^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.
Key characteristics
| ^HSI | 0014.HK | |
|---|---|---|
| YTD Return | 5.52% | -13.42% |
| 1Y Return | -2.14% | -17.87% |
| 3Y Return (Ann) | -11.69% | -18.51% |
| 5Y Return (Ann) | -7.06% | -12.19% |
| 10Y Return (Ann) | -3.22% | -6.22% |
| Sharpe Ratio | 0.05 | -0.63 |
| Daily Std Dev | 21.85% | 26.70% |
| Max Drawdown | -91.54% | -68.58% |
| Current Drawdown | -45.74% | -62.42% |
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.
Performance
^HSI vs. 0014.HK - Performance Comparison
In the year-to-date period, ^HSI achieves a 5.52% return, which is significantly higher than 0014.HK's -13.42% return. Over the past 10 years, ^HSI has outperformed 0014.HK with an annualized return of -3.22%, while 0014.HK has yielded a comparatively lower -6.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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
The current volatility for Hang Seng Index (^HSI) is 4.50%, while Hysan Development Co Ltd (0014.HK) has a volatility of 6.84%. This indicates that ^HSI experiences smaller price fluctuations and is considered to be less risky than 0014.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.