1288.HK vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Agricultural Bank Of China (1288.HK) and S&P 500 Index (^GSPC).

Performance

1288.HK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Agricultural Bank Of China (1288.HK) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

1288.HK vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1288.HK Agricultural Bank Of China	-1.73%	40.81%	57.87%	22.69%	9.04%	2.09%	-11.87%	6.07%	-0.97%	20.81%
^GSPC S&P 500 Index	-3.16%	16.61%	22.67%	24.22%	-19.31%	27.58%	15.74%	28.20%	-6.03%	20.34%

Different Trading Currencies

1288.HK is traded in HKD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1288.HK achieves a -1.73% return, which is significantly higher than ^GSPC's -3.29% return. Over the past 10 years, 1288.HK has outperformed ^GSPC with an annualized return of 15.03%, while ^GSPC has yielded a comparatively lower 12.39% annualized return.

1288.HK

• 1D: 1.79%
• 1M: 8.40%
• YTD: -1.73%
• 6M: 11.96%
• 1Y: 26.44%
• 3Y*: 35.30%
• 5Y*: 22.03%
• 10Y*: 15.03%

^GSPC

• 1D: 0.00%
• 1M: -3.14%
• YTD: -3.29%
• 6M: -1.41%
• 1Y: 16.76%
• 3Y*: 16.75%
• 5Y*: 10.51%
• 10Y*: 12.39%

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

Return for Risk

1288.HK vs. ^GSPC — Risk / Return Rank

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

1288.HK

1288.HK Risk / Return Rank: 67
1288.HK Sharpe Ratio Rank: 76
1288.HK Sortino Ratio Rank: 68
1288.HK Omega Ratio Rank: 66
1288.HK Calmar Ratio Rank: 63
1288.HK Martin Ratio Rank: 61

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

1288.HK vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agricultural Bank Of China (1288.HK) and S&P 500 Index (^GSPC). 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.

	1288.HK	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.13	0.92	+0.21
Sortino ratio Return per unit of downside risk	1.57	1.41	+0.16
Omega ratio Gain probability vs. loss probability	1.20	1.22	-0.01
Calmar ratio Return relative to maximum drawdown	1.12	1.43	-0.32
Martin ratio Return relative to average drawdown	2.39	6.73	-4.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1288.HK vs. ^GSPC - Sharpe Ratio Comparison

The current 1288.HK Sharpe Ratio is 1.13, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of 1288.HK and ^GSPC, 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

	1288.HK	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	0.92	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	0.63	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.69	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.42	0.00

Correlation

The correlation between 1288.HK and ^GSPC is 0.13, 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

1288.HK vs. ^GSPC - Drawdown Comparison

The maximum 1288.HK drawdown since its inception was -51.04%, smaller than the maximum ^GSPC drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for 1288.HK and ^GSPC.

Drawdown Indicators

	1288.HK	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-51.04%	-56.78%	+5.74%
Max Drawdown (1Y) Largest decline over 1 year	-17.35%	-9.10%	-8.25%
Max Drawdown (5Y) Largest decline over 5 years	-22.31%	-25.43%	+3.12%
Max Drawdown (10Y) Largest decline over 10 years	-41.68%	-33.92%	-7.76%
Current Drawdown Current decline from peak	-8.49%	-5.67%	-2.82%
Average Drawdown Average peak-to-trough decline	-17.69%	-10.75%	-6.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.10%	2.62%	+5.48%

Volatility

1288.HK vs. ^GSPC - Volatility Comparison

Agricultural Bank Of China (1288.HK) has a higher volatility of 6.68% compared to S&P 500 Index (^GSPC) at 5.23%. This indicates that 1288.HK's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1288.HK	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	5.23%	+1.45%
Volatility (6M) Calculated over the trailing 6-month period	15.76%	9.52%	+6.24%
Volatility (1Y) Calculated over the trailing 1-year period	24.06%	18.31%	+5.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.49%	16.89%	+4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.82%	18.01%	+3.81%