CHFFY vs. BTI
CHFFY (China Everbright International Ltd ADR) and BTI (British American Tobacco p.l.c.) are both stocks. CHFFY operates in Waste Management (Industrials), while BTI operates in Tobacco (Consumer Defensive). Over the past 10 years, CHFFY returned -1.89%/yr vs 6.46%/yr for BTI. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
CHFFY vs. BTI - Performance Comparison
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Returns By Period
In the year-to-date period, CHFFY achieves a -12.57% return, which is significantly lower than BTI's 10.19% return. Over the past 10 years, CHFFY has underperformed BTI with an annualized return of -1.89%, while BTI has yielded a comparatively higher 6.46% annualized return.
CHFFY
- 1D
- 0.00%
- 1M
- -10.54%
- 6M
- -12.57%
- YTD
- -12.57%
- 1Y
- 52.27%
- 3Y*
- 22.20%
- 5Y*
- 8.61%
- 10Y*
- -1.89%
- ALL TIME*
- -3.04%
BTI
- 1D
- -1.69%
- 1M
- -0.45%
- 6M
- 2.81%
- YTD
- 10.19%
- 1Y
- 18.00%
- 3Y*
- 31.65%
- 5Y*
- 18.80%
- 10Y*
- 6.46%
- ALL TIME*
- 17.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $243.05M | $251.57M | $264.36M | |
| $268.88 | $147.70 | $51.59 |
CHFFY vs. BTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHFFY China Everbright International Ltd ADR | -12.57% | 69.26% | 51.25% | -22.87% | -38.80% | 42.97% | -24.81% | -16.06% | -32.81% | 27.91% |
BTI British American Tobacco p.l.c. | 10.19% | 65.81% | 35.44% | -19.97% | 14.91% | 7.95% | -4.73% | 42.97% | -49.35% | 24.40% |
Correlation
The correlation between CHFFY and BTI is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2015 | 0.05 |
The correlation between CHFFY and BTI shifts across timeframes, from -0.07 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
CHFFY:
$3.54B
BTI:
$131.19B
CHFFY:
HK$12.27
BTI:
£4.94
CHFFY:
3.69
BTI:
9.12
CHFFY:
0.48
BTI:
1.92
CHFFY:
HK$57.75B
BTI:
£51.48B
CHFFY:
HK$22.61B
BTI:
£42.82B
CHFFY:
HK$20.36B
BTI:
£20.34B
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Return for Risk
CHFFY vs. BTI — Risk / Return Rank
CHFFY
BTI
CHFFY vs. BTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Everbright International Ltd ADR (CHFFY) and British American Tobacco p.l.c. (BTI). 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.
| CHFFY | BTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.15 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 1.42 | +2.27 |
| Martin ratioReturn relative to average drawdown | 9.93 | 2.90 | +7.03 |
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Drawdowns
CHFFY vs. BTI - Drawdown Comparison
The maximum CHFFY drawdown since its inception was -75.84%, which is greater than BTI's maximum drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for CHFFY and BTI.
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Drawdown Indicators
| CHFFY | BTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.84% | -64.11% | -11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -13.75% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -13.75% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -54.47% | -29.94% | -24.53% |
Max Drawdown (10Y)Largest decline over 10 years | -75.84% | -56.00% | -19.84% |
Current DrawdownCurrent decline from peak | -45.38% | -7.81% | -37.57% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -12.92% | -34.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 6.74% | -1.43% |
Volatility
CHFFY vs. BTI - Volatility Comparison
China Everbright International Ltd ADR (CHFFY) has a higher volatility of 11.14% compared to British American Tobacco p.l.c. (BTI) at 10.28%. This indicates that CHFFY's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHFFY | BTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 10.28% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 20.33% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.19% | 24.73% | +20.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 21.62% | +18.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.93% | 24.29% | +29.64% |
Dividends
CHFFY vs. BTI - Dividend Comparison
CHFFY's dividend yield for the trailing twelve months is around 5.98%, more than BTI's 5.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTI British American Tobacco p.l.c. | 5.22% | 5.29% | 8.18% | 9.72% | 7.23% | 7.98% | 7.22% | 6.35% | 8.53% | 4.27% | 3.85% | 4.11% |
CHFFY China Everbright International Ltd ADR | 5.98% | 4.55% | 6.62% | 9.70% | 9.03% | 6.09% | 3.23% | 0.00% | 0.00% | 3.25% | 2.92% | 0.00% |
Financials
CHFFY vs. BTI - Financials Comparison
This section allows you to compare key financial metrics between China Everbright International Ltd ADR and British American Tobacco p.l.c.. 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
Frequently Asked Questions
CHFFY and BTI have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHFFY has higher volatility (11.14%) compared to BTI (10.28%). In terms of maximum drawdown, CHFFY dropped -75.84% vs BTI's -64.11%.
CHFFY currently has the higher Sharpe Ratio (1.17 vs 0.79), 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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