PortfoliosLab logo
1288.HK vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 1288.HK and ^GSPC is 0.14, 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

1288.HK vs. ^GSPC - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
254.45%
431.89%
1288.HK
^GSPC

Key characteristics

Sharpe Ratio

1288.HK:

1.76

^GSPC:

0.48

Sortino Ratio

1288.HK:

2.20

^GSPC:

0.80

Omega Ratio

1288.HK:

1.30

^GSPC:

1.12

Calmar Ratio

1288.HK:

2.77

^GSPC:

0.49

Martin Ratio

1288.HK:

10.30

^GSPC:

1.90

Ulcer Index

1288.HK:

4.67%

^GSPC:

4.90%

Daily Std Dev

1288.HK:

28.24%

^GSPC:

19.37%

Max Drawdown

1288.HK:

-51.04%

^GSPC:

-56.78%

Current Drawdown

1288.HK:

-6.13%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, 1288.HK achieves a 10.36% return, which is significantly higher than ^GSPC's -3.70% return. Over the past 10 years, 1288.HK has underperformed ^GSPC with an annualized return of 8.83%, while ^GSPC has yielded a comparatively higher 10.43% annualized return.


1288.HK

YTD

10.36%

1M

13.64%

6M

21.32%

1Y

47.73%

5Y*

18.20%

10Y*

8.83%

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

1288.HK vs. ^GSPC — Risk-Adjusted Performance Rank

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

1288.HK
The Risk-Adjusted Performance Rank of 1288.HK is 9292
Overall Rank
The Sharpe Ratio Rank of 1288.HK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of 1288.HK is 8989
Sortino Ratio Rank
The Omega Ratio Rank of 1288.HK is 8888
Omega Ratio Rank
The Calmar Ratio Rank of 1288.HK is 9696
Calmar Ratio Rank
The Martin Ratio Rank of 1288.HK is 9595
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
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.

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

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


The current 1288.HK Sharpe Ratio is 1.76, which is higher than the ^GSPC Sharpe Ratio of 0.48. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.71
0.47
1288.HK
^GSPC

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 -56.78%. Use the drawdown chart below to compare losses from any high point for 1288.HK and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.20%
-7.82%
1288.HK
^GSPC

Volatility

1288.HK vs. ^GSPC - Volatility Comparison

The current volatility for Agricultural Bank Of China (1288.HK) is 5.79%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that 1288.HK experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.79%
11.21%
1288.HK
^GSPC