PortfoliosLab logo
HTHIY vs. TCEHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HTHIY and TCEHY is 0.18, 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

HTHIY vs. TCEHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hitachi Ltd ADR (HTHIY) and Tencent Holdings Limited (TCEHY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

HTHIY:

0.35

TCEHY:

0.85

Sortino Ratio

HTHIY:

1.72

TCEHY:

1.52

Omega Ratio

HTHIY:

1.34

TCEHY:

1.21

Calmar Ratio

HTHIY:

0.65

TCEHY:

0.71

Martin Ratio

HTHIY:

1.51

TCEHY:

3.30

Ulcer Index

HTHIY:

28.93%

TCEHY:

10.64%

Daily Std Dev

HTHIY:

130.31%

TCEHY:

35.48%

Max Drawdown

HTHIY:

-82.30%

TCEHY:

-73.21%

Current Drawdown

HTHIY:

-53.78%

TCEHY:

-26.59%

Fundamentals

Market Cap

HTHIY:

$121.45B

TCEHY:

$596.19B

EPS

HTHIY:

$0.91

TCEHY:

$2.84

PE Ratio

HTHIY:

29.15

TCEHY:

23.05

PEG Ratio

HTHIY:

1.26

TCEHY:

1.63

PS Ratio

HTHIY:

0.01

TCEHY:

0.88

PB Ratio

HTHIY:

3.05

TCEHY:

4.13

Total Revenue (TTM)

HTHIY:

$7.01T

TCEHY:

$500.76B

Gross Profit (TTM)

HTHIY:

$2.01T

TCEHY:

$265.43B

EBITDA (TTM)

HTHIY:

$996.46B

TCEHY:

$171.80B

Returns By Period

In the year-to-date period, HTHIY achieves a 5.90% return, which is significantly lower than TCEHY's 21.96% return. Over the past 10 years, HTHIY has outperformed TCEHY with an annualized return of 22.87%, while TCEHY has yielded a comparatively lower 13.71% annualized return.


HTHIY

YTD

5.90%

1M

11.05%

6M

4.04%

1Y

43.43%

5Y*

39.09%

10Y*

22.87%

TCEHY

YTD

21.96%

1M

10.98%

6M

27.11%

1Y

29.29%

5Y*

5.89%

10Y*

13.71%

*Annualized

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

HTHIY vs. TCEHY — Risk-Adjusted Performance Rank

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

HTHIY
The Risk-Adjusted Performance Rank of HTHIY is 7676
Overall Rank
The Sharpe Ratio Rank of HTHIY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHIY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of HTHIY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HTHIY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HTHIY is 6969
Martin Ratio Rank

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 7979
Overall Rank
The Sharpe Ratio Rank of TCEHY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 8080
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.

HTHIY vs. TCEHY - Risk-Adjusted Performance 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.


The current HTHIY Sharpe Ratio is 0.35, which is lower than the TCEHY Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of HTHIY and TCEHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

HTHIY vs. TCEHY - Dividend Comparison

HTHIY's dividend yield for the trailing twelve months is around 0.52%, while TCEHY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HTHIY
Hitachi Ltd ADR
0.52%1.07%2.98%1.98%3.80%2.38%3.01%2.69%10.51%21.85%17.70%15.27%
TCEHY
Tencent Holdings Limited
0.00%0.81%6.84%4.22%0.35%0.21%0.26%0.29%0.15%0.25%0.23%0.04%

Drawdowns

HTHIY vs. TCEHY - Drawdown Comparison

The maximum HTHIY drawdown since its inception was -82.30%, which is greater than TCEHY's maximum drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for HTHIY and TCEHY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

HTHIY vs. TCEHY - Volatility Comparison

Hitachi Ltd ADR (HTHIY) has a higher volatility of 14.71% compared to Tencent Holdings Limited (TCEHY) at 10.18%. This indicates that HTHIY's price experiences larger fluctuations and is considered to be riskier than TCEHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T2.50T3.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.47T
172.45B
(HTHIY) Total Revenue
(TCEHY) Total Revenue
Values in USD except per share items

HTHIY vs. TCEHY - Profitability Comparison

The chart below illustrates the profitability comparison between Hitachi Ltd ADR and Tencent Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
28.9%
52.6%
(HTHIY) Gross Margin
(TCEHY) Gross Margin
HTHIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hitachi Ltd ADR reported a gross profit of 712.22B and revenue of 2.47T. Therefore, the gross margin over that period was 28.9%.

TCEHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tencent Holdings Limited reported a gross profit of 90.71B and revenue of 172.45B. Therefore, the gross margin over that period was 52.6%.

HTHIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hitachi Ltd ADR reported an operating income of 250.17B and revenue of 2.47T, resulting in an operating margin of 10.2%.

TCEHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tencent Holdings Limited reported an operating income of 51.48B and revenue of 172.45B, resulting in an operating margin of 29.9%.

HTHIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hitachi Ltd ADR reported a net income of 138.51B and revenue of 2.47T, resulting in a net margin of 5.6%.

TCEHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tencent Holdings Limited reported a net income of 51.32B and revenue of 172.45B, resulting in a net margin of 29.8%.