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HKD vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HKD vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMTD Digital Inc. (HKD) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HKD achieves a 26.77% return, which is significantly lower than USD's 50.25% return.


HKD

1D
1.26%
1M
1.26%
6M
17.52%
YTD
26.77%
1Y
-3.59%
3Y*
-37.61%
5Y*
10Y*
ALL TIME*
-40.34%

USD

1D
1.44%
1M
-10.08%
6M
34.80%
YTD
50.25%
1Y
92.29%
3Y*
87.71%
5Y*
55.02%
10Y*
54.19%
ALL TIME*
28.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$162.14K$183.89K$347.77K
$68.86M$72.62M$95.81M

HKD vs. USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
HKD
AMTD Digital Inc.
26.77%-57.09%-29.02%-58.30%-23.08%
USD
ProShares Ultra Semiconductors
50.25%62.08%139.64%228.79%-16.90%

Correlation

The correlation between HKD and USD is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2022

0.17

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Return for Risk

HKD vs. USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HKD
HKD Risk / Return Rank: 4444
Overall Rank
HKD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HKD Sortino Ratio Rank: 4949
Sortino Ratio Rank
HKD Omega Ratio Rank: 4949
Omega Ratio Rank
HKD Calmar Ratio Rank: 4040
Calmar Ratio Rank
HKD Martin Ratio Rank: 4141
Martin Ratio Rank

USD
USD Risk / Return Rank: 5252
Overall Rank
USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USD Sortino Ratio Rank: 4949
Sortino Ratio Rank
USD Omega Ratio Rank: 4949
Omega Ratio Rank
USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
USD Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HKD vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMTD Digital Inc. (HKD) and ProShares Ultra Semiconductors (USD). 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.


HKDUSDDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.14

2.16

-2.30

Martin ratioReturn relative to average drawdown

-0.20

6.21

-6.41

HKD vs. USD - Sharpe Ratio Comparison

The current HKD Sharpe Ratio is -0.09, which is lower than the USD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of HKD and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HKD vs. USD - Drawdown Comparison

The maximum HKD drawdown since its inception was -99.92%, which is greater than USD's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for HKD and USD.


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Drawdown Indicators


HKDUSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-88.63%

-11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-56.95%

-39.33%

-17.62%

Max Drawdown (3Y)

Largest decline over 3 years

-80.84%

-64.46%

-16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-99.90%

-30.59%

-69.31%

Average Drawdown

Average peak-to-trough decline

-98.11%

-32.23%

-65.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.06%

13.62%

+26.44%

Volatility

HKD vs. USD - Volatility Comparison

The current volatility for AMTD Digital Inc. (HKD) is 10.25%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.19%. This indicates that HKD experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HKDUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

28.19%

-17.94%

Volatility (6M)

Calculated over the trailing 6-month period

38.73%

61.13%

-22.40%

Volatility (1Y)

Calculated over the trailing 1-year period

93.77%

73.80%

+19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

271.94%

78.73%

+193.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

271.94%

70.38%

+201.56%

Dividends

HKD vs. USD - Dividend Comparison

HKD has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.39%.


PositionTTM20252024202320222021202020192018201720162015
HKD
AMTD Digital Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.39%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


HKD and USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (28.19%) compared to HKD (10.25%). In terms of maximum drawdown, HKD dropped -99.92% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (1.15 vs -0.09), 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.

Portfolio Optimizer

Find the right allocation for HKD and USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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