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HNGKY vs. UOLGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HNGKY vs. UOLGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hong Kong Land Holdings Ltd ADR (HNGKY) and UOL Group Ltd ADR (UOLGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HNGKY achieves a 9.05% return, which is significantly lower than UOLGY's 17.80% return. Over the past 10 years, HNGKY has underperformed UOLGY with an annualized return of 6.70%, while UOLGY has yielded a comparatively higher 9.86% annualized return.


HNGKY

1D
0.02%
1M
-7.95%
YTD
9.05%
6M
15.94%
1Y
41.96%
3Y*
26.27%
5Y*
13.92%
10Y*
6.70%

UOLGY

1D
0.66%
1M
-0.07%
YTD
17.80%
6M
20.48%
1Y
60.79%
3Y*
20.06%
5Y*
9.65%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNGKY vs. UOLGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HNGKY
Hong Kong Land Holdings Ltd ADR
9.05%68.39%28.96%-19.34%-1.94%26.39%-22.92%-2.02%-12.11%6.37%
UOLGY
UOL Group Ltd ADR
17.80%75.21%-15.82%-1.76%-1.65%-9.12%3.94%34.82%-30.00%65.77%

Correlation

The correlation between HNGKY and UOLGY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

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

0.17

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2007

0.11

The correlation between HNGKY and UOLGY shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HNGKY:

$81.33B

UOLGY:

$6.61B

EPS

HNGKY:

-$0.06

UOLGY:

$3.97

PS Ratio

HNGKY:

23.49

UOLGY:

1.10

PB Ratio

HNGKY:

2.64

UOLGY:

0.56

Total Revenue (TTM)

HNGKY:

$3.48B

UOLGY:

$6.02B

Gross Profit (TTM)

HNGKY:

$1.30B

UOLGY:

$2.39B

EBITDA (TTM)

HNGKY:

$2.19B

UOLGY:

$1.75B

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Return for Risk

HNGKY vs. UOLGY — Risk / Return Rank

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

HNGKY
HNGKY Risk / Return Rank: 7272
Overall Rank
HNGKY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HNGKY Sortino Ratio Rank: 6767
Sortino Ratio Rank
HNGKY Omega Ratio Rank: 6565
Omega Ratio Rank
HNGKY Calmar Ratio Rank: 7979
Calmar Ratio Rank
HNGKY Martin Ratio Rank: 7878
Martin Ratio Rank

UOLGY
UOLGY Risk / Return Rank: 8585
Overall Rank
UOLGY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UOLGY Sortino Ratio Rank: 8383
Sortino Ratio Rank
UOLGY Omega Ratio Rank: 8383
Omega Ratio Rank
UOLGY Calmar Ratio Rank: 8686
Calmar Ratio Rank
UOLGY Martin Ratio Rank: 8888
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.

HNGKY vs. UOLGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hong Kong Land Holdings Ltd ADR (HNGKY) and UOL Group Ltd ADR (UOLGY). 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.


HNGKYUOLGYDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

2.48

3.52

-1.05

Martin ratioReturn relative to average drawdown

5.74

10.40

-4.66

HNGKY vs. UOLGY - Sharpe Ratio Comparison

The current HNGKY Sharpe Ratio is 0.98, which is lower than the UOLGY Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of HNGKY and UOLGY, 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


HNGKYUOLGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.95

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.34

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.34

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.18

-0.01

Drawdowns

HNGKY vs. UOLGY - Drawdown Comparison

The maximum HNGKY drawdown since its inception was -52.89%, smaller than the maximum UOLGY drawdown of -74.06%. Use the drawdown chart below to compare losses from any high point for HNGKY and UOLGY.


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Drawdown Indicators


HNGKYUOLGYDifference

Max Drawdown

Largest peak-to-trough decline

-52.89%

-74.06%

+21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-17.34%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-30.65%

-30.30%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-43.48%

-30.33%

-13.15%

Max Drawdown (10Y)

Largest decline over 10 years

-50.86%

-42.09%

-8.77%

Current Drawdown

Current decline from peak

-16.99%

-11.17%

-5.82%

Average Drawdown

Average peak-to-trough decline

-18.98%

-19.29%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

5.93%

+1.40%

Volatility

HNGKY vs. UOLGY - Volatility Comparison

Hong Kong Land Holdings Ltd ADR (HNGKY) has a higher volatility of 11.15% compared to UOL Group Ltd ADR (UOLGY) at 7.46%. This indicates that HNGKY's price experiences larger fluctuations and is considered to be riskier than UOLGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNGKYUOLGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

7.46%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

26.54%

22.31%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

43.11%

32.50%

+10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.46%

28.94%

+9.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

29.44%

+3.50%

Dividends

HNGKY vs. UOLGY - Dividend Comparison

HNGKY's dividend yield for the trailing twelve months is around 3.36%, more than UOLGY's 2.49% yield.


PositionTTM2025202420232022202120202019201820172016
HNGKY
Hong Kong Land Holdings Ltd ADR
3.36%3.30%5.06%6.10%5.78%4.18%5.05%3.52%3.02%2.58%2.64%
UOLGY
UOL Group Ltd ADR
2.49%1.96%3.72%2.74%2.15%2.12%1.98%2.11%2.88%3.39%5.17%

Financials

HNGKY vs. UOLGY - Financials Comparison

This section allows you to compare key financial metrics between Hong Kong Land Holdings Ltd ADR and UOL Group Ltd ADR. 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


600.00M800.00M1.00B1.20B1.40B1.60B20212022202320242025
722.50M
1.68B
(HNGKY) Total Revenue
(UOLGY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HNGKY and UOLGY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HNGKY has higher volatility (11.15%) compared to UOLGY (7.46%). In terms of maximum drawdown, HNGKY dropped -52.89% vs UOLGY's -74.06%.

UOLGY currently has the higher Sharpe Ratio (1.95 vs 0.98), 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.

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