CHFFY vs. OROVY
CHFFY (China Everbright International Ltd ADR) and OROVY (Orient Overseas International Ltd ADR) are both stocks. Both are in the Industrials sector — CHFFY in Waste Management, OROVY in Marine Shipping. Over the past 10 years, CHFFY returned -0.80%/yr vs 38.39%/yr for OROVY. At a 0.04 correlation, their price movements are largely independent.
Performance
CHFFY vs. OROVY - Performance Comparison
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Returns By Period
In the year-to-date period, CHFFY achieves a -2.27% return, which is significantly lower than OROVY's -0.13% return. Over the past 10 years, CHFFY has underperformed OROVY with an annualized return of -0.80%, while OROVY has yielded a comparatively higher 38.39% annualized return.
CHFFY
- 1D
- 0.00%
- 1M
- 2.43%
- YTD
- -2.27%
- 6M
- -2.27%
- 1Y
- 65.47%
- 3Y*
- 25.76%
- 5Y*
- 8.16%
- 10Y*
- -0.80%
OROVY
- 1D
- -10.75%
- 1M
- -10.75%
- YTD
- -0.13%
- 6M
- 5.01%
- 1Y
- -1.24%
- 3Y*
- 16.85%
- 5Y*
- 18.39%
- 10Y*
- 38.39%
CHFFY vs. OROVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHFFY China Everbright International Ltd ADR | -2.27% | 69.26% | 51.25% | -22.87% | -38.80% | 42.97% | -24.81% | -16.06% | -32.81% | 27.91% |
OROVY Orient Overseas International Ltd ADR | -0.13% | 23.28% | 11.38% | 7.43% | 1.52% | 292.63% | 73.70% | -11.63% | 3.74% | 150.19% |
Correlation
The correlation between CHFFY and OROVY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2015 | 0.05 |
Fundamentals
CHFFY:
$3.96B
OROVY:
$10.33B
CHFFY:
HK$12.27
OROVY:
$30.95
CHFFY:
4.12
OROVY:
2.53
CHFFY:
0.54
OROVY:
0.51
CHFFY:
0.59
OROVY:
0.77
CHFFY:
HK$57.75B
OROVY:
$20.42B
CHFFY:
HK$22.61B
OROVY:
$4.40B
CHFFY:
HK$20.36B
OROVY:
$5.66B
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Return for Risk
CHFFY vs. OROVY — Risk / Return Rank
CHFFY
OROVY
CHFFY vs. OROVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Everbright International Ltd ADR (CHFFY) and Orient Overseas International Ltd ADR (OROVY). 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 | OROVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.04 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | -0.07 | +4.70 |
| Martin ratioReturn relative to average drawdown | 14.14 | -0.17 | +14.31 |
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Drawdowns
CHFFY vs. OROVY - Drawdown Comparison
The maximum CHFFY drawdown since its inception was -75.84%, which is greater than OROVY's maximum drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for CHFFY and OROVY.
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Drawdown Indicators
| CHFFY | OROVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.84% | -66.61% | -9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -18.88% | +4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -31.60% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -54.47% | -48.75% | -5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -75.84% | -57.73% | -18.11% |
Current DrawdownCurrent decline from peak | -38.94% | -18.88% | -20.06% |
Average DrawdownAverage peak-to-trough decline | -47.62% | -28.79% | -18.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 7.36% | -2.68% |
Volatility
CHFFY vs. OROVY - Volatility Comparison
The current volatility for China Everbright International Ltd ADR (CHFFY) is 2.40%, while Orient Overseas International Ltd ADR (OROVY) has a volatility of 11.87%. This indicates that CHFFY experiences smaller price fluctuations and is considered to be less risky than OROVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHFFY | OROVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 11.87% | -9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 19.11% | 20.42% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.60% | 26.44% | +18.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.89% | 45.49% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.08% | 59.77% | -5.69% |
Dividends
CHFFY vs. OROVY - Dividend Comparison
CHFFY's dividend yield for the trailing twelve months is around 5.35%, less than OROVY's 7.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHFFY China Everbright International Ltd ADR | 5.35% | 4.55% | 6.62% | 9.70% | 9.03% | 6.09% | 3.23% | 0.00% | 0.00% | 3.25% | 2.92% | 0.00% |
OROVY Orient Overseas International Ltd ADR | 7.27% | 12.77% | 5.54% | 38.93% | 51.63% | 23.19% | 22.52% | 25.50% | 0.00% | 0.19% | 0.88% | 2.55% |
Financials
CHFFY vs. OROVY - Financials Comparison
This section allows you to compare key financial metrics between China Everbright International Ltd ADR and Orient Overseas International Ltd ADR. 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. OROVY - Profitability Comparison
CHFFY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
OROVY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Orient Overseas International Ltd ADR reported a gross profit of 664.86M and revenue of 4.85B. Therefore, the gross margin over that period was 13.7%.
CHFFY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
OROVY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Orient Overseas International Ltd ADR reported an operating income of 405.34M and revenue of 4.85B, resulting in an operating margin of 8.4%.
CHFFY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
OROVY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Orient Overseas International Ltd ADR reported a net income of 559.62M and revenue of 4.85B, resulting in a net margin of 11.5%.
Frequently Asked Questions
CHFFY and OROVY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OROVY has higher volatility (11.87%) compared to CHFFY (2.40%). In terms of maximum drawdown, CHFFY dropped -75.84% vs OROVY's -66.61%.
CHFFY currently has the higher Sharpe Ratio (1.49 vs -0.05), 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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