PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBI Life Insurance Company Limited (SBILIFE.NS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISININE123W01016
SectorFinancial Services
IndustryInsurance—Life

Highlights

Market Cap₹1.42T
EPS₹18.96
PE Ratio74.64
Revenue (TTM)₹1.32T
Gross Profit (TTM)₹62.50B
EBITDA (TTM)₹21.24B
Year Range₹1,132.27 - ₹1,569.35
Target Price₹1,739.16

Share Price Chart


Loading data...

Compare to other instruments

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


SBI Life Insurance Company Limited

Performance

Performance Chart

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


100.00%120.00%140.00%160.00%December2024FebruaryMarchApril
105.61%
153.22%
SBILIFE.NS (SBI Life Insurance Company Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

SBI Life Insurance Company Limited had a return of 0.20% year-to-date (YTD) and 25.91% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.20%5.57%
1 month-4.49%-4.16%
6 months4.95%20.07%
1 year25.91%20.82%
5 years (annualized)17.68%11.56%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.20%11.00%-3.37%
20234.78%4.93%-0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SBILIFE.NS is 86, placing it in the top 14% of the market 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 SBILIFE.NS is 8686
SBI Life Insurance Company Limited(SBILIFE.NS)
The Sharpe Ratio Rank of SBILIFE.NS is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of SBILIFE.NS is 8484Sortino Ratio Rank
The Omega Ratio Rank of SBILIFE.NS is 8080Omega Ratio Rank
The Calmar Ratio Rank of SBILIFE.NS is 9191Calmar Ratio Rank
The Martin Ratio Rank of SBILIFE.NS is 9191Martin 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 SBI Life Insurance Company Limited (SBILIFE.NS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SBILIFE.NS
Sharpe ratio
The chart of Sharpe ratio for SBILIFE.NS, currently valued at 1.47, compared to the broader market-2.00-1.000.001.002.003.001.47
Sortino ratio
The chart of Sortino ratio for SBILIFE.NS, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.006.002.25
Omega ratio
The chart of Omega ratio for SBILIFE.NS, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for SBILIFE.NS, currently valued at 1.77, compared to the broader market0.002.004.006.001.77
Martin ratio
The chart of Martin ratio for SBILIFE.NS, currently valued at 9.08, compared to the broader market-10.000.0010.0020.0030.009.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-2.00-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market-10.000.0010.0020.0030.006.92

Sharpe Ratio

The current SBI Life Insurance Company Limited Sharpe ratio is 1.47. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SBI Life Insurance Company Limited 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 Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchApril
1.47
2.04
SBILIFE.NS (SBI Life Insurance Company Limited)
Benchmark (^GSPC)

Dividends

Dividend History

SBI Life Insurance Company Limited granted a 0.19% dividend yield in the last twelve months. The annual payout for that period amounted to ₹2.70 per share.


PeriodTTM202320222021202020192018
Dividend₹2.70₹2.50₹2.00₹2.50₹0.00₹2.00₹2.00

Dividend yield

0.19%0.17%0.16%0.21%0.00%0.21%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for SBI Life Insurance Company Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024₹0.00₹0.00₹2.70
2023₹0.00₹0.00₹2.50₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2022₹0.00₹0.00₹2.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2021₹0.00₹0.00₹0.00₹2.50₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2020₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2019₹0.00₹0.00₹0.00₹2.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00
2018₹2.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00₹0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.2%
SBI Life Insurance Company Limited has a dividend yield of 0.19%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%14.6%
SBI Life Insurance Company Limited has a payout ratio of 14.55%, which is below the market average. This means SBI Life Insurance Company Limited returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-7.70%
-4.07%
SBILIFE.NS (SBI Life Insurance Company Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SBI Life Insurance Company Limited. 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 SBI Life Insurance Company Limited was 46.84%, occurring on Mar 23, 2020. Recovery took 320 trading sessions.

The current SBI Life Insurance Company Limited drawdown is 7.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.84%Oct 30, 2019100Mar 23, 2020320Jul 6, 2021420
-33.22%Apr 26, 2018107Sep 28, 2018191Jul 12, 2019298
-20.4%Jan 18, 202235Mar 9, 202298Jul 29, 2022133
-20.01%Sep 8, 2022131Mar 16, 202397Aug 8, 2023228
-10.91%Oct 6, 202153Dec 22, 202117Jan 14, 202270

Volatility

Volatility Chart

The current SBI Life Insurance Company Limited volatility is 5.26%, 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%4.00%6.00%8.00%10.00%December2024FebruaryMarchApril
5.26%
3.91%
SBILIFE.NS (SBI Life Insurance Company Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of SBI Life Insurance Company Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items