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CICHF vs. VZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CICHF and VZ is 0.09, 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.


-0.50.00.51.00.1

Performance

CICHF vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Construction Bank Corporation (CICHF) and Verizon Communications Inc. (VZ). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
21.37%
2.26%
CICHF
VZ

Key characteristics

Sharpe Ratio

CICHF:

1.15

VZ:

0.00

Sortino Ratio

CICHF:

1.79

VZ:

0.14

Omega Ratio

CICHF:

1.22

VZ:

1.02

Calmar Ratio

CICHF:

4.81

VZ:

0.00

Martin Ratio

CICHF:

13.12

VZ:

0.01

Ulcer Index

CICHF:

5.93%

VZ:

5.60%

Daily Std Dev

CICHF:

78.33%

VZ:

19.61%

Max Drawdown

CICHF:

-90.93%

VZ:

-50.66%

Current Drawdown

CICHF:

-9.41%

VZ:

-17.11%

Fundamentals

Market Cap

CICHF:

$206.59B

VZ:

$167.59B

EPS

CICHF:

$0.18

VZ:

$4.12

PE Ratio

CICHF:

4.28

VZ:

9.66

PEG Ratio

CICHF:

1.30

VZ:

1.08

Total Revenue (TTM)

CICHF:

$902.86B

VZ:

$99.11B

Gross Profit (TTM)

CICHF:

$902.86B

VZ:

$60.52B

EBITDA (TTM)

CICHF:

$12.43B

VZ:

$34.57B

Returns By Period

In the year-to-date period, CICHF achieves a -7.41% return, which is significantly lower than VZ's 1.37% return. Over the past 10 years, CICHF has outperformed VZ with an annualized return of 26.04%, while VZ has yielded a comparatively lower 3.00% annualized return.


CICHF

YTD

-7.41%

1M

4.56%

6M

21.37%

1Y

46.89%

5Y*

26.55%

10Y*

26.04%

VZ

YTD

1.37%

1M

0.69%

6M

2.26%

1Y

2.76%

5Y*

-2.33%

10Y*

3.00%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CICHF vs. VZ — Risk-Adjusted Performance Rank

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

CICHF
The Risk-Adjusted Performance Rank of CICHF is 8585
Overall Rank
The Sharpe Ratio Rank of CICHF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CICHF is 7777
Sortino Ratio Rank
The Omega Ratio Rank of CICHF is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CICHF is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CICHF is 9595
Martin Ratio Rank

VZ
The Risk-Adjusted Performance Rank of VZ is 4242
Overall Rank
The Sharpe Ratio Rank of VZ is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CICHF vs. VZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China Construction Bank Corporation (CICHF) and Verizon Communications Inc. (VZ). 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.


Sharpe ratio
The chart of Sharpe ratio for CICHF, currently valued at 0.83, compared to the broader market-2.000.002.004.000.830.00
The chart of Sortino ratio for CICHF, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.14
The chart of Omega ratio for CICHF, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.02
The chart of Calmar ratio for CICHF, currently valued at 3.49, compared to the broader market0.002.004.006.003.490.00
The chart of Martin ratio for CICHF, currently valued at 7.88, compared to the broader market-10.000.0010.0020.0030.007.880.01
CICHF
VZ

The current CICHF Sharpe Ratio is 1.15, which is higher than the VZ Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of CICHF and VZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.83
0.00
CICHF
VZ

Dividends

CICHF vs. VZ - Dividend Comparison

CICHF's dividend yield for the trailing twelve months is around 10.78%, more than VZ's 6.75% yield.


TTM20242023202220212020201920182017201620152014
CICHF
China Construction Bank Corporation
10.78%6.51%18.27%16.77%14.14%6.25%10.35%47.17%4.46%5.60%7.00%5.96%
VZ
Verizon Communications Inc.
6.75%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%

Drawdowns

CICHF vs. VZ - Drawdown Comparison

The maximum CICHF drawdown since its inception was -90.93%, which is greater than VZ's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for CICHF and VZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.41%
-17.11%
CICHF
VZ

Volatility

CICHF vs. VZ - Volatility Comparison

China Construction Bank Corporation (CICHF) has a higher volatility of 21.73% compared to Verizon Communications Inc. (VZ) at 5.18%. This indicates that CICHF's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
21.73%
5.18%
CICHF
VZ

Financials

CICHF vs. VZ - Financials Comparison

This section allows you to compare key financial metrics between China Construction Bank Corporation and Verizon Communications Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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