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

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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.


300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
390.80%
700.25%
^BSE500 (S&P BSE-500)
Benchmark (^GSPC)

Returns By Period

S&P BSE-500 had a return of -2.36% year-to-date (YTD) and 4.34% in the last 12 months. Over the past 10 years, S&P BSE-500 had an annualized return of 12.51%, outperforming the S&P 500 benchmark which had an annualized return of 10.11%.


^BSE500

YTD

-2.36%

1M

2.58%

6M

-3.10%

1Y

4.34%

5Y*

23.84%

10Y*

12.51%

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

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
2025-3.49%-7.85%7.29%2.32%-2.36%
20241.90%1.51%0.84%3.43%0.61%6.87%4.32%0.77%2.05%-6.51%-0.03%-1.50%14.55%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^BSE500 is 39, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^BSE500 is 3939
Overall Rank
The Sharpe Ratio Rank of ^BSE500 is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE500 is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE500 is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE500 is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE500 is 3535
Martin 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.


The chart of Sharpe ratio for ^BSE500, currently valued at 0.22, compared to the broader market-0.500.000.501.001.50
^BSE500: 0.22
^GSPC: 0.46
The chart of Sortino ratio for ^BSE500, currently valued at 0.40, compared to the broader market-1.00-0.500.000.501.001.502.00
^BSE500: 0.40
^GSPC: 0.77
The chart of Omega ratio for ^BSE500, currently valued at 1.06, compared to the broader market0.901.001.101.201.30
^BSE500: 1.06
^GSPC: 1.11
The chart of Calmar ratio for ^BSE500, currently valued at 0.19, compared to the broader market-0.500.000.501.00
^BSE500: 0.19
^GSPC: 0.47
The chart of Martin ratio for ^BSE500, currently valued at 0.43, compared to the broader market0.002.004.006.00
^BSE500: 0.43
^GSPC: 1.94

The current S&P BSE-500 Sharpe ratio is 0.22. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.22
0.60
^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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.03%
-11.65%
^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.

The current S&P BSE-500 drawdown is 11.03%.


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
-18.96%Sep 27, 2024107Feb 28, 2025
-18.35%Oct 19, 2021167Jun 20, 2022111Nov 30, 2022278

Volatility

Volatility Chart

The current S&P BSE-500 volatility is 6.55%, 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
6.55%
14.70%
^BSE500 (S&P BSE-500)
Benchmark (^GSPC)