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Shanghai Composite (^SSEC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of CN¥10,000 in Shanghai Composite, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,500.00%2,000.00%2,500.00%3,000.00%December2025FebruaryMarchAprilMay
3,252.67%
1,702.47%
^SSEC (Shanghai Composite)
Benchmark (^GSPC)

Returns By Period

Shanghai Composite (^SSEC) returned 0.01% year-to-date (YTD) and 7.14% over the past 12 months. Over the past 10 years, ^SSEC returned -2.63% annually, underperforming the S&P 500 benchmark at 10.43%.


^SSEC

YTD

0.01%

1M

6.56%

6M

-3.42%

1Y

7.14%

5Y*

3.08%

10Y*

-2.63%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SSEC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-3.02%2.16%0.45%-1.70%2.23%0.01%
2024-6.27%8.13%0.86%2.09%-0.58%-3.87%-0.97%-3.28%17.39%-1.70%1.42%0.76%12.67%
20235.39%0.74%-0.21%1.54%-3.57%-0.08%2.78%-5.20%-0.30%-2.95%0.36%-1.81%-3.70%
2022-7.12%3.00%-6.07%-6.31%4.57%6.66%-4.28%-1.57%-5.55%-4.33%8.91%-1.97%-14.64%
20210.29%0.75%-1.91%0.14%4.89%-0.67%-5.40%4.31%0.68%-0.58%0.47%1.55%4.21%
2020-2.41%-3.23%-4.51%3.99%-0.27%4.64%10.90%2.59%-5.23%0.20%5.19%2.40%13.87%
20193.64%13.79%5.09%-0.40%-5.84%2.77%-1.56%-1.58%0.66%0.82%-1.95%6.20%22.30%
20185.25%-6.36%-2.78%-2.73%0.43%-8.01%1.02%-5.25%3.53%-7.75%-0.56%-3.64%-24.59%
20171.79%2.61%-0.59%-2.11%-1.19%2.41%2.52%2.68%-0.35%1.33%-2.24%-0.30%6.56%
2016-22.65%-1.81%11.75%-2.18%-0.74%0.45%1.70%3.56%-2.62%3.19%4.82%-4.50%-12.31%
2015-0.75%3.11%13.22%18.51%3.83%-7.25%-14.34%-12.49%-4.78%10.80%1.86%2.72%9.41%
2014-3.92%1.14%-1.12%-0.34%0.63%0.45%7.48%0.71%6.62%2.38%10.85%20.57%52.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SSEC is 49, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SSEC is 4949
Overall Rank
The Sharpe Ratio Rank of ^SSEC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSEC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^SSEC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^SSEC is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ^SSEC is 4949
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Shanghai Composite (^SSEC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Shanghai Composite Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.36
  • 5-Year: 0.19
  • 10-Year: -0.13
  • All Time: 0.30

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Shanghai Composite compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.36
0.47
^SSEC (Shanghai Composite)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.98%
-8.45%
^SSEC (Shanghai Composite)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Shanghai Composite. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Shanghai Composite was 78.27%, occurring on Jul 29, 1994. Recovery took 1202 trading sessions.

The current Shanghai Composite drawdown is 44.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.27%Feb 16, 1993370Jul 29, 19941202Jun 21, 19991572
-72.32%May 26, 1992124Nov 17, 199257Feb 9, 1993181
-71.98%Oct 17, 2007258Nov 4, 2008
-54.89%Jun 14, 2001984Jul 11, 2005350Dec 14, 20061334
-22.65%Jun 30, 1999123Dec 27, 199951Mar 23, 2000174

Volatility

Volatility Chart

The current Shanghai Composite volatility is 8.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.38%
11.71%
^SSEC (Shanghai Composite)
Benchmark (^GSPC)