TME vs. MCHI

In the year-to-date period, TME achieves a 49.87% return, which is significantly higher than MCHI's 17.80% return.

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This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) and iShares MSCI China ETF (MCHI). 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.

The current TME Sharpe Ratio is 0.22, which is lower than the MCHI Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of TME and MCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TME's dividend yield for the trailing twelve months is around 1.86%, less than MCHI's 1.96% yield.

The maximum TME drawdown since its inception was -90.19%, which is greater than MCHI's maximum drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for TME and MCHI. For additional features, visit the drawdowns tool.

Tencent Music Entertainment Group (TME) has a higher volatility of 17.16% compared to iShares MSCI China ETF (MCHI) at 6.93%. This indicates that TME's price experiences larger fluctuations and is considered to be riskier than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.