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^HSI vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^HSI and VOO is 0.19, 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.


-0.50.00.51.00.2

Performance

^HSI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Seng Index (^HSI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
12.78%
9.59%
^HSI
VOO

Key characteristics

Sharpe Ratio

^HSI:

0.83

VOO:

2.21

Sortino Ratio

^HSI:

1.30

VOO:

2.92

Omega Ratio

^HSI:

1.17

VOO:

1.41

Calmar Ratio

^HSI:

0.38

VOO:

3.34

Martin Ratio

^HSI:

2.23

VOO:

14.07

Ulcer Index

^HSI:

9.41%

VOO:

2.01%

Daily Std Dev

^HSI:

25.01%

VOO:

12.80%

Max Drawdown

^HSI:

-91.54%

VOO:

-33.99%

Current Drawdown

^HSI:

-40.93%

VOO:

-1.36%

Returns By Period

In the year-to-date period, ^HSI achieves a -2.37% return, which is significantly lower than VOO's 1.98% return. Over the past 10 years, ^HSI has underperformed VOO with an annualized return of -2.04%, while VOO has yielded a comparatively higher 13.52% annualized return.


^HSI

YTD

-2.37%

1M

-1.41%

6M

12.44%

1Y

27.24%

5Y*

-7.76%

10Y*

-2.04%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^HSI vs. VOO — Risk-Adjusted Performance Rank

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

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 4040
Overall Rank
The Sharpe Ratio Rank of ^HSI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 3737
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^HSI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for ^HSI, currently valued at 0.95, compared to the broader market-0.500.000.501.001.502.002.500.951.90
The chart of Sortino ratio for ^HSI, currently valued at 1.45, compared to the broader market-1.000.001.002.003.001.452.56
The chart of Omega ratio for ^HSI, currently valued at 1.19, compared to the broader market1.001.201.401.191.36
The chart of Calmar ratio for ^HSI, currently valued at 0.43, compared to the broader market0.001.002.003.000.432.86
The chart of Martin ratio for ^HSI, currently valued at 2.42, compared to the broader market0.005.0010.0015.0020.002.4212.01
^HSI
VOO

The current ^HSI Sharpe Ratio is 0.83, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ^HSI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.95
1.90
^HSI
VOO

Drawdowns

^HSI vs. VOO - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -91.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^HSI and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-40.70%
-1.36%
^HSI
VOO

Volatility

^HSI vs. VOO - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 4.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.03%. This indicates that ^HSI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
4.37%
5.03%
^HSI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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