1919.HK vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about COSCO SHIPPING Holdings Co Ltd H (1919.HK) and S&P 500 Index (^GSPC).

Performance

1919.HK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in COSCO SHIPPING Holdings Co Ltd H (1919.HK) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

1919.HK vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
1919.HK COSCO SHIPPING Holdings Co Ltd H	10.11%	21.86%	74.03%	28.89%	-26.01%	111.35%	194.30%	7.12%	-26.80%	48.71%
^GSPC S&P 500 Index	-3.29%	16.61%	22.67%	24.22%	-19.31%	27.58%	15.74%	28.20%	-6.03%	20.34%

Different Trading Currencies

1919.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, 1919.HK achieves a 10.11% return, which is significantly higher than ^GSPC's -3.29% return. Over the past 10 years, 1919.HK has outperformed ^GSPC with an annualized return of 30.70%, while ^GSPC has yielded a comparatively lower 12.39% annualized return.

1919.HK

• 1D: 0.66%
• 1M: -7.06%
• YTD: 10.11%
• 6M: 26.17%
• 1Y: 36.53%
• 3Y*: 41.20%
• 5Y*: 32.85%
• 10Y*: 30.70%

^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

1919.HK vs. ^GSPC — Risk / Return Rank

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

1919.HK

1919.HK Risk / Return Rank: 72
1919.HK Sharpe Ratio Rank: 77
1919.HK Sortino Ratio Rank: 67
1919.HK Omega Ratio Rank: 72
1919.HK Calmar Ratio Rank: 72
1919.HK Martin Ratio Rank: 74

^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.

1919.HK vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COSCO SHIPPING Holdings Co Ltd H (1919.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.

	1919.HK	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.15	0.92	+0.24
Sortino ratio Return per unit of downside risk	1.56	1.41	+0.15
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.03
Calmar ratio Return relative to maximum drawdown	1.79	1.43	+0.35
Martin ratio Return relative to average drawdown	4.72	6.73	-2.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1919.HK vs. ^GSPC - Sharpe Ratio Comparison

The current 1919.HK Sharpe Ratio is 1.15, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of 1919.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

	1919.HK	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	0.92	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.63	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.69	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.42	-0.15

Correlation

The correlation between 1919.HK and ^GSPC is 0.10, 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

1919.HK vs. ^GSPC - Drawdown Comparison

The maximum 1919.HK drawdown since its inception was -94.83%, which is greater than ^GSPC's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for 1919.HK and ^GSPC.

Drawdown Indicators

	1919.HK	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-94.83%	-56.78%	-38.05%
Max Drawdown (1Y) Largest decline over 1 year	-20.06%	-9.10%	-10.96%
Max Drawdown (5Y) Largest decline over 5 years	-47.56%	-25.43%	-22.13%
Max Drawdown (10Y) Largest decline over 10 years	-64.91%	-33.92%	-30.99%
Current Drawdown Current decline from peak	-7.06%	-5.67%	-1.39%
Average Drawdown Average peak-to-trough decline	-65.12%	-10.75%	-54.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.88%	2.62%	+5.26%

Volatility

1919.HK vs. ^GSPC - Volatility Comparison

COSCO SHIPPING Holdings Co Ltd H (1919.HK) has a higher volatility of 9.48% compared to S&P 500 Index (^GSPC) at 5.23%. This indicates that 1919.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

	1919.HK	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.48%	5.23%	+4.25%
Volatility (6M) Calculated over the trailing 6-month period	17.81%	9.52%	+8.29%
Volatility (1Y) Calculated over the trailing 1-year period	32.55%	18.31%	+14.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.37%	16.89%	+29.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.00%	18.01%	+28.99%