PortfoliosLab logoPortfoliosLab logo
NIFTY 200 (^NIFTY200)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of ₹10,000 in NIFTY 200, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Different Benchmark Currency

^NIFTY200 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

NIFTY 200 (^NIFTY200) has returned -12.00% so far this year and -1.49% over the past 12 months. Over the last ten years, ^NIFTY200 has returned 12.41% per year, falling short of the S&P 500 Index benchmark, which averaged 16.07% annually.


NIFTY 200

1D
-2.17%
1M
-9.43%
YTD
-12.00%
6M
-6.92%
1Y
-1.49%
3Y*
13.26%
5Y*
11.05%
10Y*
12.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2004, ^NIFTY200's average daily return is +0.05%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was May 2009 with a return of +33.9%, while the worst month was Oct 2008 at -27.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ^NIFTY200 closed higher 55% of trading days. The best single day was May 18, 2009 with a return of +16.8%, while the worst single day was Mar 23, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.03%0.20%-9.43%-12.00%
2025-2.55%-7.26%7.15%3.51%2.68%3.29%-3.08%-1.73%1.21%4.53%1.51%-0.31%8.40%
20241.31%1.73%1.39%2.79%0.55%6.56%4.36%0.88%2.20%-6.79%0.06%-1.61%13.63%
2023-3.48%-2.79%0.48%4.40%3.41%3.90%3.38%-1.54%2.19%-2.97%6.76%8.37%23.49%
2022-0.43%-3.53%3.97%-0.91%-4.14%-5.20%9.61%4.38%-3.56%4.34%3.48%-3.26%3.65%
2021-2.14%7.27%1.06%0.16%6.78%1.47%0.85%7.49%3.25%0.21%-3.32%2.11%27.47%

Benchmark Metrics

NIFTY 200 has an annualized alpha of 9.17%, beta of 0.17, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 05, 2004.

  • This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.78%) than losses (38.36%) — typical of diversified or defensive assets.
  • Beta of 0.17 may look defensive, but with R² of 0.02 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 0.02 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
9.17%
Beta
0.17
0.02
Upside Capture
47.78%
Downside Capture
38.36%

Return for Risk

Risk / Return Rank

^NIFTY200 ranks 12 for risk / return — in the bottom 12% 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.


^NIFTY200 Risk / Return Rank: 1212
Overall Rank
^NIFTY200 Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
^NIFTY200 Sortino Ratio Rank: 1010
Sortino Ratio Rank
^NIFTY200 Omega Ratio Rank: 1010
Omega Ratio Rank
^NIFTY200 Calmar Ratio Rank: 1616
Calmar Ratio Rank
^NIFTY200 Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and compare them to a chosen benchmark (S&P 500 Index).


^NIFTY200BenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.13

1.50

-1.63

Sortino ratio

Return per unit of downside risk

-0.09

2.13

-2.22

Omega ratio

Gain probability vs. loss probability

0.99

1.33

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.01

2.47

-2.48

Martin ratio

Return relative to average drawdown

-0.06

11.33

-11.38

Explore ^NIFTY200 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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the NIFTY 200. 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 NIFTY 200 was 64.04%, occurring on Oct 27, 2008. Recovery took 1372 trading sessions.

The current NIFTY 200 drawdown is 13.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.04%Jan 7, 2008200Oct 27, 20081372May 12, 20141572
-38.22%Jan 20, 202045Mar 23, 2020158Nov 9, 2020203
-32%May 11, 200625Jun 14, 2006106Nov 13, 2006131
-29.27%Jan 9, 200487May 17, 2004138Nov 30, 2004225
-21.52%Mar 4, 2015244Feb 25, 2016125Aug 30, 2016369

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...