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^BSESN vs. ^SSEC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSESN and ^SSEC is 0.09, 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.


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.

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Key characteristics

Sharpe Ratio

^BSESN:

0.63

^SSEC:

0.42

Sortino Ratio

^BSESN:

0.85

^SSEC:

0.70

Omega Ratio

^BSESN:

1.12

^SSEC:

1.11

Calmar Ratio

^BSESN:

0.55

^SSEC:

0.14

Martin Ratio

^BSESN:

1.13

^SSEC:

1.21

Ulcer Index

^BSESN:

7.31%

^SSEC:

6.48%

Daily Std Dev

^BSESN:

15.40%

^SSEC:

20.20%

Max Drawdown

^BSESN:

-60.91%

^SSEC:

-78.27%

Current Drawdown

^BSESN:

-4.90%

^SSEC:

-44.79%

Returns By Period

In the year-to-date period, ^BSESN achieves a 4.47% return, which is significantly higher than ^SSEC's 0.35% return. Over the past 10 years, ^BSESN has outperformed ^SSEC with an annualized return of 11.35%, while ^SSEC has yielded a comparatively lower -3.55% annualized return.


^BSESN

YTD

4.47%

1M

1.67%

6M

3.28%

1Y

9.57%

3Y*

13.44%

5Y*

20.28%

10Y*

11.35%

^SSEC

YTD

0.35%

1M

2.34%

6M

2.06%

1Y

8.11%

3Y*

2.22%

5Y*

3.35%

10Y*

-3.55%

*Annualized

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S&P BSE SENSEX

Shanghai Composite

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^BSESN vs. ^SSEC — Risk-Adjusted Performance Rank

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

^BSESN
The Risk-Adjusted Performance Rank of ^BSESN is 5555
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 4444
Martin Ratio Rank

^SSEC
The Risk-Adjusted Performance Rank of ^SSEC is 4242
Overall Rank
The Sharpe Ratio Rank of ^SSEC is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSEC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ^SSEC is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ^SSEC is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ^SSEC is 4646
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.

^BSESN vs. ^SSEC - Risk-Adjusted Performance 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.


The current ^BSESN Sharpe Ratio is 0.63, which is higher than the ^SSEC Sharpe Ratio of 0.42. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^BSESN vs. ^SSEC - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, smaller than the maximum ^SSEC drawdown of -78.27%. Use the drawdown chart below to compare losses from any high point for ^BSESN and ^SSEC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^BSESN vs. ^SSEC - Volatility Comparison

S&P BSE SENSEX (^BSESN) has a higher volatility of 5.02% compared to Shanghai Composite (^SSEC) at 2.44%. 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.


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