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S&P BSE SENSEX (^BSESN)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

S&P BSE SENSEX (^BSESN) returned 5.36% year-to-date (YTD) and 11.38% over the past 12 months. Over the past 10 years, ^BSESN delivered an annualized return of 11.72%, outperforming the S&P 500 benchmark at 10.89%.


^BSESN

YTD

5.36%

1M

4.81%

6M

6.12%

1Y

11.38%

5Y*

22.79%

10Y*

11.72%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^BSESN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.82%-5.55%5.76%3.65%2.60%5.36%
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%
2020-1.29%-5.96%-23.05%14.42%-3.84%7.68%7.71%2.72%-1.45%4.06%11.45%8.16%15.75%
20190.52%-1.07%7.47%1.26%1.75%-0.80%-4.86%-0.40%3.57%3.78%1.66%1.13%14.38%
20185.60%-4.95%-3.56%6.65%0.46%0.29%6.16%2.76%-6.26%-4.93%5.09%-0.35%5.91%
20173.87%3.93%3.05%1.01%4.10%-0.72%5.15%-2.41%-1.41%6.17%-0.19%2.74%27.91%
2016-4.77%-7.51%10.17%1.04%4.14%1.24%3.90%1.43%-2.06%0.27%-4.61%-0.10%1.95%
20156.12%0.13%-4.32%-3.38%3.03%-0.17%1.20%-6.51%-0.49%1.92%-1.92%-0.11%-5.03%
2014-3.10%2.96%5.99%0.14%8.03%4.94%1.89%2.87%-0.03%4.64%2.97%-4.16%29.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, ^BSESN is among the top 19% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^BSESN is 8181
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 5858
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

S&P BSE SENSEX Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.78
  • 5-Year: 1.45
  • 10-Year: 0.71
  • All Time: 0.50

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of S&P BSE SENSEX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 412 trading sessions.

The current S&P BSE SENSEX drawdown is 4.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.91%Jan 9, 2008284Mar 9, 2009412Nov 4, 2010696
-56.18%Feb 14, 2000420Sep 21, 2001595Jan 2, 20041015
-39.22%Aug 6, 1997315Oct 20, 1998189Jul 12, 1999504
-38.07%Jan 15, 202047Mar 23, 2020158Nov 9, 2020205
-29.2%May 11, 200625Jun 14, 200685Oct 13, 2006110

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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