^BSE100 vs. ^NIFTY500

Last updated Apr 2, 2026

Compare and contrast key facts about S&P BSE-100 (^BSE100) and Nifty 500 (^NIFTY500).

Performance

^BSE100 vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in S&P BSE-100 (^BSE100) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

^BSE100 vs. ^NIFTY500 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^BSE100 S&P BSE-100	-12.93%	9.11%	11.96%	21.49%	4.54%	25.00%	15.24%	9.63%	1.19%	31.52%
^NIFTY500 Nifty 500	-12.30%	6.69%	15.16%	25.76%	4.09%	28.86%	16.67%	7.66%	-3.38%	35.91%

Returns By Period

The year-to-date returns for both investments are quite close, with ^BSE100 having a -12.93% return and ^NIFTY500 slightly higher at -12.30%. Over the past 10 years, ^BSE100 has underperformed ^NIFTY500 with an annualized return of 11.78%, while ^NIFTY500 has yielded a comparatively higher 12.50% annualized return.

^BSE100

• 1D: 1.72%
• 1M: -8.78%
• YTD: -12.93%
• 6M: -8.51%
• 1Y: -1.70%
• 3Y*: 10.59%
• 5Y*: 9.62%
• 10Y*: 11.78%

^NIFTY500

• 1D: 1.98%
• 1M: -8.32%
• YTD: -12.30%
• 6M: -8.69%
• 1Y: -0.64%
• 3Y*: 12.87%
• 5Y*: 10.90%
• 10Y*: 12.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^BSE100 vs. ^NIFTY500 — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^BSE100

^BSE100 Risk / Return Rank: 6
^BSE100 Sharpe Ratio Rank: 6
^BSE100 Sortino Ratio Rank: 6
^BSE100 Omega Ratio Rank: 6
^BSE100 Calmar Ratio Rank: 6
^BSE100 Martin Ratio Rank: 3

^NIFTY500

^NIFTY500 Risk / Return Rank: 10
^NIFTY500 Sharpe Ratio Rank: 12
^NIFTY500 Sortino Ratio Rank: 12
^NIFTY500 Omega Ratio Rank: 12
^NIFTY500 Calmar Ratio Rank: 9
^NIFTY500 Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^BSE100 vs. ^NIFTY500 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and Nifty 500 (^NIFTY500). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^BSE100	^NIFTY500	Difference
Sharpe ratio Return per unit of total volatility	-0.12	-0.05	-0.08
Sortino ratio Return per unit of downside risk	-0.08	0.04	-0.11
Omega ratio Gain probability vs. loss probability	0.99	1.00	-0.01
Calmar ratio Return relative to maximum drawdown	-0.25	-0.19	-0.07
Martin ratio Return relative to average drawdown	-1.04	-0.77	-0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^BSE100 vs. ^NIFTY500 - Sharpe Ratio Comparison

The current ^BSE100 Sharpe Ratio is -0.12, which is lower than the ^NIFTY500 Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ^BSE100 and ^NIFTY500, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^BSE100	^NIFTY500	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	-0.05	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.77	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.79	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.55	+0.09

Correlation

The correlation between ^BSE100 and ^NIFTY500 is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

^BSE100 vs. ^NIFTY500 - Drawdown Comparison

The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum ^NIFTY500 drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and ^NIFTY500.

Drawdown Indicators

	^BSE100	^NIFTY500	Difference
Max Drawdown Largest peak-to-trough decline	-38.32%	-68.02%	+29.70%
Max Drawdown (1Y) Largest decline over 1 year	-15.12%	-14.82%	-0.30%
Max Drawdown (5Y) Largest decline over 5 years	-17.22%	-18.84%	+1.62%
Max Drawdown (10Y) Largest decline over 10 years	-38.32%	-38.30%	-0.02%
Current Drawdown Current decline from peak	-14.01%	-14.54%	+0.53%
Average Drawdown Average peak-to-trough decline	-5.73%	-21.66%	+15.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	3.62%	+0.07%

Volatility

^BSE100 vs. ^NIFTY500 - Volatility Comparison

S&P BSE-100 (^BSE100) and Nifty 500 (^NIFTY500) have volatilities of 7.63% and 7.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSE100	^NIFTY500	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.63%	7.99%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	10.81%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	14.62%	-0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	14.36%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	16.13%	+0.04%