Asset comparator
Compare stocks, ETFs, indices, commodities, cryptocurrencies and bonds over the same period. Indicators that are not meaningful for a given asset type are flagged.
- China Railway Group Limited
- China Shenhua Energy Company Limited
Comparative performance (base 100)
Each asset is worth 100 at October 13, 2025; a value of 120 means +20% since that date (latest common date: October 9, 2026).
Indicators
"Not applicable" indicates a metric that has no meaning for this type of asset: it should not be compared.
| Indicator | China Railway Group LimitedStock | China Shenhua Energy Company LimitedStock |
|---|---|---|
| Performance and risk | ||
| Performance over the periodChange in price between the first and last common dates. | −26.2% | +21.2% |
| Annualized performanceAverage annual return that would produce the same total performance. | −26.4% | +21.4% |
| Annualized volatilityTypical range of price movements: the higher it is, the more the price fluctuates. | 27.0% | 27.3% |
| Maximum DrawdownLargest decline from peak to subsequent trough over the period. | −33.8% | −23.1% |
| Sharpe RatioReturn achieved above the risk-free rate (5.24%), per unit of volatility. The higher it is, the better risk was rewarded over the period. | -1.11 | 0.79 |
| 1-day 95% Value at RiskOne-day loss that was exceeded in only 5% of cases (historical VaR). | −3.0% | −2.4% |
| Fundamentals | ||
| Market capitalizationTotal market value of all shares (or circulating tokens for a crypto). | 106.47B CNY | 1.07T CNY |
| P/E (trailing 12 months)Share price divided by earnings per share: number of years of earnings paid. | 5.7 | 17.9 |
| Price-to-SalesMarket capitalization divided by annual revenue. | 0.1 | 3.5 |
| Net marginShare of revenue retained as profit. | 1.9% | 17.7% |
| Return on equityReturn on equity (ROE). | 4.3% | 12.7% |
| Revenue growthOver one year, latest published quarter compared with the same quarter of the previous year. | −9.8% | +12.4% |
| Dividend yieldAnnual dividend relative to the share price. | 3.50% | 4.23% |
| Debt / equityFinancial debt relative to shareholders' equity. | 111% | 29% |
Correlations over the period
From −1 to 1: close to 1, the two assets rise and fall together; close to 0, they move independently.
- China Railway Group Limited / China Shenhua Energy Company Limited0.16
Information provided for educational purposes only. It does not constitute investment advice or a personalized recommendation. Past performance is no guarantee of future results.