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 -0.80%/yr vs 11.54%/yr for ^GSPC. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
CSPCY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, CSPCY achieves a 1.44% return, which is significantly lower than ^GSPC's 11.03% return.
CSPCY
- 1D
- -0.67%
- 1M
- 11.35%
- 6M
- -8.34%
- YTD
- 1.44%
- 1Y
- -10.84%
- 3Y*
- 16.74%
- 5Y*
- -0.80%
- 10Y*
- —
- ALL TIME*
- 5.37%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
| $4.78K | $4.01K | $6.31K |
CSPCY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSPCY CSPC Pharmaceutical Group Limited | 1.44% | 88.02% | -31.60% | -5.79% | -2.57% | 10.40% | -40.15% | 85.31% |
^GSPC S&P 500 Index | 11.03% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 11.69% |
Correlation
The correlation between CSPCY and ^GSPC is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2019 | 0.13 |
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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 | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.31 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.41 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.48 | 10.22 | -10.70 |
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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.
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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 | -40.35% | -9.10% | -31.25% |
Max Drawdown (3Y)Largest decline over 3 years | -40.35% | -18.90% | -21.45% |
Max Drawdown (5Y)Largest decline over 5 years | -56.12% | -25.43% | -30.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -22.24% | -0.12% | -22.12% |
Average DrawdownAverage peak-to-trough decline | -34.41% | -10.70% | -23.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.60% | 2.14% | +20.46% |
Volatility
CSPCY vs. ^GSPC - Volatility Comparison
CSPC Pharmaceutical Group Limited (CSPCY) has a higher volatility of 12.55% compared to S&P 500 Index (^GSPC) at 3.80%. 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.
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Volatility by Period
| CSPCY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.55% | 3.80% | +8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 38.46% | 10.20% | +28.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.63% | 12.86% | +41.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.85% | 17.02% | +30.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 135.05% | 18.08% | +116.97% |
Frequently Asked Questions
CSPCY and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSPCY has higher volatility (12.55%) compared to ^GSPC (3.80%). In terms of maximum drawdown, CSPCY dropped -69.41% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -0.20), 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.
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