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TCEHY vs. TME
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TCEHY vs. TME - Performance Comparison

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

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TCEHY vs. TME - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TCEHY
Tencent Holdings Limited
-17.41%45.23%41.92%-5.48%-24.97%-18.69%50.09%21.93%-2.54%
TME
Tencent Music Entertainment Group
-47.06%56.39%27.12%8.82%20.88%-64.40%63.88%-11.20%-5.57%

Fundamentals

Market Cap

TCEHY:

$586.89B

TME:

$14.42B

EPS

TCEHY:

$24.17

TME:

$6.92

PE Ratio

TCEHY:

2.62

TME:

1.34

PEG Ratio

TCEHY:

0.33

TME:

0.03

PS Ratio

TCEHY:

0.78

TME:

0.45

PB Ratio

TCEHY:

0.51

TME:

0.18

Total Revenue (TTM)

TCEHY:

$748.08B

TME:

$32.01B

Gross Profit (TTM)

TCEHY:

$416.51B

TME:

$18.24B

EBITDA (TTM)

TCEHY:

$308.68B

TME:

$13.14B

Returns By Period

In the year-to-date period, TCEHY achieves a -17.41% return, which is significantly higher than TME's -47.06% return.


TCEHY

1D
3.59%
1M
-3.77%
YTD
-17.41%
6M
-25.75%
1Y
-0.09%
3Y*
9.83%
5Y*
-3.39%
10Y*
13.31%

TME

1D
-0.32%
1M
-36.44%
YTD
-47.06%
6M
-60.24%
1Y
-34.79%
3Y*
4.62%
5Y*
-13.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TCEHY vs. TME — Risk / Return Rank

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

TCEHY
TCEHY Risk / Return Rank: 3939
Overall Rank
TCEHY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TCEHY Sortino Ratio Rank: 3636
Sortino Ratio Rank
TCEHY Omega Ratio Rank: 3636
Omega Ratio Rank
TCEHY Calmar Ratio Rank: 4141
Calmar Ratio Rank
TCEHY Martin Ratio Rank: 3939
Martin Ratio Rank

TME
TME Risk / Return Rank: 1616
Overall Rank
TME Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TME Sortino Ratio Rank: 1515
Sortino Ratio Rank
TME Omega Ratio Rank: 1414
Omega Ratio Rank
TME Calmar Ratio Rank: 2525
Calmar Ratio Rank
TME Martin Ratio Rank: 1515
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.

TCEHY vs. TME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Limited (TCEHY) and Tencent Music Entertainment Group (TME). 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.


TCEHYTMEDifference

Sharpe ratio

Return per unit of total volatility

-0.00

-0.69

+0.69

Sortino ratio

Return per unit of downside risk

0.23

-0.75

+0.98

Omega ratio

Gain probability vs. loss probability

1.03

0.89

+0.14

Calmar ratio

Return relative to maximum drawdown

-0.06

-0.53

+0.47

Martin ratio

Return relative to average drawdown

-0.18

-1.35

+1.17

TCEHY vs. TME - Sharpe Ratio Comparison

The current TCEHY Sharpe Ratio is -0.00, which is higher than the TME Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of TCEHY and TME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TCEHYTMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

-0.69

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.23

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

-0.09

+0.76

Correlation

The correlation between TCEHY and TME is 0.56, 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.


Dividends

TCEHY vs. TME - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.92%, less than TME's 1.94% yield.


TTM20252024202320222021202020192018201720162015
TCEHY
Tencent Holdings Limited
0.92%0.76%0.82%6.67%4.15%0.35%0.19%0.23%0.26%0.29%0.51%0.21%
TME
Tencent Music Entertainment Group
1.94%1.03%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TCEHY vs. TME - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -73.17%, smaller than the maximum TME drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for TCEHY and TME.


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Drawdown Indicators


TCEHYTMEDifference

Max Drawdown

Largest peak-to-trough decline

-73.17%

-90.19%

+17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-30.12%

-64.80%

+34.68%

Max Drawdown (5Y)

Largest decline over 5 years

-68.59%

-84.52%

+15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-28.80%

-70.17%

+41.37%

Average Drawdown

Average peak-to-trough decline

-19.54%

-51.55%

+32.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

25.70%

-14.69%

Volatility

TCEHY vs. TME - Volatility Comparison

The current volatility for Tencent Holdings Limited (TCEHY) is 15.10%, while Tencent Music Entertainment Group (TME) has a volatility of 31.26%. This indicates that TCEHY experiences smaller price fluctuations and is considered to be less risky than TME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCEHYTMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.10%

31.26%

-16.16%

Volatility (6M)

Calculated over the trailing 6-month period

22.50%

40.64%

-18.14%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

50.54%

-18.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.24%

60.27%

-17.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.71%

57.09%

-18.38%

Financials

TCEHY vs. TME - Financials Comparison

This section allows you to compare key financial metrics between Tencent Holdings Limited and Tencent Music Entertainment Group. 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


0.0050.00B100.00B150.00B200.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
191.69B
7.74B
(TCEHY) Total Revenue
(TME) Total Revenue
Values in USD except per share items

TCEHY vs. TME - Profitability Comparison

The chart below illustrates the profitability comparison between Tencent Holdings Limited and Tencent Music Entertainment Group 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%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
55.7%
97.7%
Portfolio components
TCEHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tencent Holdings Limited reported a gross profit of 106.79B and revenue of 191.69B. Therefore, the gross margin over that period was 55.7%.

TME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tencent Music Entertainment Group reported a gross profit of 7.57B and revenue of 7.74B. Therefore, the gross margin over that period was 97.7%.

TCEHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tencent Holdings Limited reported an operating income of 58.21B and revenue of 191.69B, resulting in an operating margin of 30.4%.

TME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tencent Music Entertainment Group reported an operating income of 2.62B and revenue of 7.74B, resulting in an operating margin of 33.8%.

TCEHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tencent Holdings Limited reported a net income of 57.46B and revenue of 191.69B, resulting in a net margin of 30.0%.

TME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tencent Music Entertainment Group reported a net income of 1.90B and revenue of 7.74B, resulting in a net margin of 24.6%.