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S&P BSE SENSEX (^BSESN)
Performance
Risk-Adjusted Performance
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 S&P BSE SENSEX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,741.78%
1,378.87%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

Returns By Period

S&P BSE SENSEX had a return of 1.37% year-to-date (YTD) and 6.56% in the last 12 months. Over the past 10 years, S&P BSE SENSEX had an annualized return of 11.39%, outperforming the S&P 500 benchmark which had an annualized return of 10.11%.


^BSESN

YTD

1.37%

1M

2.49%

6M

-0.24%

1Y

6.56%

5Y*

20.62%

10Y*

11.39%

^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 ^BSESN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.82%-5.55%5.76%2.32%1.37%
2024-0.68%1.04%1.59%1.13%-0.70%6.86%3.43%0.76%2.35%-5.83%0.52%-2.08%8.17%
2023-2.12%-0.99%0.05%3.60%2.47%3.35%2.80%-2.55%1.54%-2.97%4.87%7.84%18.74%
2022-0.41%-3.05%4.13%-2.57%-2.62%-4.58%8.58%3.42%-3.54%5.78%3.87%-3.58%4.44%
2021-3.07%6.08%0.83%-1.47%6.47%1.05%0.20%9.44%2.73%0.31%-3.78%2.08%21.99%
2020-1.29%-5.96%-23.05%14.42%-3.84%7.68%7.71%2.72%-1.45%4.06%11.45%8.16%15.75%
20190.52%-1.07%7.82%0.93%1.75%-0.80%-4.86%-0.40%3.57%3.78%1.66%1.13%14.38%
20185.60%-4.95%-3.56%6.65%0.46%0.29%6.16%2.76%-6.26%-4.93%5.09%-0.35%5.91%
20173.87%3.93%3.05%1.01%4.10%-0.72%5.15%-2.41%-1.41%6.17%-0.19%2.74%27.91%
2016-4.77%-7.51%10.17%1.04%4.14%1.24%3.90%1.43%-2.06%0.23%-4.57%-0.10%1.95%
20156.12%0.13%-4.32%-3.38%3.03%-0.17%1.20%-6.51%-0.49%1.92%-1.92%-0.11%-5.03%
2014-3.10%2.96%5.99%0.14%8.03%4.94%1.89%2.87%-0.03%4.64%2.97%-4.16%29.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^BSESN is 67, 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 ^BSESN is 6767
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 5151
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 SENSEX (^BSESN) 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 ^BSESN, currently valued at 0.51, compared to the broader market-0.500.000.501.001.50
^BSESN: 0.51
^GSPC: 0.46
The chart of Sortino ratio for ^BSESN, currently valued at 0.79, compared to the broader market-1.00-0.500.000.501.001.502.00
^BSESN: 0.79
^GSPC: 0.77
The chart of Omega ratio for ^BSESN, currently valued at 1.11, compared to the broader market0.901.001.101.201.30
^BSESN: 1.11
^GSPC: 1.11
The chart of Calmar ratio for ^BSESN, currently valued at 0.50, compared to the broader market-0.500.000.501.00
^BSESN: 0.50
^GSPC: 0.47
The chart of Martin ratio for ^BSESN, currently valued at 1.06, compared to the broader market0.002.004.006.00
^BSESN: 1.06
^GSPC: 1.94

The current S&P BSE SENSEX Sharpe ratio is 0.51. 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 SENSEX 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
0.51
0.60
^BSESN (S&P BSE SENSEX)
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
-7.72%
-11.65%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P BSE SENSEX. 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 SENSEX was 60.91%, occurring on Mar 9, 2009. Recovery took 412 trading sessions.

The current S&P BSE SENSEX drawdown is 7.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.91%Jan 9, 2008284Mar 9, 2009412Nov 4, 2010696
-56.18%Feb 14, 2000420Sep 21, 2001595Jan 2, 20041015
-39.22%Aug 6, 1997315Oct 20, 1998189Jul 12, 1999504
-38.07%Jan 15, 202048Mar 23, 2020158Nov 9, 2020206
-29.2%May 11, 200625Jun 14, 200685Oct 13, 2006110

Volatility

Volatility Chart

The current S&P BSE SENSEX volatility is 5.92%, 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
5.92%
14.70%
^BSESN (S&P BSE SENSEX)
Benchmark (^GSPC)