I worked in Shenzhen and bought social security for nine years. Is it worthwhile to transfer back to Sichuan to buy social security?

Not very cost-effective. Because you have paid the old-age insurance in Shenzhen for 15 years, you can apply for retirement in Shenzhen, and the calculation of retirement benefits is linked to the provincial social wage. The higher the provincial social wage, the higher the post-retirement treatment. Because the local economy in Shenzhen is relatively developed, the retirement benefits in Shenzhen should be higher than those in Sichuan.