^SSEC vs. ^BSESN

In the year-to-date period, ^SSEC achieves a -0.13% return, which is significantly lower than ^BSESN's 4.24% return. Over the past 10 years, ^SSEC has underperformed ^BSESN with an annualized return of -3.76%, while ^BSESN has yielded a comparatively higher 11.60% annualized return.

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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 0.43, which is lower than the ^BSESN Sharpe Ratio of 0.68. 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.

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.

The current volatility for Shanghai Composite (^SSEC) is 2.49%, while S&P BSE SENSEX (^BSESN) has a volatility of 5.03%. 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.