CSPCY vs. ^GSPC
CSPCY (CSPC Pharmaceutical Group Limited) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, CSPCY returned -6.77%/yr vs 11.44%/yr for ^GSPC. At a 0.13 correlation, their price movements are largely independent.
Performance
CSPCY vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSPCY achieves a -18.93% return, which is significantly lower than ^GSPC's 7.49% return.
CSPCY
- 1D
- 1.57%
- 1M
- -11.09%
- YTD
- -18.93%
- 6M
- -20.72%
- 1Y
- -14.08%
- 3Y*
- 5.84%
- 5Y*
- -6.77%
- 10Y*
- —
^GSPC
- 1D
- -0.10%
- 1M
- -1.54%
- YTD
- 7.49%
- 6M
- 6.15%
- 1Y
- 20.78%
- 3Y*
- 19.17%
- 5Y*
- 11.44%
- 10Y*
- 13.70%
CSPCY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSPCY CSPC Pharmaceutical Group Limited | -18.93% | 88.02% | -31.60% | -5.79% | -2.57% | 10.40% | -40.15% | 85.31% |
^GSPC S&P 500 Index | 7.49% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 11.69% |
Correlation
The correlation between CSPCY and ^GSPC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2019 | 0.13 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSPCY vs. ^GSPC — Risk / Return Rank
CSPCY
^GSPC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSPCY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.29 | -2.66 |
| Martin ratioReturn relative to average drawdown | -0.68 | 10.15 | -10.82 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| CSPCY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.41% | -56.78% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -39.17% | -9.10% | -30.07% |
Max Drawdown (3Y)Largest decline over 3 years | -39.17% | -18.90% | -20.27% |
Max Drawdown (5Y)Largest decline over 5 years | -58.98% | -25.43% | -33.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -37.86% | -3.31% | -34.55% |
Average DrawdownAverage peak-to-trough decline | -34.55% | -10.71% | -23.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.81% | 2.05% | +18.76% |
Volatility
CSPCY vs. ^GSPC - Volatility Comparison
CSPC Pharmaceutical Group Limited (CSPCY) has a higher volatility of 14.44% compared to S&P 500 Index (^GSPC) at 4.87%. 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.
Loading charts...
Volatility by Period
| CSPCY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.44% | 4.87% | +9.57% |
Volatility (6M)Calculated over the trailing 6-month period | 37.83% | 9.90% | +27.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.94% | 12.54% | +42.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.16% | 17.00% | +31.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 136.03% | 18.08% | +117.95% |
Frequently Asked Questions
CSPCY and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSPCY has higher volatility (14.44%) compared to ^GSPC (4.87%). In terms of maximum drawdown, CSPCY dropped -69.41% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.67 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CSPCY and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer