CSPCY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about CSPC Pharmaceutical Group Limited (CSPCY) and S&P 500 Index (^GSPC).

Performance

CSPCY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSPC Pharmaceutical Group Limited (CSPCY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

CSPCY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CSPCY CSPC Pharmaceutical Group Limited	18.33%	88.02%	-31.60%	-5.79%	-2.57%	10.40%	-40.15%	85.31%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	11.57%

Returns By Period

In the year-to-date period, CSPCY achieves a 18.33% return, which is significantly higher than ^GSPC's -3.95% return.

CSPCY

• 1D: 10.63%
• 1M: 1.91%
• YTD: 18.33%
• 6M: 8.70%
• 1Y: 91.63%
• 3Y*: 14.85%
• 5Y*: 4.66%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

CSPCY vs. ^GSPC — Risk / Return Rank

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

CSPCY

CSPCY Risk / Return Rank: 81
CSPCY Sharpe Ratio Rank: 83
CSPCY Sortino Ratio Rank: 81
CSPCY Omega Ratio Rank: 77
CSPCY Calmar Ratio Rank: 85
CSPCY Martin Ratio Rank: 80

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

CSPCY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSPC Pharmaceutical Group Limited (CSPCY) 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.

	CSPCY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.50	0.92	+0.58
Sortino ratio Return per unit of downside risk	2.27	1.41	+0.86
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	3.15	1.41	+1.73
Martin ratio Return relative to average drawdown	6.48	6.61	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSPCY vs. ^GSPC - Sharpe Ratio Comparison

The current CSPCY Sharpe Ratio is 1.50, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CSPCY 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

	CSPCY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	0.92	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.61	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.46	-0.39

Correlation

The correlation between CSPCY 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.

Drawdowns

CSPCY vs. ^GSPC - Drawdown Comparison

The maximum CSPCY drawdown since its inception was -69.41%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSPCY and ^GSPC.

Drawdown Indicators

	CSPCY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-69.41%	-56.78%	-12.63%
Max Drawdown (1Y) Largest decline over 1 year	-33.66%	-12.14%	-21.52%
Max Drawdown (5Y) Largest decline over 5 years	-60.59%	-25.43%	-35.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-9.29%	-5.78%	-3.51%
Average Drawdown Average peak-to-trough decline	-34.85%	-10.75%	-24.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.36%	2.60%	+13.76%

Volatility

CSPCY vs. ^GSPC - Volatility Comparison

CSPC Pharmaceutical Group Limited (CSPCY) has a higher volatility of 20.78% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that CSPCY'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

	CSPCY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.78%	5.37%	+15.41%
Volatility (6M) Calculated over the trailing 6-month period	39.10%	9.55%	+29.55%
Volatility (1Y) Calculated over the trailing 1-year period	61.92%	18.33%	+43.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.10%	16.90%	+32.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	138.37%	18.05%	+120.32%