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

Correlation

The correlation between TME and TCEHY 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.


-0.50.00.51.0
Correlation: 0.6

Performance

TME vs. TCEHY - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
4.52%
76.86%
TME
TCEHY

Key characteristics

Sharpe Ratio

TME:

0.55

TCEHY:

1.77

Sortino Ratio

TME:

1.20

TCEHY:

2.47

Omega Ratio

TME:

1.15

TCEHY:

1.32

Calmar Ratio

TME:

0.42

TCEHY:

1.12

Martin Ratio

TME:

1.51

TCEHY:

6.15

Ulcer Index

TME:

19.70%

TCEHY:

10.45%

Daily Std Dev

TME:

53.57%

TCEHY:

36.38%

Max Drawdown

TME:

-90.19%

TCEHY:

-73.15%

Current Drawdown

TME:

-53.97%

TCEHY:

-28.12%

Fundamentals

Market Cap

TME:

$23.79B

TCEHY:

$585.51B

EPS

TME:

$0.58

TCEHY:

$2.81

PE Ratio

TME:

24.69

TCEHY:

22.87

PEG Ratio

TME:

1.29

TCEHY:

1.53

Total Revenue (TTM)

TME:

$21.63B

TCEHY:

$328.31B

Gross Profit (TTM)

TME:

$9.25B

TCEHY:

$174.72B

EBITDA (TTM)

TME:

$6.55B

TCEHY:

$121.01B

Returns By Period

In the year-to-date period, TME achieves a 27.76% return, which is significantly higher than TCEHY's 20.83% return.


TME

YTD

27.76%

1M

14.63%

6M

7.33%

1Y

28.24%

5Y*

6.62%

10Y*

N/A

TCEHY

YTD

20.83%

1M

1.36%

6M

8.13%

1Y

64.14%

5Y*

8.39%

10Y*

13.99%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TME vs. TCEHY — Risk-Adjusted Performance Rank

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

TME
The Risk-Adjusted Performance Rank of TME is 7171
Overall Rank
The Sharpe Ratio Rank of TME is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TME is 7171
Sortino Ratio Rank
The Omega Ratio Rank of TME is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TME is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TME is 6969
Martin Ratio Rank

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 9090
Overall Rank
The Sharpe Ratio Rank of TCEHY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 8989
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.

TME vs. TCEHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) and Tencent Holdings Limited (TCEHY). 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 TME, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.00
TME: 0.55
TCEHY: 1.77
The chart of Sortino ratio for TME, currently valued at 1.20, compared to the broader market-6.00-4.00-2.000.002.004.00
TME: 1.20
TCEHY: 2.47
The chart of Omega ratio for TME, currently valued at 1.15, compared to the broader market0.501.001.502.00
TME: 1.15
TCEHY: 1.32
The chart of Calmar ratio for TME, currently valued at 0.42, compared to the broader market0.001.002.003.004.005.00
TME: 0.42
TCEHY: 1.12
The chart of Martin ratio for TME, currently valued at 1.51, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TME: 1.51
TCEHY: 6.15

The current TME Sharpe Ratio is 0.55, which is lower than the TCEHY Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TME and TCEHY, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.55
1.77
TME
TCEHY

Dividends

TME vs. TCEHY - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 2.21%, more than TCEHY's 0.68% yield.


TTM20242023202220212020201920182017201620152014
TME
Tencent Music Entertainment Group
2.21%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCEHY
Tencent Holdings Limited
0.68%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%

Drawdowns

TME vs. TCEHY - Drawdown Comparison

The maximum TME drawdown since its inception was -90.19%, which is greater than TCEHY's maximum drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for TME and TCEHY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-53.97%
-28.12%
TME
TCEHY

Volatility

TME vs. TCEHY - Volatility Comparison

Tencent Music Entertainment Group (TME) has a higher volatility of 17.76% compared to Tencent Holdings Limited (TCEHY) at 9.41%. This indicates that TME's price experiences larger fluctuations and is considered to be riskier than TCEHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.76%
9.41%
TME
TCEHY

Financials

TME vs. TCEHY - Financials Comparison

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