^BSESN vs. ^SSEC

Last updated Apr 2, 2026

Compare and contrast key facts about S&P BSE SENSEX (^BSESN) and Shanghai Composite (^SSEC).

Performance

^BSESN vs. ^SSEC - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in S&P BSE SENSEX (^BSESN) and Shanghai Composite (^SSEC). The values are adjusted to include any dividend payments, if applicable.

^BSESN vs. ^SSEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^BSESN S&P BSE SENSEX	-14.18%	9.06%	8.17%	18.74%	4.44%	21.99%	15.75%	14.38%	5.91%	27.91%
^SSEC Shanghai Composite	4.87%	29.51%	12.87%	-5.75%	-13.45%	9.80%	24.53%	23.35%	-21.84%	6.60%

Different Trading Currencies

^BSESN is traded in INR, while ^SSEC is traded in CNY. To make them comparable, the ^SSEC values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^BSESN achieves a -14.18% return, which is significantly lower than ^SSEC's 4.87% return. Over the past 10 years, ^BSESN has outperformed ^SSEC with an annualized return of 11.21%, while ^SSEC has yielded a comparatively lower 5.67% annualized return.

^BSESN

• 1D: 1.65%
• 1M: -8.85%
• YTD: -14.18%
• 6M: -9.69%
• 1Y: -3.80%
• 3Y*: 7.43%
• 5Y*: 7.89%
• 10Y*: 11.21%

^SSEC

• 1D: 1.42%
• 1M: -3.89%
• YTD: 4.87%
• 6M: 10.41%
• 1Y: 35.42%
• 3Y*: 10.95%
• 5Y*: 6.47%
• 10Y*: 5.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^BSESN vs. ^SSEC — Risk / Return Rank

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

^BSESN

^BSESN Risk / Return Rank: 5
^BSESN Sharpe Ratio Rank: 6
^BSESN Sortino Ratio Rank: 6
^BSESN Omega Ratio Rank: 6
^BSESN Calmar Ratio Rank: 6
^BSESN Martin Ratio Rank: 3

^SSEC

^SSEC Risk / Return Rank: 76
^SSEC Sharpe Ratio Rank: 84
^SSEC Sortino Ratio Rank: 75
^SSEC Omega Ratio Rank: 85
^SSEC Calmar Ratio Rank: 65
^SSEC Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^BSESN vs. ^SSEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Shanghai Composite (^SSEC). 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.

	^BSESN	^SSEC	Difference
Sharpe ratio Return per unit of total volatility	-0.29	2.45	-2.73
Sortino ratio Return per unit of downside risk	-0.31	2.93	-3.23
Omega ratio Gain probability vs. loss probability	0.96	1.48	-0.52
Calmar ratio Return relative to maximum drawdown	-0.28	2.73	-3.01
Martin ratio Return relative to average drawdown	-1.13	11.51	-12.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^BSESN vs. ^SSEC - Sharpe Ratio Comparison

The current ^BSESN Sharpe Ratio is -0.29, which is lower than the ^SSEC Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ^BSESN and ^SSEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^BSESN	^SSEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.29	2.45	-2.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.39	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.33	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.24	+0.23

Correlation

The correlation between ^BSESN and ^SSEC is 0.11, 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.

Drawdowns

^BSESN vs. ^SSEC - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, roughly equal to the maximum ^SSEC drawdown of -62.81%. Use the drawdown chart below to compare losses from any high point for ^BSESN and ^SSEC.

Drawdown Indicators

	^BSESN	^SSEC	Difference
Max Drawdown Largest peak-to-trough decline	-60.91%	-78.27%	+17.36%
Max Drawdown (1Y) Largest decline over 1 year	-16.11%	-8.83%	-7.28%
Max Drawdown (5Y) Largest decline over 5 years	-16.85%	-27.27%	+10.42%
Max Drawdown (10Y) Largest decline over 10 years	-38.07%	-30.77%	-7.30%
Current Drawdown Current decline from peak	-14.80%	-35.19%	+20.39%
Average Drawdown Average peak-to-trough decline	-13.76%	-39.97%	+26.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	2.52%	+1.52%

Volatility

^BSESN vs. ^SSEC - Volatility Comparison

S&P BSE SENSEX (^BSESN) has a higher volatility of 7.42% compared to Shanghai Composite (^SSEC) at 6.50%. This indicates that ^BSESN's price experiences larger fluctuations and is considered to be riskier than ^SSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSESN	^SSEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	6.50%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	9.89%	10.50%	-0.61%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	15.19%	-1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.79%	17.10%	-3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	17.69%	-1.40%