PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

CSPC Pharmaceutical Group Limited (CSPCY) Sharpe Ratio: -0.03

Equity · Currency in USD · Last updated Jun 5, 2026

CSPCY's Sharpe Ratio of -0.03 indicates that for each unit of volatility, it generates -0.03 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CSPCY Sharpe Ratio Rank

CSPCY Sharpe Ratio Rank: 39.439
Below Average

CSPCY ranks above 39.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CSPCY Sharpe Ratio Market Positioning

The chart shows CSPCY's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.16
  • Green zone (top 25%): 1.16 or higher
  • Top 1%: 5.79+
  • Median: 0.23 — half of all investments score higher

How it compares to other similar stocks

The table compares CSPC Pharmaceutical Group Limited's Sharpe Ratio with other stocks in the Drug Manufacturers - General industry across multiple time periods, showing how CSPCY's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JNJJohnson & Johnson3.16
MRKMerck & Co., Inc.2.18
HAWPYHaw Par Corporation Ltd ADR1.60
NVSNovartis AG1.51
BIIBBiogen Inc.1.48
ALPMYAstellas Pharma Inc1.30
LLYEli Lilly and Company1.27
OTSKYOtsuka Holdings Co Ltd ADR1.26
GSKGlaxoSmithKline plc1.13
AZNAstraZeneca PLC1.12
CSPCYCSPC Pharmaceutical Group Limited-0.03

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CSPCY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CSPCY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does CSPCY fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio