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

Performance

TME vs. ZIJMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Music Entertainment Group (TME) and Zijin Mining Group Co Ltd ADR (ZIJMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TME achieves a -45.99% return, which is significantly lower than ZIJMY's -10.10% return.


TME

1D
-0.43%
1M
7.21%
YTD
-45.99%
6M
-48.04%
1Y
-48.60%
3Y*
6.90%
5Y*
-8.96%
10Y*

ZIJMY

1D
5.32%
1M
-13.28%
YTD
-10.10%
6M
-5.26%
1Y
59.92%
3Y*
42.92%
5Y*
22.96%
10Y*
33.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TME vs. ZIJMY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TME
Tencent Music Entertainment Group
-45.99%56.39%27.12%8.82%20.88%-64.40%63.88%-11.20%-6.24%
ZIJMY
Zijin Mining Group Co Ltd ADR
-10.10%151.45%20.87%15.79%10.65%18.87%163.70%9.70%12.91%

Correlation

The correlation between TME and ZIJMY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.06

Fundamentals

Market Cap

TME:

$14.34B

ZIJMY:

$110.37B

EPS

TME:

CN¥5.49

ZIJMY:

CN¥44.76

PE Ratio

TME:

11.37

ZIJMY:

12.25

PEG Ratio

TME:

0.28

ZIJMY:

0.35

PS Ratio

TME:

2.99

ZIJMY:

2.05

PB Ratio

TME:

1.31

ZIJMY:

3.73

Total Revenue (TTM)

TME:

CN¥32.50B

ZIJMY:

CN¥366.89B

Gross Profit (TTM)

TME:

CN¥18.52B

ZIJMY:

CN¥113.63B

EBITDA (TTM)

TME:

CN¥13.20B

ZIJMY:

CN¥105.09B

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Return for Risk

TME vs. ZIJMY — Risk / Return Rank

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

TME
TME Risk / Return Rank: 88
Overall Rank
TME Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TME Sortino Ratio Rank: 66
Sortino Ratio Rank
TME Omega Ratio Rank: 55
Omega Ratio Rank
TME Calmar Ratio Rank: 1515
Calmar Ratio Rank
TME Martin Ratio Rank: 1313
Martin Ratio Rank

ZIJMY
ZIJMY Risk / Return Rank: 7474
Overall Rank
ZIJMY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ZIJMY Sortino Ratio Rank: 7272
Sortino Ratio Rank
ZIJMY Omega Ratio Rank: 7171
Omega Ratio Rank
ZIJMY Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZIJMY Martin Ratio Rank: 7676
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.

TME vs. ZIJMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) and Zijin Mining Group Co Ltd ADR (ZIJMY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMEZIJMYDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.20

Omega ratioGain probability vs. loss probability

0.78

1.22

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.74

1.72

-2.46

Martin ratioReturn relative to average drawdown

-1.29

4.60

-5.89

TME vs. ZIJMY - Sharpe Ratio Comparison

The current TME Sharpe Ratio is -1.06, which is lower than the ZIJMY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TME and ZIJMY, 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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Drawdowns

TME vs. ZIJMY - Drawdown Comparison

The maximum TME drawdown since its inception was -90.19%, which is greater than ZIJMY's maximum drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for TME and ZIJMY.


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Drawdown Indicators


TMEZIJMYDifference

Max Drawdown

Largest peak-to-trough decline

-90.19%

-61.63%

-28.56%

Max Drawdown (1Y)

Largest decline over 1 year

-67.01%

-35.61%

-31.40%

Max Drawdown (3Y)

Largest decline over 3 years

-67.01%

-35.61%

-31.40%

Max Drawdown (5Y)

Largest decline over 5 years

-80.33%

-43.04%

-37.29%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

Current Drawdown

Current decline from peak

-69.57%

-30.20%

-39.37%

Average Drawdown

Average peak-to-trough decline

-52.02%

-23.14%

-28.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.44%

13.26%

+25.18%

Volatility

TME vs. ZIJMY - Volatility Comparison

The current volatility for Tencent Music Entertainment Group (TME) is 11.92%, while Zijin Mining Group Co Ltd ADR (ZIJMY) has a volatility of 16.22%. This indicates that TME experiences smaller price fluctuations and is considered to be less risky than ZIJMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMEZIJMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.92%

16.22%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

40.95%

38.95%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

46.86%

49.33%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.02%

45.05%

+14.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.64%

46.95%

+9.69%

Dividends

TME vs. ZIJMY - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 2.60%, more than ZIJMY's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
TME
Tencent Music Entertainment Group
2.60%1.03%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZIJMY
Zijin Mining Group Co Ltd ADR
2.14%1.52%2.02%2.30%2.19%0.89%0.95%2.75%2.85%4.88%3.49%4.90%

Financials

TME vs. ZIJMY - Financials Comparison

This section allows you to compare key financial metrics between Tencent Music Entertainment Group and Zijin Mining Group Co Ltd ADR. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
7.85B
98.50B
(TME) Total Revenue
(ZIJMY) Total Revenue
Values in CNY except per share items

TME vs. ZIJMY - Profitability Comparison

The chart below illustrates the profitability comparison between Tencent Music Entertainment Group and Zijin Mining Group Co Ltd ADR 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%20222023202420252026
44.9%
36.3%
Portfolio components
TME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tencent Music Entertainment Group reported a gross profit of 3.52B and revenue of 7.85B. Therefore, the gross margin over that period was 44.9%.

ZIJMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported a gross profit of 35.78B and revenue of 98.50B. Therefore, the gross margin over that period was 36.3%.

TME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tencent Music Entertainment Group reported an operating income of 2.32B and revenue of 7.85B, resulting in an operating margin of 29.6%.

ZIJMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported an operating income of 29.38B and revenue of 98.50B, resulting in an operating margin of 29.8%.

TME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tencent Music Entertainment Group reported a net income of 2.08B and revenue of 7.85B, resulting in a net margin of 26.5%.

ZIJMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zijin Mining Group Co Ltd ADR reported a net income of 20.08B and revenue of 98.50B, resulting in a net margin of 20.4%.


Frequently Asked Questions


TME and ZIJMY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZIJMY has higher volatility (16.22%) compared to TME (11.92%). In terms of maximum drawdown, TME dropped -90.19% vs ZIJMY's -61.63%.

ZIJMY currently has the higher Sharpe Ratio (1.25 vs -1.06), 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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