PortfoliosLab logoPortfoliosLab logo
OROVY vs. CHFFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OROVY vs. CHFFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orient Overseas International Ltd ADR (OROVY) and China Everbright International Ltd ADR (CHFFY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OROVY achieves a 11.90% return, which is significantly higher than CHFFY's -2.27% return. Over the past 10 years, OROVY has outperformed CHFFY with an annualized return of 39.97%, while CHFFY has yielded a comparatively lower -0.80% annualized return.


OROVY

1D
0.00%
1M
0.00%
YTD
11.90%
6M
17.65%
1Y
10.65%
3Y*
21.36%
5Y*
21.32%
10Y*
39.97%

CHFFY

1D
0.00%
1M
2.43%
YTD
-2.27%
6M
-2.27%
1Y
70.22%
3Y*
25.76%
5Y*
8.16%
10Y*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OROVY vs. CHFFY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OROVY
Orient Overseas International Ltd ADR
11.90%23.28%11.38%7.43%1.52%292.63%73.70%-11.63%3.74%150.19%
CHFFY
China Everbright International Ltd ADR
-2.27%69.26%51.25%-22.87%-38.80%42.97%-24.81%-16.06%-32.81%27.91%

Correlation

The correlation between OROVY and CHFFY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 1, 2015

0.05

Fundamentals

Market Cap

OROVY:

$11.57B

CHFFY:

$3.96B

EPS

OROVY:

$30.95

CHFFY:

HK$12.27

PE Ratio

OROVY:

2.83

CHFFY:

4.12

PS Ratio

OROVY:

0.57

CHFFY:

0.54

PB Ratio

OROVY:

0.86

CHFFY:

0.59

Total Revenue (TTM)

OROVY:

$20.42B

CHFFY:

HK$57.75B

Gross Profit (TTM)

OROVY:

$4.40B

CHFFY:

HK$22.61B

EBITDA (TTM)

OROVY:

$5.66B

CHFFY:

HK$20.36B

Compare stocks, funds, or ETFs

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


Return for Risk

OROVY vs. CHFFY — Risk / Return Rank

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

OROVY
OROVY Risk / Return Rank: 6060
Overall Rank
OROVY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OROVY Sortino Ratio Rank: 5151
Sortino Ratio Rank
OROVY Omega Ratio Rank: 7575
Omega Ratio Rank
OROVY Calmar Ratio Rank: 5858
Calmar Ratio Rank
OROVY Martin Ratio Rank: 5858
Martin Ratio Rank

CHFFY
CHFFY Risk / Return Rank: 9191
Overall Rank
CHFFY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CHFFY Sortino Ratio Rank: 8888
Sortino Ratio Rank
CHFFY Omega Ratio Rank: 9898
Omega Ratio Rank
CHFFY Calmar Ratio Rank: 9292
Calmar Ratio Rank
CHFFY Martin Ratio Rank: 9393
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.

OROVY vs. CHFFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orient Overseas International Ltd ADR (OROVY) and China Everbright International Ltd ADR (CHFFY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OROVYCHFFYDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.25

1.77

-0.52

Calmar ratioReturn relative to maximum drawdown

0.70

4.97

-4.27

Martin ratioReturn relative to average drawdown

1.47

15.18

-13.71

OROVY vs. CHFFY - Sharpe Ratio Comparison

The current OROVY Sharpe Ratio is 0.44, which is lower than the CHFFY Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of OROVY and CHFFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

OROVY vs. CHFFY - Drawdown Comparison

The maximum OROVY drawdown since its inception was -66.61%, smaller than the maximum CHFFY drawdown of -75.84%. Use the drawdown chart below to compare losses from any high point for OROVY and CHFFY.


Loading charts...

Drawdown Indicators


OROVYCHFFYDifference

Max Drawdown

Largest peak-to-trough decline

-66.61%

-75.84%

+9.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.32%

-14.35%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-31.60%

-21.29%

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-48.75%

-54.47%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-57.73%

-75.84%

+18.11%

Current Drawdown

Current decline from peak

-9.11%

-38.94%

+29.83%

Average Drawdown

Average peak-to-trough decline

-28.79%

-47.62%

+18.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

4.67%

+2.59%

Volatility

OROVY vs. CHFFY - Volatility Comparison

Orient Overseas International Ltd ADR (OROVY) has a higher volatility of 3.42% compared to China Everbright International Ltd ADR (CHFFY) at 2.40%. This indicates that OROVY's price experiences larger fluctuations and is considered to be riskier than CHFFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OROVYCHFFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.40%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

19.11%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

24.18%

44.69%

-20.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.23%

39.89%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.66%

54.08%

+5.58%

Dividends

OROVY vs. CHFFY - Dividend Comparison

OROVY's dividend yield for the trailing twelve months is around 6.49%, more than CHFFY's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CHFFY
China Everbright International Ltd ADR
5.35%4.55%6.62%9.70%9.03%6.09%3.23%0.00%0.00%3.25%2.92%0.00%
OROVY
Orient Overseas International Ltd ADR
6.49%12.77%5.54%38.93%51.63%23.19%22.52%25.50%0.00%0.19%0.88%2.55%

Financials

OROVY vs. CHFFY - Financials Comparison

This section allows you to compare key financial metrics between Orient Overseas International Ltd ADR and China Everbright International Ltd ADR. 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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
4.85B
13.19B
(OROVY) Total Revenue
(CHFFY) Total Revenue
Please note, different currencies. OROVY values in USD, CHFFY values in HKD

OROVY vs. CHFFY - Profitability Comparison

The chart below illustrates the profitability comparison between Orient Overseas International Ltd ADR and China Everbright International Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
13.7%
36.0%
Portfolio components
OROVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Orient Overseas International Ltd ADR reported a gross profit of 664.86M and revenue of 4.85B. Therefore, the gross margin over that period was 13.7%.

CHFFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, China Everbright International Ltd ADR reported a gross profit of 4.74B and revenue of 13.19B. Therefore, the gross margin over that period was 36.0%.

OROVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Orient Overseas International Ltd ADR reported an operating income of 405.34M and revenue of 4.85B, resulting in an operating margin of 8.4%.

CHFFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, China Everbright International Ltd ADR reported an operating income of 3.15B and revenue of 13.19B, resulting in an operating margin of 23.9%.

OROVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Orient Overseas International Ltd ADR reported a net income of 559.62M and revenue of 4.85B, resulting in a net margin of 11.5%.

CHFFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, China Everbright International Ltd ADR reported a net income of 1.76B and revenue of 13.19B, resulting in a net margin of 13.4%.


Frequently Asked Questions


OROVY and CHFFY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OROVY has higher volatility (3.42%) compared to CHFFY (2.40%). In terms of maximum drawdown, OROVY dropped -66.61% vs CHFFY's -75.84%.

CHFFY currently has the higher Sharpe Ratio (1.60 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for OROVY and CHFFY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer