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Performance
Performance Chart
The chart shows the growth of an initial investment of ₹10,000 in S&P BSE SENSEX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^BSESN is traded in INR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to INR using the latest available exchange rates.
Returns By Period
S&P BSE SENSEX (^BSESN) has returned -15.57% so far this year and -7.06% over the past 12 months. Over the last ten years, ^BSESN has returned 11.03% per year, falling short of the S&P 500 Index benchmark, which averaged 16.07% annually.
S&P BSE SENSEX
- 1D
- -2.22%
- 1M
- -11.49%
- YTD
- -15.57%
- 6M
- -10.37%
- 1Y
- -7.06%
- 3Y*
- 6.84%
- 5Y*
- 7.76%
- 10Y*
- 11.03%
Benchmark (S&P 500 Index)
- 1D
- 1.94%
- 1M
- -2.58%
- YTD
- -0.80%
- 6M
- 2.72%
- 1Y
- 27.07%
- 3Y*
- 21.80%
- 5Y*
- 15.60%
- 10Y*
- 16.07%
Monthly Returns
Based on dividend-adjusted daily data since Jul 1, 1997, ^BSESN's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 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 52% 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% | -15.57% | |||||||||
| 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 7.97%, beta of 0.18, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 02, 1997.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.87%) than losses (47.14%) — 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
- 7.97%
- Beta
- 0.18
- R²
- 0.03
- Upside Capture
- 48.87%
- Downside Capture
- 47.14%
Return for Risk
Risk / Return Rank
^BSESN ranks 2 for risk / return — in the bottom 2% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and compare them to a chosen benchmark (S&P 500 Index).
| ^BSESN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.53 | 1.50 | -2.03 |
Sortino ratioReturn per unit of downside risk | -0.65 | 2.13 | -2.78 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.33 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.47 | -2.80 |
Martin ratioReturn relative to average drawdown | -1.36 | 11.33 | -12.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^BSESN risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 16.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.91% | Jan 9, 2008 | 285 | Mar 9, 2009 | 412 | Nov 4, 2010 | 697 |
| -56.18% | Feb 14, 2000 | 420 | Sep 21, 2001 | 595 | Jan 2, 2004 | 1015 |
| -39.22% | Aug 6, 1997 | 315 | Oct 20, 1998 | 189 | Jul 12, 1999 | 504 |
| -38.07% | Jan 15, 2020 | 47 | Mar 23, 2020 | 158 | Nov 9, 2020 | 205 |
| -29.2% | May 11, 2006 | 25 | Jun 14, 2006 | 85 | Oct 13, 2006 | 110 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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