^SSEC vs. ABT

Last updated Apr 1, 2026

Compare and contrast key facts about Shanghai Composite (^SSEC) and Abbott Laboratories (ABT).

Performance

^SSEC vs. ABT - Performance Comparison

The chart below illustrates the hypothetical performance of a CN¥10,000 investment in Shanghai Composite (^SSEC) and Abbott Laboratories (ABT). The values are adjusted to include any dividend payments, if applicable.

^SSEC vs. ABT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SSEC Shanghai Composite	-1.94%	18.41%	12.67%	-3.70%	-15.13%	4.80%	13.87%	22.30%	-24.59%	6.56%
ABT Abbott Laboratories	-18.94%	8.13%	7.79%	5.23%	-13.88%	27.07%	20.01%	23.61%	36.39%	42.47%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ^SSEC achieves a -1.94% return, which is significantly higher than ABT's -19.31% return. Over the past 10 years, ^SSEC has underperformed ABT with an annualized return of 2.60%, while ABT has yielded a comparatively higher 11.99% annualized return.

^SSEC

• 1D: -0.80%
• 1M: -6.51%
• YTD: -1.94%
• 6M: 0.23%
• 1Y: 16.67%
• 3Y*: 5.94%
• 5Y*: 2.34%
• 10Y*: 2.60%

ABT

• 1D: 0.00%
• 1M: -11.85%
• YTD: -19.31%
• 6M: -25.53%
• 1Y: -25.56%
• 3Y*: 2.37%
• 5Y*: -0.26%
• 10Y*: 11.99%

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

Return for Risk

^SSEC vs. ABT — Risk / Return Rank

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

^SSEC

^SSEC Risk / Return Rank: 74
^SSEC Sharpe Ratio Rank: 83
^SSEC Sortino Ratio Rank: 73
^SSEC Omega Ratio Rank: 82
^SSEC Calmar Ratio Rank: 63
^SSEC Martin Ratio Rank: 70

ABT

ABT Risk / Return Rank: 8
ABT Sharpe Ratio Rank: 6
ABT Sortino Ratio Rank: 10
ABT Omega Ratio Rank: 9
ABT Calmar Ratio Rank: 13
ABT Martin Ratio Rank: 2

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.

^SSEC vs. ABT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shanghai Composite (^SSEC) and Abbott Laboratories (ABT). 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.

	^SSEC	ABT	Difference
Sharpe ratio Return per unit of total volatility	1.25	-1.11	+2.36
Sortino ratio Return per unit of downside risk	1.53	-1.42	+2.95
Omega ratio Gain probability vs. loss probability	1.26	0.80	+0.46
Calmar ratio Return relative to maximum drawdown	1.40	-0.88	+2.28
Martin ratio Return relative to average drawdown	5.40	-2.16	+7.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SSEC vs. ABT - Sharpe Ratio Comparison

The current ^SSEC Sharpe Ratio is 1.25, which is higher than the ABT Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of ^SSEC and ABT, 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

	^SSEC	ABT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	-1.11	+2.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	-0.01	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.51	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.19	+0.12

Correlation

The correlation between ^SSEC and ABT is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

^SSEC vs. ABT - Drawdown Comparison

The maximum ^SSEC drawdown since its inception was -78.27%, which is greater than ABT's maximum drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for ^SSEC and ABT.

Drawdown Indicators

	^SSEC	ABT	Difference
Max Drawdown Largest peak-to-trough decline	-78.27%	-55.57%	-22.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.83%	-25.18%	+16.35%
Max Drawdown (5Y) Largest decline over 5 years	-27.27%	-33.88%	+6.61%
Max Drawdown (10Y) Largest decline over 10 years	-30.77%	-33.88%	+3.11%
Current Drawdown Current decline from peak	-36.12%	-25.41%	-10.71%
Average Drawdown Average peak-to-trough decline	-39.97%	-14.29%	-25.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	9.94%	-7.42%

Volatility

^SSEC vs. ABT - Volatility Comparison

The current volatility for Shanghai Composite (^SSEC) is 5.42%, while Abbott Laboratories (ABT) has a volatility of 6.18%. This indicates that ^SSEC experiences smaller price fluctuations and is considered to be less risky than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SSEC	ABT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	6.18%	-0.76%
Volatility (6M) Calculated over the trailing 6-month period	9.48%	16.78%	-7.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	23.16%	-9.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	22.00%	-6.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.30%	23.48%	-7.18%