^BSE200 vs. ^BSE500
^BSE200 (S&P BSE-200) and ^BSE500 (S&P BSE-500) are both indexes. Over the past 10 years, ^BSE200 returned 12.25%/yr vs 12.53%/yr for ^BSE500. With a 1.00 correlation, they move nearly in lockstep.
Performance
^BSE200 vs. ^BSE500 - Performance Comparison
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Returns By Period
In the year-to-date period, ^BSE200 achieves a -7.12% return, which is significantly lower than ^BSE500's -6.06% return. Both investments have delivered pretty close results over the past 10 years, with ^BSE200 having a 12.25% annualized return and ^BSE500 not far ahead at 12.53%.
^BSE200
- 1D
- 0.33%
- 1M
- -2.98%
- YTD
- -7.12%
- 6M
- -7.11%
- 1Y
- -2.66%
- 3Y*
- 11.06%
- 5Y*
- 10.01%
- 10Y*
- 12.25%
^BSE500
- 1D
- 0.19%
- 1M
- -2.86%
- YTD
- -6.06%
- 6M
- -5.93%
- 1Y
- -2.25%
- 3Y*
- 11.76%
- 5Y*
- 10.53%
- 10Y*
- 12.53%
^BSE200 vs. ^BSE500 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^BSE200 S&P BSE-200 | -7.12% | 8.03% | 13.40% | 22.76% | 4.18% | 27.59% | 16.31% | 9.13% | -0.54% | 33.26% |
^BSE500 S&P BSE-500 | -6.06% | 6.41% | 14.55% | 24.85% | 3.34% | 30.11% | 16.80% | 7.75% | -3.08% | 35.94% |
Correlation
The correlation between ^BSE200 and ^BSE500 is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2011 | 1.00 |
The correlation between ^BSE200 and ^BSE500 has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
^BSE200 vs. ^BSE500 — Risk / Return Rank
^BSE200
^BSE500
^BSE200 vs. ^BSE500 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-200 (^BSE200) and S&P BSE-500 (^BSE500). 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.
| ^BSE200 | ^BSE500 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.99 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.12 | -0.03 |
| Martin ratioReturn relative to average drawdown | -0.46 | -0.38 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^BSE200 | ^BSE500 | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.13 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.75 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.79 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.71 | -0.02 |
Drawdowns
^BSE200 vs. ^BSE500 - Drawdown Comparison
The maximum ^BSE200 drawdown since its inception was -38.11%, roughly equal to the maximum ^BSE500 drawdown of -38.39%. Use the drawdown chart below to compare losses from any high point for ^BSE200 and ^BSE500.
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Drawdown Indicators
| ^BSE200 | ^BSE500 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.11% | -38.39% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.83% | -14.86% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.99% | -18.96% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -18.96% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -38.39% | +0.28% |
Current DrawdownCurrent decline from peak | -9.15% | -8.92% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -5.95% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 4.53% | +0.16% |
Volatility
^BSE200 vs. ^BSE500 - Volatility Comparison
S&P BSE-200 (^BSE200) and S&P BSE-500 (^BSE500) have volatilities of 4.01% and 4.00%, 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.
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Volatility by Period
| ^BSE200 | ^BSE500 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.00% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 12.17% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 13.77% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 14.33% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 16.19% | +0.01% |
Frequently Asked Questions
With a correlation of 1.00, ^BSE200 and ^BSE500 move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^BSE200 has higher volatility (4.01%) compared to ^BSE500 (4.00%). In terms of maximum drawdown, ^BSE200 dropped -38.11% vs ^BSE500's -38.39%.
^BSE500 currently has the higher Sharpe Ratio (-0.13 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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