S&P BSE SENSEX (^BSESN)
Share Price 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.
Compare to other instruments
Popular comparisons: ^BSESN vs. EPI
S&P BSE SENSEX had a return of 2.75% year-to-date (YTD) and 12.00% in the last 12 months. Over the past 10 years, S&P BSE SENSEX had an annualized return of 12.57%, while the S&P 500 benchmark had an annualized return of 12.00%, indicating that S&P BSE SENSEX performed slightly bigger than the benchmark.
|5 years (annualized)||12.37%||11.83%|
|10 years (annualized)||12.57%||12.00%|
Monthly Returns Heatmap
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and S&P 500 (^GSPC). 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.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|S&P BSE SENSEX||0.94|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the S&P BSE SENSEX. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the S&P BSE SENSEX is 60.91%, recorded on Mar 9, 2009. It took 412 trading sessions for the portfolio to recover.
|-60.91%||Jan 9, 2008||284||Mar 9, 2009||412||Nov 4, 2010||696|
|-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||48||Mar 23, 2020||158||Nov 9, 2020||206|
|-29.2%||May 11, 2006||25||Jun 14, 2006||85||Oct 13, 2006||110|
The current S&P BSE SENSEX volatility is 2.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.