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S&P BSE-500 (^BSE500)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons: ^BSE500 vs. ^BSESN, ^BSE500 vs. NFTY, ^BSE500 vs. SPY, ^BSE500 vs. VOO, ^BSE500 vs. INDA, ^BSE500 vs. INDY, ^BSE500 vs. BRK-B

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
21.95%
9.78%
^BSE500 (S&P BSE-500)
Benchmark (^GSPC)

Returns By Period

S&P BSE-500 had a return of 23.16% year-to-date (YTD) and 35.52% in the last 12 months. Over the past 10 years, S&P BSE-500 had an annualized return of 14.03%, outperforming the S&P 500 benchmark which had an annualized return of 10.88%.


PeriodReturnBenchmark
Year-To-Date23.16%18.13%
1 month3.89%1.45%
6 months21.95%8.81%
1 year35.52%26.52%
5 years (annualized)22.43%13.43%
10 years (annualized)14.03%10.88%

Monthly Returns

The table below presents the monthly returns of ^BSE500, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.90%1.51%0.84%3.43%0.61%6.87%4.32%0.77%23.16%
2023-3.36%-2.92%0.33%4.53%3.51%4.07%3.80%-0.81%2.08%-2.93%6.91%8.01%24.85%
2022-0.40%-4.11%4.19%-0.61%-4.48%-5.21%9.54%4.61%-3.25%4.01%3.32%-3.15%3.34%
2021-1.77%7.77%1.19%0.45%6.94%1.94%1.35%6.53%3.29%0.22%-2.97%2.29%30.11%
2020-0.11%-6.53%-24.13%14.62%-2.41%8.24%6.76%3.79%-0.26%2.45%11.70%7.68%16.80%
2019-1.76%-0.62%7.80%-0.07%1.47%-1.46%-6.33%-0.63%4.05%3.90%1.17%0.64%7.75%
20182.30%-4.41%-3.71%6.53%-1.87%-1.61%5.41%3.47%-8.84%-3.91%3.94%0.77%-3.08%
20175.65%4.43%3.74%2.75%1.69%-0.16%5.45%-0.97%-1.10%6.43%0.06%3.51%35.94%
2016-5.83%-8.07%10.64%2.17%3.42%2.49%5.05%2.15%-1.13%1.81%-6.02%-1.42%3.78%
20155.83%0.95%-3.54%-3.19%3.06%-1.09%3.03%-6.21%-0.36%1.65%-0.85%0.50%-0.82%
2014-4.21%2.81%7.59%0.57%10.36%6.36%0.41%2.69%0.76%4.14%3.41%-2.14%36.96%
20131.11%-6.55%-1.10%4.24%0.77%-3.73%-2.49%-4.46%5.18%9.07%-0.76%3.03%3.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^BSE500 is 99, placing it in the top 1% 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 ^BSE500 is 9999
^BSE500 (S&P BSE-500)
The Sharpe Ratio Rank of ^BSE500 is 100100Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE500 is 9494Sortino Ratio Rank
The Omega Ratio Rank of ^BSE500 is 100100Omega Ratio Rank
The Calmar Ratio Rank of ^BSE500 is 100100Calmar Ratio Rank
The Martin Ratio Rank of ^BSE500 is 100100Martin 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-500 (^BSE500) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^BSE500
Sharpe ratio
The chart of Sharpe ratio for ^BSE500, currently valued at 2.71, compared to the broader market-1.000.001.002.002.71
Sortino ratio
The chart of Sortino ratio for ^BSE500, currently valued at 3.23, compared to the broader market-1.000.001.002.003.003.23
Omega ratio
The chart of Omega ratio for ^BSE500, currently valued at 1.58, compared to the broader market1.001.201.401.58
Calmar ratio
The chart of Calmar ratio for ^BSE500, currently valued at 5.70, compared to the broader market0.001.002.003.004.005.005.70
Martin ratio
The chart of Martin ratio for ^BSE500, currently valued at 24.76, compared to the broader market0.005.0010.0015.0020.0024.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-1.000.001.002.003.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.201.401.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.001.002.003.004.005.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.005.0010.0015.0020.0011.08

Sharpe Ratio

The current S&P BSE-500 Sharpe ratio is 2.71. 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-500 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 Ratio1.502.002.503.003.504.00AprilMayJuneJulyAugustSeptember
2.71
2.23
^BSE500 (S&P BSE-500)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.36%
^BSE500 (S&P BSE-500)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P BSE-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 S&P BSE-500 was 38.39%, occurring on Mar 23, 2020. Recovery took 158 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.39%Jan 20, 202045Mar 23, 2020158Nov 9, 2020203
-25.17%Apr 15, 2011169Dec 20, 2011259Jan 1, 2013428
-20.94%Mar 4, 2015244Feb 25, 2016109Aug 5, 2016353
-18.35%Oct 19, 2021167Jun 20, 2022111Nov 30, 2022278
-16.59%Jan 22, 2013151Aug 28, 201369Dec 9, 2013220

Volatility

Volatility Chart

The current S&P BSE-500 volatility is 2.27%, 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%AprilMayJuneJulyAugustSeptember
2.27%
3.96%
^BSE500 (S&P BSE-500)
Benchmark (^GSPC)