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^SSEC vs. INDF
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SSEC and INDF is 0.11, 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

^SSEC vs. INDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shanghai Composite (^SSEC) and Nifty India Financials ETF (INDF). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
-7.37%
76.81%
^SSEC
INDF

Key characteristics

Sharpe Ratio

^SSEC:

0.36

INDF:

0.48

Sortino Ratio

^SSEC:

0.69

INDF:

0.67

Omega Ratio

^SSEC:

1.11

INDF:

1.09

Calmar Ratio

^SSEC:

0.14

INDF:

0.53

Martin Ratio

^SSEC:

1.17

INDF:

1.07

Ulcer Index

^SSEC:

6.54%

INDF:

7.38%

Daily Std Dev

^SSEC:

20.07%

INDF:

19.46%

Max Drawdown

^SSEC:

-78.27%

INDF:

-25.58%

Current Drawdown

^SSEC:

-44.98%

INDF:

-5.93%

Returns By Period

In the year-to-date period, ^SSEC achieves a 0.01% return, which is significantly lower than INDF's 5.56% return.


^SSEC

YTD

0.01%

1M

6.56%

6M

-3.42%

1Y

7.14%

5Y*

3.08%

10Y*

-2.63%

INDF

YTD

5.56%

1M

4.53%

6M

0.76%

1Y

9.23%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^SSEC vs. INDF — Risk-Adjusted Performance Rank

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

^SSEC
The Risk-Adjusted Performance Rank of ^SSEC is 4949
Overall Rank
The Sharpe Ratio Rank of ^SSEC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSEC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^SSEC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^SSEC is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ^SSEC is 4949
Martin Ratio Rank

INDF
The Risk-Adjusted Performance Rank of INDF is 5252
Overall Rank
The Sharpe Ratio Rank of INDF is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of INDF is 4848
Sortino Ratio Rank
The Omega Ratio Rank of INDF is 4848
Omega Ratio Rank
The Calmar Ratio Rank of INDF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of INDF is 4444
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.

^SSEC vs. INDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shanghai Composite (^SSEC) and Nifty India Financials ETF (INDF). 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 ^SSEC Sharpe Ratio is 0.36, which is comparable to the INDF Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^SSEC and INDF, 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 Ratio0.000.200.400.600.801.00December2025FebruaryMarchAprilMay
0.33
0.46
^SSEC
INDF

Drawdowns

^SSEC vs. INDF - Drawdown Comparison

The maximum ^SSEC drawdown since its inception was -78.27%, which is greater than INDF's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for ^SSEC and INDF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.89%
-5.93%
^SSEC
INDF

Volatility

^SSEC vs. INDF - Volatility Comparison

The current volatility for Shanghai Composite (^SSEC) is 2.56%, while Nifty India Financials ETF (INDF) has a volatility of 6.68%. This indicates that ^SSEC experiences smaller price fluctuations and is considered to be less risky than INDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
2.56%
6.68%
^SSEC
INDF