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

Performance

TCEHY vs. XIACY - Performance Comparison

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

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Returns By Period

In the year-to-date period, TCEHY achieves a -24.74% return, which is significantly higher than XIACY's -30.92% return.


TCEHY

1D
-2.11%
1M
-5.24%
YTD
-24.74%
6M
-26.31%
1Y
-12.39%
3Y*
10.74%
5Y*
-4.22%
10Y*
11.05%

XIACY

1D
-3.81%
1M
-13.22%
YTD
-30.92%
6M
-36.33%
1Y
-49.74%
3Y*
35.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCEHY vs. XIACY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TCEHY
Tencent Holdings Limited
-24.74%45.23%41.92%-5.48%-24.97%-25.54%
XIACY
Xiaomi Corporation
-30.92%15.23%118.16%45.75%-42.42%-33.33%

Correlation

The correlation between TCEHY and XIACY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.58

The correlation between TCEHY and XIACY has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

Fundamentals

Market Cap

TCEHY:

$522.40B

XIACY:

$92.05B

EPS

TCEHY:

$25.30

XIACY:

$6.64

PE Ratio

TCEHY:

2.25

XIACY:

2.62

PEG Ratio

TCEHY:

0.28

XIACY:

0.02

PS Ratio

TCEHY:

0.69

XIACY:

0.21

PB Ratio

TCEHY:

0.47

XIACY:

0.35

Total Revenue (TTM)

TCEHY:

$763.32B

XIACY:

$442.33B

Gross Profit (TTM)

TCEHY:

$422.60B

XIACY:

$97.61B

EBITDA (TTM)

TCEHY:

$324.78B

XIACY:

$40.74B

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Return for Risk

TCEHY vs. XIACY — Risk / Return Rank

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

TCEHY
TCEHY Risk / Return Rank: 2525
Overall Rank
TCEHY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TCEHY Sortino Ratio Rank: 2121
Sortino Ratio Rank
TCEHY Omega Ratio Rank: 2222
Omega Ratio Rank
TCEHY Calmar Ratio Rank: 3131
Calmar Ratio Rank
TCEHY Martin Ratio Rank: 2828
Martin Ratio Rank

XIACY
XIACY Risk / Return Rank: 44
Overall Rank
XIACY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
XIACY Sortino Ratio Rank: 22
Sortino Ratio Rank
XIACY Omega Ratio Rank: 44
Omega Ratio Rank
XIACY Calmar Ratio Rank: 77
Calmar Ratio Rank
XIACY Martin Ratio Rank: 77
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. XIACY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Limited (TCEHY) and Xiaomi Corporation (XIACY). 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.


TCEHYXIACYDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

0.95

0.78

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.34

-0.89

+0.55

Martin ratioReturn relative to average drawdown

-0.74

-1.46

+0.72

TCEHY vs. XIACY - Sharpe Ratio Comparison

The current TCEHY Sharpe Ratio is -0.40, which is higher than the XIACY Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of TCEHY and XIACY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TCEHYXIACYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-1.28

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

-0.01

+0.65

Drawdowns

TCEHY vs. XIACY - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -73.17%, roughly equal to the maximum XIACY drawdown of -70.71%. Use the drawdown chart below to compare losses from any high point for TCEHY and XIACY.


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Drawdown Indicators


TCEHYXIACYDifference

Max Drawdown

Largest peak-to-trough decline

-73.17%

-70.71%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-36.75%

-55.93%

+19.18%

Max Drawdown (3Y)

Largest decline over 3 years

-36.75%

-55.93%

+19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-66.18%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-35.11%

-55.93%

+20.82%

Average Drawdown

Average peak-to-trough decline

-19.67%

-38.87%

+19.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.81%

34.15%

-17.34%

Volatility

TCEHY vs. XIACY - Volatility Comparison

Tencent Holdings Limited (TCEHY) has a higher volatility of 12.85% compared to Xiaomi Corporation (XIACY) at 11.94%. This indicates that TCEHY's price experiences larger fluctuations and is considered to be riskier than XIACY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCEHYXIACYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.85%

11.94%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

24.49%

27.45%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

30.74%

39.09%

-8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.22%

46.56%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.83%

46.56%

-7.73%

Dividends

TCEHY vs. XIACY - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 1.19%, while XIACY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TCEHY
Tencent Holdings Limited
1.19%0.76%0.82%6.67%4.15%0.35%0.19%0.23%0.26%0.29%0.51%0.21%
XIACY
Xiaomi Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

TCEHY vs. XIACY - Financials Comparison

This section allows you to compare key financial metrics between Tencent Holdings Limited and Xiaomi Corporation. 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


50.00B100.00B150.00B200.00B20222023202420252026
195.27B
98.54B
(TCEHY) Total Revenue
(XIACY) Total Revenue
Values in USD except per share items

TCEHY vs. XIACY - Profitability Comparison

The chart below illustrates the profitability comparison between Tencent Holdings Limited and Xiaomi Corporation 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%30.0%40.0%50.0%60.0%20222023202420252026
54.6%
22.0%
Portfolio components
TCEHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a gross profit of 106.58B and revenue of 195.27B. Therefore, the gross margin over that period was 54.6%.

XIACY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xiaomi Corporation reported a gross profit of 21.68B and revenue of 98.54B. Therefore, the gross margin over that period was 22.0%.

TCEHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported an operating income of 65.72B and revenue of 195.27B, resulting in an operating margin of 33.7%.

XIACY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xiaomi Corporation reported an operating income of 2.93B and revenue of 98.54B, resulting in an operating margin of 3.0%.

TCEHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a net income of 57.74B and revenue of 195.27B, resulting in a net margin of 29.6%.

XIACY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xiaomi Corporation reported a net income of 4.69B and revenue of 98.54B, resulting in a net margin of 4.8%.


Frequently Asked Questions


TCEHY and XIACY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCEHY has higher volatility (12.85%) compared to XIACY (11.94%). In terms of maximum drawdown, TCEHY dropped -73.17% vs XIACY's -70.71%.

TCEHY currently has the higher Sharpe Ratio (-0.40 vs -1.28), 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.

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