^HSI vs. IMOEX
Compare and contrast key facts about Hang Seng Index (^HSI) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or IMOEX.
Correlation
The correlation between ^HSI and IMOEX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^HSI vs. IMOEX - Performance Comparison
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Key characteristics
^HSI:
0.84
IMOEX:
-0.64
^HSI:
1.53
IMOEX:
-0.88
^HSI:
1.24
IMOEX:
0.90
^HSI:
0.65
IMOEX:
-0.39
^HSI:
3.08
IMOEX:
-1.00
^HSI:
10.48%
IMOEX:
17.29%
^HSI:
28.79%
IMOEX:
25.67%
^HSI:
-91.54%
IMOEX:
-83.89%
^HSI:
-31.03%
IMOEX:
-33.51%
Returns By Period
In the year-to-date period, ^HSI achieves a 14.00% return, which is significantly higher than IMOEX's -1.11% return. Over the past 10 years, ^HSI has underperformed IMOEX with an annualized return of -1.78%, while IMOEX has yielded a comparatively higher 5.42% annualized return.
^HSI
14.00%
10.57%
10.32%
20.59%
-1.49%
-1.78%
IMOEX
-1.11%
3.13%
4.26%
-17.36%
1.54%
5.42%
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Risk-Adjusted Performance
^HSI vs. IMOEX — Risk-Adjusted Performance Rank
^HSI
IMOEX
^HSI vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and MOEX Russia Index (IMOEX). 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.
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Drawdowns
^HSI vs. IMOEX - Drawdown Comparison
The maximum ^HSI drawdown since its inception was -91.54%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for ^HSI and IMOEX. For additional features, visit the drawdowns tool.
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Volatility
^HSI vs. IMOEX - Volatility Comparison
Hang Seng Index (^HSI) has a higher volatility of 15.61% compared to MOEX Russia Index (IMOEX) at 9.55%. This indicates that ^HSI's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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