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^XLHK vs. ^SP600
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XLHK and ^SP600 is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^XLHK vs. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Hong Kong Titans 30 Index (^XLHK) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
80.62%
350.05%
^XLHK
^SP600

Key characteristics

Sharpe Ratio

^XLHK:

-0.05

^SP600:

-0.23

Sortino Ratio

^XLHK:

0.07

^SP600:

-0.17

Omega Ratio

^XLHK:

1.01

^SP600:

0.98

Calmar Ratio

^XLHK:

-0.02

^SP600:

-0.19

Martin Ratio

^XLHK:

-0.09

^SP600:

-0.60

Ulcer Index

^XLHK:

11.74%

^SP600:

9.00%

Daily Std Dev

^XLHK:

20.55%

^SP600:

23.79%

Max Drawdown

^XLHK:

-68.02%

^SP600:

-59.17%

Current Drawdown

^XLHK:

-44.04%

^SP600:

-21.08%

Returns By Period

In the year-to-date period, ^XLHK achieves a -0.22% return, which is significantly higher than ^SP600's -13.43% return. Over the past 10 years, ^XLHK has underperformed ^SP600 with an annualized return of -3.67%, while ^SP600 has yielded a comparatively higher 5.47% annualized return.


^XLHK

YTD

-0.22%

1M

-4.07%

6M

-5.76%

1Y

0.77%

5Y*

-5.78%

10Y*

-3.67%

^SP600

YTD

-13.43%

1M

-6.20%

6M

-12.34%

1Y

-5.06%

5Y*

10.36%

10Y*

5.47%

*Annualized

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Risk-Adjusted Performance

^XLHK vs. ^SP600 — Risk-Adjusted Performance Rank

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

^XLHK
The Risk-Adjusted Performance Rank of ^XLHK is 2828
Overall Rank
The Sharpe Ratio Rank of ^XLHK is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XLHK is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ^XLHK is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ^XLHK is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^XLHK is 3030
Martin Ratio Rank

^SP600
The Risk-Adjusted Performance Rank of ^SP600 is 1717
Overall Rank
The Sharpe Ratio Rank of ^SP600 is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP600 is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ^SP600 is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^SP600 is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ^SP600 is 1717
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.

^XLHK vs. ^SP600 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Hong Kong Titans 30 Index (^XLHK) and S&P 600 (^SP600). 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.


The chart of Sharpe ratio for ^XLHK, currently valued at -0.01, compared to the broader market-0.500.000.501.001.50
^XLHK: -0.01
^SP600: -0.33
The chart of Sortino ratio for ^XLHK, currently valued at 0.13, compared to the broader market-1.00-0.500.000.501.001.502.00
^XLHK: 0.13
^SP600: -0.32
The chart of Omega ratio for ^XLHK, currently valued at 1.02, compared to the broader market0.901.001.101.201.30
^XLHK: 1.02
^SP600: 0.96
The chart of Calmar ratio for ^XLHK, currently valued at -0.01, compared to the broader market-0.500.000.501.00
^XLHK: -0.01
^SP600: -0.27
The chart of Martin ratio for ^XLHK, currently valued at -0.02, compared to the broader market0.002.004.006.00
^XLHK: -0.02
^SP600: -0.82

The current ^XLHK Sharpe Ratio is -0.05, which is higher than the ^SP600 Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ^XLHK and ^SP600, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.01
-0.33
^XLHK
^SP600

Drawdowns

^XLHK vs. ^SP600 - Drawdown Comparison

The maximum ^XLHK drawdown since its inception was -68.02%, which is greater than ^SP600's maximum drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for ^XLHK and ^SP600. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.00%
-21.08%
^XLHK
^SP600

Volatility

^XLHK vs. ^SP600 - Volatility Comparison

The current volatility for Dow Jones Hong Kong Titans 30 Index (^XLHK) is 10.03%, while S&P 600 (^SP600) has a volatility of 14.63%. This indicates that ^XLHK experiences smaller price fluctuations and is considered to be less risky than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.03%
14.63%
^XLHK
^SP600