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

Performance

TTOO vs. TCEHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T2 Biosystems, Inc. (TTOO) and Tencent Holdings Limited (TCEHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTOO achieves a -60.00% return, which is significantly lower than TCEHY's -23.18% return. Over the past 10 years, TTOO has underperformed TCEHY with an annualized return of -81.65%, while TCEHY has yielded a comparatively higher 11.67% annualized return.


TTOO

1D
0.00%
1M
-33.33%
YTD
-60.00%
6M
-84.00%
1Y
-98.75%
3Y*
-94.19%
5Y*
-94.99%
10Y*
-81.65%

TCEHY

1D
-3.65%
1M
-2.67%
YTD
-23.18%
6M
-25.09%
1Y
-8.48%
3Y*
11.82%
5Y*
-3.82%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTOO vs. TCEHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTOO
T2 Biosystems, Inc.
-60.00%-98.81%-93.31%-95.58%-94.50%-58.37%5.98%-61.13%-26.94%-21.67%
TCEHY
Tencent Holdings Limited
-23.18%45.23%41.92%-5.48%-24.97%-18.69%50.09%21.93%-23.83%115.30%

Correlation

The correlation between TTOO and TCEHY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.03

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

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2014

0.15

The correlation between TTOO and TCEHY shifts across timeframes, from -0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

TTOO:

$7.68M

TCEHY:

$763.32B

Gross Profit (TTM)

TTOO:

-$5.97M

TCEHY:

$422.60B

EBITDA (TTM)

TTOO:

-$39.51M

TCEHY:

$324.78B

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Return for Risk

TTOO vs. TCEHY — Risk / Return Rank

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

TTOO
TTOO Risk / Return Rank: 5151
Overall Rank
TTOO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TTOO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TTOO Omega Ratio Rank: 9999
Omega Ratio Rank
TTOO Calmar Ratio Rank: 22
Calmar Ratio Rank
TTOO Martin Ratio Rank: 1717
Martin Ratio Rank

TCEHY
TCEHY Risk / Return Rank: 2929
Overall Rank
TCEHY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TCEHY Sortino Ratio Rank: 2525
Sortino Ratio Rank
TCEHY Omega Ratio Rank: 2525
Omega Ratio Rank
TCEHY Calmar Ratio Rank: 3333
Calmar Ratio Rank
TCEHY Martin Ratio Rank: 3131
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.

TTOO vs. TCEHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T2 Biosystems, Inc. (TTOO) 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.


TTOOTCEHYDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+12.11

Omega ratioGain probability vs. loss probability

2.89

0.98

+1.91

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.23

-0.76

Martin ratioReturn relative to average drawdown

-1.11

-0.51

-0.60

TTOO vs. TCEHY - Sharpe Ratio Comparison

The current TTOO Sharpe Ratio is -0.06, which is higher than the TCEHY Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of TTOO and TCEHY, 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


TTOOTCEHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

-0.28

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.09

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.30

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.65

-0.81

Drawdowns

TTOO vs. TCEHY - Drawdown Comparison

The maximum TTOO drawdown since its inception was -100.00%, which is greater than TCEHY's maximum drawdown of -73.17%. Use the drawdown chart below to compare losses from any high point for TTOO and TCEHY.


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Drawdown Indicators


TTOOTCEHYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-73.17%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-99.87%

-36.75%

-63.12%

Max Drawdown (3Y)

Largest decline over 3 years

-100.00%

-36.75%

-63.25%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-66.67%

-33.33%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-73.17%

-26.83%

Current Drawdown

Current decline from peak

-100.00%

-33.77%

-66.23%

Average Drawdown

Average peak-to-trough decline

-83.66%

-19.66%

-64.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

89.09%

16.55%

+72.54%

Volatility

TTOO vs. TCEHY - Volatility Comparison

T2 Biosystems, Inc. (TTOO) has a higher volatility of 401.24% compared to Tencent Holdings Limited (TCEHY) at 12.73%. This indicates that TTOO'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.


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Volatility by Period


TTOOTCEHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

401.24%

12.73%

+388.51%

Volatility (6M)

Calculated over the trailing 6-month period

755.24%

24.43%

+730.81%

Volatility (1Y)

Calculated over the trailing 1-year period

1,552.58%

30.75%

+1,521.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

719.37%

43.23%

+676.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

515.06%

38.84%

+476.22%

Dividends

TTOO vs. TCEHY - Dividend Comparison

TTOO has not paid dividends to shareholders, while TCEHY's dividend yield for the trailing twelve months is around 1.16%.


PositionTTM20252024202320222021202020192018201720162015
TCEHY
Tencent Holdings Limited
1.16%0.76%0.82%6.67%4.15%0.35%0.19%0.23%0.26%0.29%0.51%0.21%
TTOO
T2 Biosystems, Inc.
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

TTOO vs. TCEHY - Financials Comparison

This section allows you to compare key financial metrics between T2 Biosystems, Inc. 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
1.99M
195.27B
(TTOO) Total Revenue
(TCEHY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TTOO and TCEHY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTOO has higher volatility (401.24%) compared to TCEHY (12.73%). In terms of maximum drawdown, TTOO dropped -100.00% vs TCEHY's -73.17%.

TTOO currently has the higher Sharpe Ratio (-0.06 vs -0.28), 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.

Portfolio Optimizer

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