^HSI vs. 0014.HK
Compare and contrast key facts about Hang Seng Index (^HSI) and Hysan Development Co Ltd (0014.HK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or 0014.HK.
Performance
^HSI vs. 0014.HK - Performance Comparison
Returns By Period
In the year-to-date period, ^HSI achieves a 14.78% return, which is significantly higher than 0014.HK's -12.43% return. Over the past 10 years, ^HSI has outperformed 0014.HK with an annualized return of -1.83%, while 0014.HK has yielded a comparatively lower -5.53% annualized return.
^HSI
14.78%
-5.95%
-0.35%
12.10%
-6.31%
-1.83%
0014.HK
-12.43%
-7.04%
-2.73%
-9.75%
-11.49%
-5.53%
Key characteristics
| ^HSI | 0014.HK | |
|---|---|---|
| Sharpe Ratio | 0.46 | -0.28 |
| Sortino Ratio | 0.82 | -0.23 |
| Omega Ratio | 1.10 | 0.98 |
| Calmar Ratio | 0.21 | -0.11 |
| Martin Ratio | 1.26 | -0.50 |
| Ulcer Index | 9.34% | 15.43% |
| Daily Std Dev | 25.54% | 28.20% |
| Max Drawdown | -91.54% | -68.58% |
| Current Drawdown | -40.98% | -61.99% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ^HSI and 0014.HK is 0.45, 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.
Risk-Adjusted Performance
^HSI vs. 0014.HK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and Hysan Development Co Ltd (0014.HK). 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.
Drawdowns
^HSI vs. 0014.HK - Drawdown Comparison
The maximum ^HSI drawdown since its inception was -91.54%, which is greater than 0014.HK's maximum drawdown of -68.58%. Use the drawdown chart below to compare losses from any high point for ^HSI and 0014.HK. For additional features, visit the drawdowns tool.
Volatility
^HSI vs. 0014.HK - Volatility Comparison
Hang Seng Index (^HSI) has a higher volatility of 6.24% compared to Hysan Development Co Ltd (0014.HK) at 3.96%. This indicates that ^HSI's price experiences larger fluctuations and is considered to be riskier than 0014.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.