CHFFY vs. CHHQY
CHFFY (China Everbright International Ltd ADR) and CHHQY (China Hongqiao Group Limited) are both stocks. CHFFY operates in Waste Management (Industrials), while CHHQY operates in Aluminum (Basic Materials). Over the past year, CHFFY returned 52.27% vs 10.81% for CHHQY. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
CHFFY vs. CHHQY - Performance Comparison
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Returns By Period
In the year-to-date period, CHFFY achieves a -12.57% return, which is significantly higher than CHHQY's -32.08% 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%
CHHQY
- 1D
- 0.00%
- 1M
- 5.30%
- 6M
- -32.08%
- YTD
- -32.08%
- 1Y
- 10.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 73.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $268.88 | $147.70 | $51.59 | |
| $386.24 | $959.32 | $11.48K |
CHFFY vs. CHHQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CHFFY China Everbright International Ltd ADR | -12.57% | 69.26% | 29.04% |
CHHQY China Hongqiao Group Limited | -32.08% | 244.11% | 59.73% |
Correlation
The correlation between CHFFY and CHHQY is 0.05, 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. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2024 | 0.06 |
Fundamentals
CHFFY:
$3.54B
CHHQY:
$26.52B
CHFFY:
HK$12.27
CHHQY:
CN¥33.86
CHFFY:
3.69
CHHQY:
5.38
CHFFY:
0.48
CHHQY:
0.76
CHFFY:
0.53
CHHQY:
1.37
CHFFY:
HK$57.75B
CHHQY:
CN¥238.94B
CHFFY:
HK$22.61B
CHHQY:
CN¥61.94B
CHFFY:
HK$20.36B
CHHQY:
CN¥60.28B
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Return for Risk
CHFFY vs. CHHQY — Risk / Return Rank
CHFFY
CHHQY
CHFFY vs. CHHQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Everbright International Ltd ADR (CHFFY) and China Hongqiao Group Limited (CHHQY). 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 | CHHQY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.24 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 0.23 | +3.47 |
| Martin ratioReturn relative to average drawdown | 9.93 | 0.60 | +9.33 |
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Drawdowns
CHFFY vs. CHHQY - Drawdown Comparison
The maximum CHFFY drawdown since its inception was -75.84%, which is greater than CHHQY's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for CHFFY and CHHQY.
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Drawdown Indicators
| CHFFY | CHHQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.84% | -47.91% | -27.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -47.91% | +33.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -54.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.84% | — | — |
Current DrawdownCurrent decline from peak | -45.38% | -45.15% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -6.13% | -41.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 18.09% | -12.78% |
Volatility
CHFFY vs. CHHQY - Volatility Comparison
The current volatility for China Everbright International Ltd ADR (CHFFY) is 11.14%, while China Hongqiao Group Limited (CHHQY) has a volatility of 13.97%. This indicates that CHFFY experiences smaller price fluctuations and is considered to be less risky than CHHQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHFFY | CHHQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 13.97% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 40.46% | -18.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.19% | 51.65% | -6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 53.18% | -13.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.93% | 53.18% | +0.75% |
Dividends
CHFFY vs. CHHQY - Dividend Comparison
CHFFY's dividend yield for the trailing twelve months is around 5.98%, less than CHHQY's 7.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CHHQY China Hongqiao Group Limited | 7.80% | 3.12% | 8.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CHFFY vs. CHHQY - Financials Comparison
This section allows you to compare key financial metrics between China Everbright International Ltd ADR and China Hongqiao Group Limited. 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
CHFFY vs. CHHQY - Profitability Comparison
CHFFY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, China Everbright International Ltd ADR reported a gross profit of 4.74B and revenue of 13.19B. Therefore, the gross margin over that period was 36.0%.
CHHQY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, China Hongqiao Group Limited reported a gross profit of 20.32B and revenue of 79.81B. Therefore, the gross margin over that period was 25.5%.
CHFFY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, China Everbright International Ltd ADR reported an operating income of 3.15B and revenue of 13.19B, resulting in an operating margin of 23.9%.
CHHQY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, China Hongqiao Group Limited reported an operating income of 17.44B and revenue of 79.81B, resulting in an operating margin of 21.9%.
CHFFY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, China Everbright International Ltd ADR reported a net income of 1.76B and revenue of 13.19B, resulting in a net margin of 13.4%.
CHHQY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, China Hongqiao Group Limited reported a net income of 10.09B and revenue of 79.81B, resulting in a net margin of 12.6%.
Frequently Asked Questions
CHFFY and CHHQY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHHQY has higher volatility (13.97%) compared to CHFFY (11.14%). In terms of maximum drawdown, CHFFY dropped -75.84% vs CHHQY's -47.91%.
CHFFY currently has the higher Sharpe Ratio (1.17 vs 0.21), 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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