PortfoliosLab logoPortfoliosLab logo
JAPAY vs. 6055.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

JAPAY vs. 6055.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Japan Tobacco ADR (JAPAY) and China Tobacco International HK Co Ltd (6055.HK). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JAPAY vs. 6055.HK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JAPAY
Japan Tobacco ADR
6.91%43.51%1.93%28.32%-0.69%-0.88%-8.36%-4.47%
6055.HK
China Tobacco International HK Co Ltd
-4.36%51.47%150.07%-13.65%-25.00%5.30%-21.29%260.05%
Different Trading Currencies

JAPAY is traded in USD, while 6055.HK is traded in HKD. To make them comparable, the 6055.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JAPAY achieves a 6.91% return, which is significantly higher than 6055.HK's -4.36% return.


JAPAY

1D
0.10%
1M
1.48%
YTD
6.91%
6M
17.38%
1Y
41.49%
3Y*
23.89%
5Y*
16.18%
10Y*
0.15%

6055.HK

1D
1.24%
1M
-17.69%
YTD
-4.36%
6M
-24.50%
1Y
44.18%
3Y*
53.10%
5Y*
13.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Japan Tobacco ADR

Often compared with JAPAY:
JAPAY vs. PMJAPAY vs. DANOY
Often compared with 6055.HK:
6055.HK vs. PM

Return for Risk

JAPAY vs. 6055.HK — Risk / Return Rank

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

JAPAY
JAPAY Risk / Return Rank: 8989
Overall Rank
JAPAY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JAPAY Sortino Ratio Rank: 9090
Sortino Ratio Rank
JAPAY Omega Ratio Rank: 8686
Omega Ratio Rank
JAPAY Calmar Ratio Rank: 8888
Calmar Ratio Rank
JAPAY Martin Ratio Rank: 8989
Martin Ratio Rank

6055.HK
6055.HK Risk / Return Rank: 6969
Overall Rank
6055.HK Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
6055.HK Sortino Ratio Rank: 7272
Sortino Ratio Rank
6055.HK Omega Ratio Rank: 6868
Omega Ratio Rank
6055.HK Calmar Ratio Rank: 6868
Calmar Ratio Rank
6055.HK Martin Ratio Rank: 6565
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.

JAPAY vs. 6055.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Japan Tobacco ADR (JAPAY) and China Tobacco International HK Co Ltd (6055.HK). 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.


JAPAY6055.HKDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.95

+1.10

Sortino ratio

Return per unit of downside risk

2.94

1.74

+1.20

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.74

1.31

+2.43

Martin ratio

Return relative to average drawdown

10.18

2.58

+7.60

JAPAY vs. 6055.HK - Sharpe Ratio Comparison

The current JAPAY Sharpe Ratio is 2.05, which is higher than the 6055.HK Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of JAPAY and 6055.HK, 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 graphics...

Sharpe Ratios by Period


JAPAY6055.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.95

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.32

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.61

-0.43

Correlation

The correlation between JAPAY and 6055.HK is 0.03, 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.


Dividends

JAPAY vs. 6055.HK - Dividend Comparison

JAPAY's dividend yield for the trailing twelve months is around 1.82%, more than 6055.HK's 1.46% yield.


TTM2025202420232022202120202019201820172016
JAPAY
Japan Tobacco ADR
1.82%1.95%2.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.63%
6055.HK
China Tobacco International HK Co Ltd
1.46%1.41%1.98%2.03%1.46%0.25%1.08%0.00%0.00%0.00%0.00%

Drawdowns

JAPAY vs. 6055.HK - Drawdown Comparison

The maximum JAPAY drawdown since its inception was -61.83%, smaller than the maximum 6055.HK drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for JAPAY and 6055.HK.


Loading graphics...

Drawdown Indicators


JAPAY6055.HKDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-71.20%

+9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-31.38%

+19.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.93%

-60.34%

+36.41%

Max Drawdown (10Y)

Largest decline over 10 years

-61.83%

Current Drawdown

Current decline from peak

-4.09%

-27.39%

+23.30%

Average Drawdown

Average peak-to-trough decline

-26.83%

-37.79%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

15.81%

-11.58%

Volatility

JAPAY vs. 6055.HK - Volatility Comparison

The current volatility for Japan Tobacco ADR (JAPAY) is 6.82%, while China Tobacco International HK Co Ltd (6055.HK) has a volatility of 8.95%. This indicates that JAPAY experiences smaller price fluctuations and is considered to be less risky than 6055.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JAPAY6055.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

8.95%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

25.77%

-10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

47.86%

-27.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

44.46%

-25.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

56.09%

-36.72%

Financials

JAPAY vs. 6055.HK - Financials Comparison

This section allows you to compare key financial metrics between Japan Tobacco ADR and China Tobacco International HK Co Ltd. 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


Please note, different currencies. JAPAY values in USD, 6055.HK values in HKD