HSTC.L vs. BABA
Compare and contrast key facts about HSBC Hang Seng Tech UCITS ETF (HSTC.L) and Alibaba Group Holding Limited (BABA).
HSTC.L is a passively managed fund by HSBC Investment Funds (Luxembourg) S.A. that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 9, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSTC.L or BABA.
Key characteristics
| HSTC.L | BABA | |
|---|---|---|
| YTD Return | 17.41% | 19.71% |
| 1Y Return | 6.18% | 12.10% |
| 3Y Return (Ann) | -11.02% | -17.44% |
| Sharpe Ratio | 0.06 | 0.38 |
| Sortino Ratio | 0.36 | 0.81 |
| Omega Ratio | 1.04 | 1.10 |
| Calmar Ratio | 0.03 | 0.18 |
| Martin Ratio | 0.14 | 1.11 |
| Ulcer Index | 15.98% | 12.88% |
| Daily Std Dev | 36.68% | 37.87% |
| Max Drawdown | -69.93% | -80.09% |
| Current Drawdown | -55.99% | -70.35% |
Correlation
The correlation between HSTC.L and BABA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HSTC.L vs. BABA - Performance Comparison
In the year-to-date period, HSTC.L achieves a 17.41% return, which is significantly lower than BABA's 19.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
HSTC.L vs. BABA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTC.L) and Alibaba Group Holding Limited (BABA). 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.
Dividends
HSTC.L vs. BABA - Dividend Comparison
HSTC.L has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.80%.
| TTM | 2023 | |
|---|---|---|
HSTC.L HSBC Hang Seng Tech UCITS ETF | 0.00% | 0.00% |
BABA Alibaba Group Holding Limited | 1.80% | 1.29% |
Drawdowns
HSTC.L vs. BABA - Drawdown Comparison
The maximum HSTC.L drawdown since its inception was -69.93%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for HSTC.L and BABA. For additional features, visit the drawdowns tool.
Volatility
HSTC.L vs. BABA - Volatility Comparison
HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a higher volatility of 13.39% compared to Alibaba Group Holding Limited (BABA) at 10.26%. This indicates that HSTC.L's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.