Cholamandalam Investment and Finance Company Limited (CHOLAFIN.NS) Sharpe Ratio: -0.05

CHOLAFIN.NS's Sharpe Ratio of -0.05 indicates that for each unit of volatility, it generates -0.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CHOLAFIN.NS Sharpe Ratio Rank

Below Average

CHOLAFIN.NS ranks above 38.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

CHOLAFIN.NS Sharpe Ratio Market Positioning

The chart shows CHOLAFIN.NS's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.38 or lower
Yellow zone (middle 50%): -0.38 to 1.16
Green zone (top 25%): 1.16 or higher
Top 1%: 5.74+
Median: 0.23 — half of all investments score higher

How it compares to other similar stocks

The table compares Cholamandalam Investment and Finance Company Limited's Sharpe Ratio with other stocks in the Credit Services industry across multiple time periods, showing how CHOLAFIN.NS's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.

Symbol	Name	1Y Sharpe Ratio
SHRIRAMFIN.NS	Shriram Finance Limited	1.28
MUTHOOTFIN.NS	Muthoot Finance Limited	1.16
MANAPPURAM.NS	Manappuram Finance Limited	1.08
IIFL.NS	IIFL Finance Limited	0.62
M&MFIN.NS	Mahindra & Mahindra Financial Services Limited	0.37
PFC.NS	Power Finance Corporation Limited	0.35
CHOLAFIN.NS	Cholamandalam Investment and Finance Company Limited	-0.05
BAJFINANCE.NS	Bajaj Finance Limited	-0.10
RECLTD.NS	REC Limited	-0.46
HUDCO.NS	Housing and Urban Development Corporation Limited	-0.47

Benchmark Against

Benchmark

S&P 500 Index

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Historical Sharpe Ratio

The chart shows CHOLAFIN.NS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CHOLAFIN.NS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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