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HKD vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HKD and YALL is 0.24, 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.


Performance

HKD vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMTD Digital Inc. (HKD) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HKD:

-0.50

YALL:

1.04

Sortino Ratio

HKD:

-0.44

YALL:

1.56

Omega Ratio

HKD:

0.95

YALL:

1.20

Calmar Ratio

HKD:

-0.45

YALL:

1.09

Martin Ratio

HKD:

-1.07

YALL:

3.95

Ulcer Index

HKD:

42.16%

YALL:

5.44%

Daily Std Dev

HKD:

88.74%

YALL:

21.57%

Max Drawdown

HKD:

-99.90%

YALL:

-19.72%

Current Drawdown

HKD:

-99.88%

YALL:

-1.91%

Returns By Period

In the year-to-date period, HKD achieves a -29.73% return, which is significantly lower than YALL's 6.09% return.


HKD

YTD

-29.73%

1M

0.48%

6M

-31.35%

1Y

-44.24%

3Y*

N/A

5Y*

N/A

10Y*

N/A

YALL

YTD

6.09%

1M

6.66%

6M

0.64%

1Y

22.25%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AMTD Digital Inc.

God Bless America ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HKD vs. YALL — Risk-Adjusted Performance Rank

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

HKD
The Risk-Adjusted Performance Rank of HKD is 2323
Overall Rank
The Sharpe Ratio Rank of HKD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of HKD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of HKD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of HKD is 2222
Calmar Ratio Rank
The Martin Ratio Rank of HKD is 2323
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8080
Overall Rank
The Sharpe Ratio Rank of YALL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8282
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7878
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.

HKD vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMTD Digital Inc. (HKD) and God Bless America ETF (YALL). 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.


The current HKD Sharpe Ratio is -0.50, which is lower than the YALL Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of HKD and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HKD vs. YALL - Dividend Comparison

HKD has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.47%.


TTM202420232022
HKD
AMTD Digital Inc.
0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.47%0.50%3.51%0.19%

Drawdowns

HKD vs. YALL - Drawdown Comparison

The maximum HKD drawdown since its inception was -99.90%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for HKD and YALL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HKD vs. YALL - Volatility Comparison

AMTD Digital Inc. (HKD) has a higher volatility of 40.91% compared to God Bless America ETF (YALL) at 4.77%. This indicates that HKD's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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