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

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S&P BSE SENSEX

Popular comparisons: ^BSESN vs. EPI, ^BSESN vs. VOO, ^BSESN vs. SPY, ^BSESN vs. DMART.NS, ^BSESN vs. ASIANPAINT.NS, ^BSESN vs. QQQ, ^BSESN vs. VT, ^BSESN vs. TCS.NS, ^BSESN vs. ARKK, ^BSESN vs. ^BSE500

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.


1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%FebruaryMarchAprilMayJuneJuly
1,774.15%
1,352.68%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

S&P 500

Returns By Period

S&P BSE SENSEX had a return of 11.58% year-to-date (YTD) and 19.29% in the last 12 months. Over the past 10 years, S&P BSE SENSEX had an annualized return of 12.20%, outperforming the S&P 500 benchmark which had an annualized return of 10.77%.


PeriodReturnBenchmark
Year-To-Date11.58%15.41%
1 month4.22%0.33%
6 months12.45%13.74%
1 year19.29%21.39%
5 years (annualized)16.27%13.11%
10 years (annualized)12.20%10.77%

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
2024-0.68%1.04%1.59%1.13%-0.70%6.86%11.58%
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%7.82%0.93%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%0.23%-4.57%-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%
20132.41%-5.19%-0.14%3.55%1.31%-1.84%-0.26%-3.75%4.08%9.21%-1.76%1.82%8.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^BSESN is 78, placing it in the top 22% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^BSESN is 7878
^BSESN (S&P BSE SENSEX)
The Sharpe Ratio Rank of ^BSESN is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 6666Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 7878Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 9393Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 8585Martin 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.


^BSESN
Sharpe ratio
The chart of Sharpe ratio for ^BSESN, currently valued at 1.73, compared to the broader market0.001.002.001.73
Sortino ratio
The chart of Sortino ratio for ^BSESN, currently valued at 2.31, compared to the broader market-1.000.001.002.003.002.31
Omega ratio
The chart of Omega ratio for ^BSESN, currently valued at 1.35, compared to the broader market1.001.201.401.35
Calmar ratio
The chart of Calmar ratio for ^BSESN, currently valued at 3.18, compared to the broader market0.001.002.003.004.005.003.18
Martin ratio
The chart of Martin ratio for ^BSESN, currently valued at 9.53, compared to the broader market0.005.0010.0015.0020.009.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.001.002.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-1.000.001.002.003.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.001.201.401.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.005.0010.0015.0020.006.82

Sharpe Ratio

The current S&P BSE SENSEX Sharpe ratio is 1.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P BSE SENSEX with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.73
2.16
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.91%
-2.11%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

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 0.91%.


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, 202048Mar 23, 2020158Nov 9, 2020206
-29.2%May 11, 200625Jun 14, 200685Oct 13, 2006110

Volatility

Volatility Chart

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%FebruaryMarchAprilMayJuneJuly
2.25%
2.69%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)