HTHIY vs. TCEHY
Compare and contrast key facts about Hitachi Ltd ADR (HTHIY) and Tencent Holdings Limited (TCEHY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTHIY or TCEHY.
Key characteristics
| HTHIY | TCEHY | |
|---|---|---|
| YTD Return | 85.69% | 40.10% |
| 1Y Return | 105.01% | 35.51% |
| 3Y Return (Ann) | 29.77% | -2.55% |
| 5Y Return (Ann) | 35.36% | 7.48% |
| 10Y Return (Ann) | 22.86% | 13.09% |
| Sharpe Ratio | 2.58 | 1.00 |
| Sortino Ratio | 2.97 | 1.60 |
| Omega Ratio | 1.44 | 1.20 |
| Calmar Ratio | 4.79 | 0.57 |
| Martin Ratio | 22.02 | 3.51 |
| Ulcer Index | 4.84% | 10.05% |
| Daily Std Dev | 41.48% | 35.42% |
| Max Drawdown | -83.83% | -73.15% |
| Current Drawdown | -4.61% | -41.27% |
Fundamentals
| HTHIY | TCEHY | |
|---|---|---|
| Market Cap | $122.91B | $488.06B |
| EPS | $1.90 | $2.22 |
| PE Ratio | 28.01 | 23.65 |
| PEG Ratio | 1.26 | 0.62 |
| Total Revenue (TTM) | $6.98T | $475.81B |
| Gross Profit (TTM) | $1.99T | $242.59B |
| EBITDA (TTM) | $937.59B | $181.91B |
Correlation
The correlation between HTHIY and TCEHY is 0.10, 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
In the year-to-date period, HTHIY achieves a 85.69% return, which is significantly higher than TCEHY's 40.10% return. Over the past 10 years, HTHIY has outperformed TCEHY with an annualized return of 22.86%, while TCEHY has yielded a comparatively lower 13.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
HTHIY vs. TCEHY - Dividend Comparison
HTHIY's dividend yield for the trailing twelve months is around 0.49%, less than TCEHY's 0.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTHIY Hitachi Ltd ADR | 0.49% | 1.49% | 1.98% | 5.60% | 11.92% | 10.22% | 13.45% | 8.07% | 9.93% | 8.43% | 6.96% | 10.06% |
TCEHY Tencent Holdings Limited | 0.83% | 6.80% | 4.27% | 0.35% | 0.22% | 0.26% | 0.29% | 0.15% | 0.25% | 0.23% | 0.04% | 0.20% |
Drawdowns
HTHIY vs. TCEHY - Drawdown Comparison
The maximum HTHIY drawdown since its inception was -83.83%, which is greater than TCEHY's maximum drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for HTHIY and TCEHY. For additional features, visit the drawdowns tool.
Volatility
HTHIY vs. TCEHY - Volatility Comparison
Hitachi Ltd ADR (HTHIY) has a higher volatility of 13.61% compared to Tencent Holdings Limited (TCEHY) at 11.31%. 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.
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