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.