HTHIY vs. TCEHY
HTHIY (Hitachi Ltd ADR) and TCEHY (Tencent Holdings Limited) are both stocks. HTHIY operates in Conglomerates (Industrials), while TCEHY operates in Internet Content & Information (Communication Services). Over the past 10 years, HTHIY returned 22.28%/yr vs 11.45%/yr for TCEHY. At a 0.28 correlation, their price movements are largely independent.
Performance
HTHIY vs. TCEHY - Performance Comparison
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Returns By Period
In the year-to-date period, HTHIY achieves a 5.58% return, which is significantly higher than TCEHY's -23.11% return. Over the past 10 years, HTHIY has outperformed TCEHY with an annualized return of 22.28%, while TCEHY has yielded a comparatively lower 11.45% annualized return.
HTHIY
- 1D
- 0.24%
- 1M
- 6.36%
- YTD
- 5.58%
- 6M
- 4.14%
- 1Y
- 18.36%
- 3Y*
- 40.09%
- 5Y*
- 24.55%
- 10Y*
- 22.28%
TCEHY
- 1D
- 0.09%
- 1M
- -2.45%
- YTD
- -23.11%
- 6M
- -24.66%
- 1Y
- -10.45%
- 3Y*
- 11.74%
- 5Y*
- -3.81%
- 10Y*
- 11.45%
HTHIY vs. TCEHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HTHIY Hitachi Ltd ADR | 5.58% | 26.95% | 71.97% | 43.04% | -6.74% | 36.49% | -5.96% | 59.42% | -32.14% | 47.89% |
TCEHY Tencent Holdings Limited | -23.11% | 45.23% | 41.92% | -5.48% | -24.97% | -18.69% | 50.09% | 21.93% | -23.83% | 115.30% |
Correlation
The correlation between HTHIY and TCEHY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2012 | 0.28 |
Fundamentals
HTHIY:
$148.30B
TCEHY:
$533.69B
HTHIY:
$137.13
TCEHY:
$25.30
HTHIY:
0.24
TCEHY:
2.30
HTHIY:
0.02
TCEHY:
0.29
HTHIY:
0.02
TCEHY:
0.70
HTHIY:
0.02
TCEHY:
0.48
HTHIY:
$8.49T
TCEHY:
$763.32B
HTHIY:
$2.57T
TCEHY:
$422.60B
HTHIY:
$1.52T
TCEHY:
$324.78B
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Return for Risk
HTHIY vs. TCEHY — Risk / Return Rank
HTHIY
TCEHY
HTHIY vs. TCEHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hitachi Ltd ADR (HTHIY) and Tencent Holdings Limited (TCEHY). 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.
| HTHIY | TCEHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.96 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.29 | +0.98 |
| Martin ratioReturn relative to average drawdown | 1.52 | -0.63 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HTHIY | TCEHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | -0.34 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.09 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.30 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.65 | -0.22 |
Drawdowns
HTHIY vs. TCEHY - Drawdown Comparison
The maximum HTHIY drawdown since its inception was -52.86%, smaller than the maximum TCEHY drawdown of -73.17%. Use the drawdown chart below to compare losses from any high point for HTHIY and TCEHY.
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Drawdown Indicators
| HTHIY | TCEHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.86% | -73.17% | +20.31% |
Max Drawdown (1Y)Largest decline over 1 year | -26.43% | -36.75% | +10.32% |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | -36.75% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -35.47% | -66.67% | +31.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.98% | -73.17% | +28.19% |
Current DrawdownCurrent decline from peak | -13.72% | -33.71% | +19.99% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -19.66% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.09% | 16.68% | -4.59% |
Volatility
HTHIY vs. TCEHY - Volatility Comparison
The current volatility for Hitachi Ltd ADR (HTHIY) is 11.44%, while Tencent Holdings Limited (TCEHY) has a volatility of 12.73%. This indicates that HTHIY experiences smaller price fluctuations and is considered to be less risky than TCEHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HTHIY | TCEHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.44% | 12.73% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 31.15% | 24.43% | +6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.08% | 30.75% | +9.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.34% | 43.23% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.47% | 38.83% | -7.36% |
Dividends
HTHIY vs. TCEHY - Dividend Comparison
HTHIY has not paid dividends to shareholders, while TCEHY's dividend yield for the trailing twelve months is around 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTHIY Hitachi Ltd ADR | 0.00% | 0.49% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.70% | 1.99% | 0.00% |
TCEHY Tencent Holdings Limited | 1.16% | 0.76% | 0.82% | 6.67% | 4.15% | 0.35% | 0.19% | 0.23% | 0.26% | 0.29% | 0.51% | 0.21% |
Financials
HTHIY vs. TCEHY - Financials Comparison
This section allows you to compare key financial metrics between Hitachi Ltd ADR and Tencent Holdings Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
HTHIY vs. TCEHY - Profitability Comparison
HTHIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hitachi Ltd ADR reported a gross profit of 961.99B and revenue of 3.14T. Therefore, the gross margin over that period was 30.6%.
TCEHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a gross profit of 106.58B and revenue of 195.27B. Therefore, the gross margin over that period was 54.6%.
HTHIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hitachi Ltd ADR reported an operating income of 380.42B and revenue of 3.14T, resulting in an operating margin of 12.1%.
TCEHY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported an operating income of 65.72B and revenue of 195.27B, resulting in an operating margin of 33.7%.
HTHIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hitachi Ltd ADR reported a net income of 166.82B and revenue of 3.14T, resulting in a net margin of 5.3%.
TCEHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a net income of 57.74B and revenue of 195.27B, resulting in a net margin of 29.6%.
Frequently Asked Questions
HTHIY and TCEHY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TCEHY has higher volatility (12.73%) compared to HTHIY (11.44%). In terms of maximum drawdown, HTHIY dropped -52.86% vs TCEHY's -73.17%.
HTHIY currently has the higher Sharpe Ratio (0.46 vs -0.34), 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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