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HKDUSD=X vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

HKDUSD=X vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HKD/USD (HKDUSD=X) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HKDUSD=X is traded in USD, while ^HSI is traded in HKD. To make them comparable, the ^HSI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HKDUSD=X achieves a -0.65% return, which is significantly higher than ^HSI's -2.08% return. Over the past 10 years, HKDUSD=X has underperformed ^HSI with an annualized return of -0.09%, while ^HSI has yielded a comparatively higher 1.77% annualized return.


HKDUSD=X

1D
0.02%
1M
0.03%
YTD
-0.65%
6M
-0.62%
1Y
0.16%
3Y*
0.04%
5Y*
-0.20%
10Y*
-0.09%

^HSI

1D
-1.41%
1M
-2.42%
YTD
-2.08%
6M
-3.22%
1Y
6.95%
3Y*
9.78%
5Y*
-2.86%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HKDUSD=X vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HKDUSD=X
HKD/USD
-0.65%-0.17%0.51%0.02%-0.17%-0.56%0.49%0.52%-0.24%-0.74%
^HSI
Hang Seng Index
-2.13%27.55%18.27%-13.81%-15.60%-14.56%-2.93%9.64%-13.82%34.99%

Correlation

The correlation between HKDUSD=X and ^HSI 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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2007

0.15

The correlation between HKDUSD=X and ^HSI shifts across timeframes, from -0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HKDUSD=X vs. ^HSI — Risk / Return Rank

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

HKDUSD=X
HKDUSD=X Risk / Return Rank: 5454
Overall Rank
HKDUSD=X Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HKDUSD=X Sortino Ratio Rank: 5555
Sortino Ratio Rank
HKDUSD=X Omega Ratio Rank: 5555
Omega Ratio Rank
HKDUSD=X Calmar Ratio Rank: 5454
Calmar Ratio Rank
HKDUSD=X Martin Ratio Rank: 5252
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2828
Calmar Ratio Rank
^HSI Martin Ratio Rank: 2929
Martin Ratio Rank
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.

HKDUSD=X vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HKD/USD (HKDUSD=X) and Hang Seng Index (^HSI). 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.


HKDUSD=X^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.03

1.08

-0.04

Calmar ratioReturn relative to maximum drawdown

0.14

0.54

-0.40

Martin ratioReturn relative to average drawdown

0.27

1.35

-1.09

HKDUSD=X vs. ^HSI - Sharpe Ratio Comparison

The current HKDUSD=X Sharpe Ratio is 0.16, which is lower than the ^HSI Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of HKDUSD=X and ^HSI, 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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Sharpe Ratios by Period


HKDUSD=X^HSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.39

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.12

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.08

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.03

-0.05

Drawdowns

HKDUSD=X vs. ^HSI - Drawdown Comparison

The maximum HKDUSD=X drawdown since its inception was -1.30%, smaller than the maximum ^HSI drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for HKDUSD=X and ^HSI.


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Drawdown Indicators


HKDUSD=X^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-65.19%

+63.89%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

-13.13%

+12.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.30%

-25.67%

+24.37%

Max Drawdown (5Y)

Largest decline over 5 years

-1.30%

-50.41%

+49.11%

Max Drawdown (10Y)

Largest decline over 10 years

-1.30%

-55.87%

+54.57%

Current Drawdown

Current decline from peak

-1.09%

-23.94%

+22.85%

Average Drawdown

Average peak-to-trough decline

-0.46%

-28.60%

+28.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

5.21%

-4.65%

Volatility

HKDUSD=X vs. ^HSI - Volatility Comparison

The current volatility for HKD/USD (HKDUSD=X) is 0.11%, while Hang Seng Index (^HSI) has a volatility of 5.14%. This indicates that HKDUSD=X experiences smaller price fluctuations and is considered to be less risky than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HKDUSD=X^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

5.14%

-5.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

13.70%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.82%

18.52%

-17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.78%

25.45%

-24.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

22.06%

-21.36%

Frequently Asked Questions


HKDUSD=X and ^HSI 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.

^HSI has higher volatility (5.14%) compared to HKDUSD=X (0.11%). In terms of maximum drawdown, HKDUSD=X dropped -1.30% vs ^HSI's -65.19%.

^HSI currently has the higher Sharpe Ratio (0.39 vs 0.16), 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

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