CMRE vs. 1308.HK

Last updated Apr 2, 2026

Compare and contrast key facts about Costamare Inc. (CMRE) and SITC International Holdings Co Ltd (1308.HK).

Performance

CMRE vs. 1308.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costamare Inc. (CMRE) and SITC International Holdings Co Ltd (1308.HK). The values are adjusted to include any dividend payments, if applicable.

CMRE vs. 1308.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CMRE Costamare Inc.	8.47%	73.07%	28.07%	17.60%	-21.93%	59.04%	-7.26%	132.86%	-19.11%	9.57%
1308.HK SITC International Holdings Co Ltd	29.07%	50.17%	68.27%	-10.77%	-27.46%	80.85%	93.85%	36.76%	1.42%	69.34%

Different Trading Currencies

CMRE is traded in USD, while 1308.HK is traded in HKD. To make them comparable, the 1308.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMRE achieves a 8.47% return, which is significantly lower than 1308.HK's 29.07% return. Over the past 10 years, CMRE has underperformed 1308.HK with an annualized return of 16.34%, while 1308.HK has yielded a comparatively higher 37.10% annualized return.

CMRE

• 1D: 0.59%
• 1M: -5.08%
• YTD: 8.47%
• 6M: 42.75%
• 1Y: 132.68%
• 3Y*: 40.20%
• 5Y*: 23.81%
• 10Y*: 16.34%

1308.HK

• 1D: 3.64%
• 1M: 3.47%
• YTD: 29.07%
• 6M: 20.03%
• 1Y: 87.77%
• 3Y*: 44.42%
• 5Y*: 18.97%
• 10Y*: 37.10%

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

Return for Risk

CMRE vs. 1308.HK — Risk / Return Rank

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

CMRE

CMRE Risk / Return Rank: 97
CMRE Sharpe Ratio Rank: 98
CMRE Sortino Ratio Rank: 97
CMRE Omega Ratio Rank: 95
CMRE Calmar Ratio Rank: 97
CMRE Martin Ratio Rank: 98

1308.HK

1308.HK Risk / Return Rank: 91
1308.HK Sharpe Ratio Rank: 92
1308.HK Sortino Ratio Rank: 88
1308.HK Omega Ratio Rank: 89
1308.HK Calmar Ratio Rank: 91
1308.HK Martin Ratio Rank: 93

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.

CMRE vs. 1308.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costamare Inc. (CMRE) and SITC International Holdings Co Ltd (1308.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.

	CMRE	1308.HK	Difference
Sharpe ratio Return per unit of total volatility	3.63	2.27	+1.35
Sortino ratio Return per unit of downside risk	4.05	2.66	+1.39
Omega ratio Gain probability vs. loss probability	1.52	1.39	+0.13
Calmar ratio Return relative to maximum drawdown	7.50	4.30	+3.20
Martin ratio Return relative to average drawdown	25.44	13.57	+11.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMRE vs. 1308.HK - Sharpe Ratio Comparison

The current CMRE Sharpe Ratio is 3.63, which is higher than the 1308.HK Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CMRE and 1308.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CMRE	1308.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.63	2.27	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.42	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.92	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.57	-0.30

Correlation

The correlation between CMRE and 1308.HK is 0.12, 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.

Dividends

CMRE vs. 1308.HK - Dividend Comparison

CMRE's dividend yield for the trailing twelve months is around 2.53%, less than 1308.HK's 9.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMRE Costamare Inc.	2.53%	2.54%	3.58%	4.42%	9.11%	3.40%	4.83%	4.20%	9.11%	6.93%	17.32%	11.04%
1308.HK SITC International Holdings Co Ltd	9.63%	9.69%	7.83%	16.32%	21.89%	8.51%	4.72%	4.63%	6.10%	3.37%	5.51%	5.35%

Drawdowns

CMRE vs. 1308.HK - Drawdown Comparison

The maximum CMRE drawdown since its inception was -78.24%, which is greater than 1308.HK's maximum drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for CMRE and 1308.HK.

Drawdown Indicators

	CMRE	1308.HK	Difference
Max Drawdown Largest peak-to-trough decline	-78.24%	-71.52%	-6.72%
Max Drawdown (1Y) Largest decline over 1 year	-19.05%	-23.56%	+4.51%
Max Drawdown (5Y) Largest decline over 5 years	-52.88%	-57.13%	+4.25%
Max Drawdown (10Y) Largest decline over 10 years	-66.54%	-57.13%	-9.41%
Current Drawdown Current decline from peak	-5.08%	0.00%	-5.08%
Average Drawdown Average peak-to-trough decline	-33.81%	-23.38%	-10.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.62%	7.46%	-1.84%

Volatility

CMRE vs. 1308.HK - Volatility Comparison

Costamare Inc. (CMRE) and SITC International Holdings Co Ltd (1308.HK) have volatilities of 9.62% and 9.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMRE	1308.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.62%	9.95%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	22.21%	23.07%	-0.86%
Volatility (1Y) Calculated over the trailing 1-year period	37.02%	39.89%	-2.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.50%	47.00%	-8.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.46%	41.45%	+3.01%

Financials