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

Correlation

The correlation between ^SSEC and ^BSESN is 0.12, 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. ^BSESN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shanghai Composite (^SSEC) and S&P BSE SENSEX (^BSESN). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
34.38%
213.12%
^SSEC
^BSESN

Key characteristics

Sharpe Ratio

^SSEC:

0.36

^BSESN:

0.64

Sortino Ratio

^SSEC:

0.69

^BSESN:

0.90

Omega Ratio

^SSEC:

1.11

^BSESN:

1.13

Calmar Ratio

^SSEC:

0.14

^BSESN:

0.58

Martin Ratio

^SSEC:

1.17

^BSESN:

1.21

Ulcer Index

^SSEC:

6.54%

^BSESN:

7.23%

Daily Std Dev

^SSEC:

20.07%

^BSESN:

14.77%

Max Drawdown

^SSEC:

-78.27%

^BSESN:

-60.91%

Current Drawdown

^SSEC:

-44.98%

^BSESN:

-6.41%

Returns By Period

In the year-to-date period, ^SSEC achieves a 0.01% return, which is significantly lower than ^BSESN's 2.81% return. Over the past 10 years, ^SSEC has underperformed ^BSESN with an annualized return of -2.63%, while ^BSESN has yielded a comparatively higher 11.51% annualized return.


^SSEC

YTD

0.01%

1M

6.56%

6M

-3.42%

1Y

7.14%

5Y*

3.08%

10Y*

-2.63%

^BSESN

YTD

2.81%

1M

8.23%

6M

1.00%

1Y

9.35%

5Y*

20.74%

10Y*

11.51%

*Annualized

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Risk-Adjusted Performance

^SSEC vs. ^BSESN — 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

^BSESN
The Risk-Adjusted Performance Rank of ^BSESN is 7070
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 5151
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. ^BSESN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shanghai Composite (^SSEC) and S&P BSE SENSEX (^BSESN). 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 lower than the ^BSESN Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ^SSEC and ^BSESN, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.33
0.39
^SSEC
^BSESN

Drawdowns

^SSEC vs. ^BSESN - Drawdown Comparison

The maximum ^SSEC drawdown since its inception was -78.27%, which is greater than ^BSESN's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for ^SSEC and ^BSESN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%December2025FebruaryMarchAprilMay
-44.34%
-8.75%
^SSEC
^BSESN

Volatility

^SSEC vs. ^BSESN - Volatility Comparison

The current volatility for Shanghai Composite (^SSEC) is 2.67%, while S&P BSE SENSEX (^BSESN) has a volatility of 5.25%. This indicates that ^SSEC experiences smaller price fluctuations and is considered to be less risky than ^BSESN 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
2.67%
5.25%
^SSEC
^BSESN