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Nifty 500 (^NIFTY500)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of ₹10,000 in Nifty 500, 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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S&P 500 Index

Different Benchmark Currency

^NIFTY500 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 500 (^NIFTY500) has returned -14.01% so far this year and -3.80% over the past 12 months. Over the last ten years, ^NIFTY500 has returned 12.28% per year, falling short of the S&P 500 Index benchmark, which averaged 16.07% annually.


Nifty 500

1D
-2.34%
1M
-11.39%
YTD
-14.01%
6M
-9.70%
1Y
-3.80%
3Y*
12.14%
5Y*
10.76%
10Y*
12.28%

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, 1991, ^NIFTY500's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 1992 with a return of +56.3%, while the worst month was May 1992 at -27.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 8 months.

On a daily basis, ^NIFTY500 closed higher 54% of trading days. The best single day was May 18, 2009 with a return of +16.2%, while the worst single day was May 12, 1992 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.32%0.38%-11.39%-14.01%
2025-3.55%-7.88%7.34%3.24%3.50%3.58%-2.97%-1.97%1.21%4.29%0.94%-0.26%6.69%
20241.92%1.45%0.82%3.66%0.51%6.90%4.30%0.87%2.15%-6.42%-0.01%-1.37%15.16%
2023-3.32%-2.79%0.27%4.55%3.59%4.21%3.83%-0.79%2.18%-2.84%7.06%8.01%25.76%
20220.53%-4.11%4.10%-0.75%-4.49%-5.18%9.55%4.50%-3.23%4.01%3.39%-3.12%4.09%
2021-1.87%7.78%1.09%0.41%6.97%1.87%1.42%6.53%3.41%0.23%-2.91%1.32%28.86%

Benchmark Metrics

Nifty 500 has an annualized alpha of 9.37%, beta of 0.16, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 03, 1991.

  • This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.52%) than losses (36.85%) — typical of diversified or defensive assets.
  • Beta of 0.16 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
9.37%
Beta
0.16
0.02
Upside Capture
47.52%
Downside Capture
36.85%

Return for Risk

Risk / Return Rank

^NIFTY500 ranks 7 for risk / return — in the bottom 7% 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.


^NIFTY500 Risk / Return Rank: 77
Overall Rank
^NIFTY500 Sharpe Ratio Rank: 77
Sharpe Ratio Rank
^NIFTY500 Sortino Ratio Rank: 77
Sortino Ratio Rank
^NIFTY500 Omega Ratio Rank: 77
Omega Ratio Rank
^NIFTY500 Calmar Ratio Rank: 99
Calmar Ratio Rank
^NIFTY500 Martin Ratio Rank: 55
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 500 (^NIFTY500) and compare them to a chosen benchmark (S&P 500 Index).


^NIFTY500BenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.27

1.50

-1.77

Sortino ratio

Return per unit of downside risk

-0.27

2.13

-2.40

Omega ratio

Gain probability vs. loss probability

0.97

1.33

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.24

2.47

-2.71

Martin ratio

Return relative to average drawdown

-0.99

11.33

-12.32

Explore ^NIFTY500 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 Nifty 500. 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 500 was 68.02%, occurring on Sep 21, 2001. Recovery took 809 trading sessions.

The current Nifty 500 drawdown is 16.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.02%Feb 22, 2000398Sep 21, 2001809Dec 14, 20041207
-64.26%Jan 7, 2008287Mar 9, 20091286May 13, 20141573
-62.51%Apr 3, 1992205Apr 27, 19931590Jan 4, 20001795
-38.3%Jan 20, 202045Mar 23, 2020158Nov 9, 2020203
-32.56%May 11, 200625Jun 14, 2006106Nov 13, 2006131

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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