^BSE100 vs. AIE.L

Last updated Apr 2, 2026

Compare and contrast key facts about S&P BSE-100 (^BSE100) and Ashoka India Equity Investment Trust plc (AIE.L).

Performance

^BSE100 vs. AIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in S&P BSE-100 (^BSE100) and Ashoka India Equity Investment Trust plc (AIE.L). The values are adjusted to include any dividend payments, if applicable.

^BSE100 vs. AIE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
^BSE100 S&P BSE-100	-12.93%	9.11%	11.96%	21.49%	4.54%	25.00%	15.24%	9.63%	1.10%
AIE.L Ashoka India Equity Investment Trust plc	-15.15%	2.37%	25.08%	34.16%	-7.36%	51.23%	33.41%	26.81%	-14.67%

Different Trading Currencies

^BSE100 is traded in INR, while AIE.L is traded in GBp. To make them comparable, the AIE.L values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^BSE100 achieves a -12.93% return, which is significantly higher than AIE.L's -15.15% 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%

AIE.L

• 1D: 3.61%
• 1M: -4.61%
• YTD: -15.15%
• 6M: -9.96%
• 1Y: -6.80%
• 3Y*: 14.99%
• 5Y*: 13.03%
• 10Y*: —

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

Return for Risk

^BSE100 vs. AIE.L — 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

AIE.L

AIE.L Risk / Return Rank: 11
AIE.L Sharpe Ratio Rank: 11
AIE.L Sortino Ratio Rank: 12
AIE.L Omega Ratio Rank: 13
AIE.L Calmar Ratio Rank: 18
AIE.L Martin Ratio Rank: 3

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. AIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and Ashoka India Equity Investment Trust plc (AIE.L). 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	AIE.L	Difference
Sharpe ratio Return per unit of total volatility	-0.12	-0.24	+0.11
Sortino ratio Return per unit of downside risk	-0.08	-0.19	+0.11
Omega ratio Gain probability vs. loss probability	0.99	0.98	+0.01
Calmar ratio Return relative to maximum drawdown	-0.25	-0.34	+0.09
Martin ratio Return relative to average drawdown	-1.04	-1.05	+0.01
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. AIE.L - Sharpe Ratio Comparison

The current ^BSE100 Sharpe Ratio is -0.12, which is higher than the AIE.L Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of ^BSE100 and AIE.L, 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	AIE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	-0.24	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.58	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.58	+0.06

Correlation

The correlation between ^BSE100 and AIE.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

^BSE100 vs. AIE.L - Drawdown Comparison

The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum AIE.L drawdown of -43.77%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and AIE.L.

Drawdown Indicators

	^BSE100	AIE.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.32%	-41.42%	+3.10%
Max Drawdown (1Y) Largest decline over 1 year	-15.12%	-24.64%	+9.52%
Max Drawdown (5Y) Largest decline over 5 years	-17.22%	-29.64%	+12.42%
Max Drawdown (10Y) Largest decline over 10 years	-38.32%	—	—
Current Drawdown Current decline from peak	-14.01%	-27.05%	+13.04%
Average Drawdown Average peak-to-trough decline	-5.73%	-8.01%	+2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	9.07%	-5.38%

Volatility

^BSE100 vs. AIE.L - Volatility Comparison

The current volatility for S&P BSE-100 (^BSE100) is 7.63%, while Ashoka India Equity Investment Trust plc (AIE.L) has a volatility of 8.24%. This indicates that ^BSE100 experiences smaller price fluctuations and is considered to be less risky than AIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSE100	AIE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.63%	8.24%	-0.61%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	13.95%	-3.68%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	22.45%	-8.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	22.59%	-8.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	25.66%	-9.49%