Performance
^HSI vs. SPY - Performance Comparison
In the year-to-date period, ^HSI achieves a 1.89% return, which is significantly lower than SPY's 18.37% return. Over the past 10 years, ^HSI has underperformed SPY with an annualized return of -3.31%, while SPY has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
^HSI
SPY
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Risk-Adjusted Performance
^HSI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and SPDR S&P 500 ETF (SPY). 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.
^HSI vs. SPY - Sharpe Ratio Comparison
The current ^HSI Sharpe Ratio is -0.27, which is lower than the SPY Sharpe Ratio of 2.14. The chart below compares the 12-month rolling Sharpe Ratio of ^HSI and SPY.
^HSI
SPY
Drawdowns
^HSI vs. SPY - Drawdown Comparison
The maximum ^HSI drawdown since its inception was -91.54%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^HSI and SPY. For additional features, visit the drawdowns tool.
^HSI
SPY
Volatility
^HSI vs. SPY - Volatility Comparison
Hang Seng Index (^HSI) has a higher volatility of 4.43% compared to SPDR S&P 500 ETF (SPY) at 3.91%. This indicates that ^HSI's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
^HSI
SPY
