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TCEHY vs. NTES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCEHY and NTES is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

TCEHY vs. NTES - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-5.00%
1.61%
TCEHY
NTES

Key characteristics

Sharpe Ratio

TCEHY:

0.94

NTES:

0.21

Sortino Ratio

TCEHY:

1.56

NTES:

0.62

Omega Ratio

TCEHY:

1.19

NTES:

1.08

Calmar Ratio

TCEHY:

0.52

NTES:

0.23

Martin Ratio

TCEHY:

3.48

NTES:

0.49

Ulcer Index

TCEHY:

9.24%

NTES:

17.82%

Daily Std Dev

TCEHY:

34.17%

NTES:

40.79%

Max Drawdown

TCEHY:

-73.15%

NTES:

-57.34%

Current Drawdown

TCEHY:

-47.48%

NTES:

-23.72%

Fundamentals

Market Cap

TCEHY:

$434.74B

NTES:

$59.47B

EPS

TCEHY:

$2.17

NTES:

$5.80

PE Ratio

TCEHY:

21.97

NTES:

15.91

PEG Ratio

TCEHY:

0.56

NTES:

1.46

Total Revenue (TTM)

TCEHY:

$487.81B

NTES:

$77.18B

Gross Profit (TTM)

TCEHY:

$258.59B

NTES:

$48.56B

EBITDA (TTM)

TCEHY:

$179.30B

NTES:

$23.05B

Returns By Period

In the year-to-date period, TCEHY achieves a -11.71% return, which is significantly lower than NTES's 5.65% return. Over the past 10 years, TCEHY has underperformed NTES with an annualized return of 12.88%, while NTES has yielded a comparatively higher 17.76% annualized return.


TCEHY

YTD

-11.71%

1M

-10.81%

6M

-5.00%

1Y

28.21%

5Y*

0.40%

10Y*

12.88%

NTES

YTD

5.65%

1M

-1.26%

6M

1.61%

1Y

6.21%

5Y*

8.16%

10Y*

17.76%

*Annualized

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Risk-Adjusted Performance

TCEHY vs. NTES — Risk-Adjusted Performance Rank

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

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 7676
Overall Rank
The Sharpe Ratio Rank of TCEHY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 7878
Martin Ratio Rank

NTES
The Risk-Adjusted Performance Rank of NTES is 5656
Overall Rank
The Sharpe Ratio Rank of NTES is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 5353
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 5252
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 5555
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.

TCEHY vs. NTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Limited (TCEHY) and NetEase, Inc. (NTES). 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.


Sharpe ratio
The chart of Sharpe ratio for TCEHY, currently valued at 0.94, compared to the broader market-2.000.002.000.940.21
The chart of Sortino ratio for TCEHY, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.560.62
The chart of Omega ratio for TCEHY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.08
The chart of Calmar ratio for TCEHY, currently valued at 0.52, compared to the broader market0.002.004.006.000.520.23
The chart of Martin ratio for TCEHY, currently valued at 3.48, compared to the broader market0.0010.0020.003.480.49
TCEHY
NTES

The current TCEHY Sharpe Ratio is 0.94, which is higher than the NTES Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TCEHY and NTES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.94
0.21
TCEHY
NTES

Dividends

TCEHY vs. NTES - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.92%, less than NTES's 2.59% yield.


TTM20242023202220212020201920182017201620152014
TCEHY
Tencent Holdings Limited
0.92%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%
NTES
NetEase, Inc.
2.59%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%

Drawdowns

TCEHY vs. NTES - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -73.15%, which is greater than NTES's maximum drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for TCEHY and NTES. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%AugustSeptemberOctoberNovemberDecember2025
-47.48%
-23.72%
TCEHY
NTES

Volatility

TCEHY vs. NTES - Volatility Comparison

Tencent Holdings Limited (TCEHY) has a higher volatility of 9.89% compared to NetEase, Inc. (NTES) at 6.96%. This indicates that TCEHY's price experiences larger fluctuations and is considered to be riskier than NTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.89%
6.96%
TCEHY
NTES

Financials

TCEHY vs. NTES - Financials Comparison

This section allows you to compare key financial metrics between Tencent Holdings Limited and NetEase, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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