Highlights
- Avg. Volume (1M)
- 18K
- Avg. Volume Value (1M)
- ₹1.39B
Share Price Chart
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Performance
^BSESN Performance Chart
S&P BSE SENSEX (^BSESN) is down 8.6% since the beginning of the year. ^BSESN is currently trading at ₹77,928 per share. Investors who bought ₹1,000 worth of ^BSESN shares 5 years ago would now be looking at an investment worth ₹1,482.
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Returns By Period
S&P BSE SENSEX (^BSESN) has returned -8.56% so far this year and -3.31% over the past 12 months. Over the last ten years, ^BSESN has returned 10.79% per year, falling short of the S&P 500 Index benchmark, which averaged 17.35% annually.
S&P BSE SENSEX
- 1D
- 0.00%
- 1M
- 0.21%
- 6M
- -5.28%
- YTD
- -8.56%
- 1Y
- -3.31%
- 3Y*
- 5.45%
- 5Y*
- 8.18%
- 10Y*
- 10.79%
- ALL TIME*
- 10.51%
Benchmark (S&P 500 Index)
- 1D
- 0.40%
- 1M
- 0.08%
- 6M
- 12.34%
- YTD
- 16.17%
- 1Y
- 31.31%
- 3Y*
- 23.78%
- 5Y*
- 16.88%
- 10Y*
- 17.35%
- ALL TIME*
- 14.16%
^BSESN Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 1997, ^BSESN's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +28.3%, while the worst month was Oct 2008 at -23.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^BSESN closed higher 53% of trading days. The best single day was May 18, 2009 with a return of +17.3%, while the worst single day was Mar 23, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.46% | -1.19% | -11.49% | 6.90% | -2.78% | 2.28% | 1.90% | -8.56% | |||||
| 2025 | -0.82% | -5.55% | 5.76% | 3.65% | 1.51% | 2.65% | -2.90% | -1.69% | 0.57% | 4.57% | 2.11% | -0.57% | 9.06% |
| 2024 | -0.68% | 1.04% | 1.59% | 1.13% | -0.70% | 6.86% | 3.43% | 0.76% | 2.35% | -5.83% | 0.52% | -2.08% | 8.17% |
| 2023 | -2.12% | -0.99% | 0.05% | 3.60% | 2.47% | 3.35% | 2.80% | -2.55% | 1.54% | -2.97% | 4.87% | 7.84% | 18.74% |
| 2022 | -0.41% | -3.05% | 4.13% | -2.57% | -2.62% | -4.58% | 8.58% | 3.42% | -3.54% | 5.78% | 3.87% | -3.58% | 4.44% |
| 2021 | -3.07% | 6.08% | 0.83% | -1.47% | 6.47% | 1.05% | 0.20% | 9.44% | 2.73% | 0.31% | -3.78% | 2.08% | 21.99% |
Benchmark Metrics
S&P BSE SENSEX has an annualized alpha of 7.90%, beta of 0.18, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 01, 1997.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.32%) than losses (46.22%) - typical of diversified or defensive assets.
- Beta of 0.18 may look defensive, but with R2 of 0.03 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.03 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 7.90%
- Beta
- 0.18
- R²
- 0.03
- Upside Capture
- 47.32%
- Downside Capture
- 46.22%
Return for Risk
Risk / Return Rank
^BSESN ranks 0 for risk / return — above 0% of indices peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and compare them to S&P 500 Index.
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.
| ^BSESN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 4.27 | -4.52 |
| Martin ratioReturn relative to average drawdown | -0.56 | 14.47 | -15.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P BSE SENSEX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the S&P BSE SENSEX was 60.91%, occurring on Mar 9, 2009. Recovery took 409 trading sessions.
The current S&P BSE SENSEX drawdown is 9.21%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-60.91%Mar 2009 | 1y 2mo | 1y 8mo | 2y 10moJan 2008 - Nov 2010 | Financial crisis2007–2009 |
-56.18%Sep 2001 | 1y 7mo | 2y 3mo | 3y 10moFeb 2000 - Jan 2004 | Dot-com crash2000–2002 |
-39.22%Oct 1998 | 1y 2mo | 8mo 25d | 1y 11moAug 1997 - Jul 1999 | — |
-38.07%Mar 2020 | 2mo 8d | 7mo 21d | 9mo 29dJan 2020 - Nov 2020 | COVID crash2020 |
-29.20%Jun 2006 | 1mo 4d | 4mo 1d | 5mo 5dMay 2006 - Oct 2006 | — |
Drawdown Indicators
| ^BSESN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.91% | -42.97% | -17.94% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -6.78% | -9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -19.29% | +3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -20.51% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -28.50% | -9.57% |
Current DrawdownCurrent decline from peak | -9.21% | -1.98% | -7.23% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -5.79% | -7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 2.00% | +5.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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