^BSE500 vs. ^BSESN

Last updated Apr 2, 2026

Compare and contrast key facts about S&P BSE-500 (^BSE500) and S&P BSE SENSEX (^BSESN).

Performance

^BSE500 vs. ^BSESN - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in S&P BSE-500 (^BSE500) and S&P BSE SENSEX (^BSESN). The values are adjusted to include any dividend payments, if applicable.

^BSE500 vs. ^BSESN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^BSE500 S&P BSE-500	-12.37%	6.41%	14.55%	24.85%	3.34%	30.11%	16.80%	7.75%	-3.08%	35.94%
^BSESN S&P BSE SENSEX	-14.18%	9.06%	8.17%	18.74%	4.44%	21.99%	15.75%	14.38%	5.91%	27.91%

Returns By Period

In the year-to-date period, ^BSE500 achieves a -12.37% return, which is significantly higher than ^BSESN's -14.18% return. Over the past 10 years, ^BSE500 has outperformed ^BSESN with an annualized return of 12.42%, while ^BSESN has yielded a comparatively lower 11.21% annualized return.

^BSE500

• 1D: 1.95%
• 1M: -8.38%
• YTD: -12.37%
• 6M: -8.90%
• 1Y: -1.04%
• 3Y*: 12.31%
• 5Y*: 10.55%
• 10Y*: 12.42%

^BSESN

• 1D: 1.65%
• 1M: -8.85%
• YTD: -14.18%
• 6M: -9.69%
• 1Y: -3.80%
• 3Y*: 7.43%
• 5Y*: 7.89%
• 10Y*: 11.21%

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

Return for Risk

^BSE500 vs. ^BSESN — Risk / Return Rank

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

^BSE500

^BSE500 Risk / Return Rank: 9
^BSE500 Sharpe Ratio Rank: 11
^BSE500 Sortino Ratio Rank: 11
^BSE500 Omega Ratio Rank: 11
^BSE500 Calmar Ratio Rank: 9
^BSE500 Martin Ratio Rank: 6

^BSESN

^BSESN Risk / Return Rank: 5
^BSESN Sharpe Ratio Rank: 6
^BSESN Sortino Ratio Rank: 6
^BSESN Omega Ratio Rank: 6
^BSESN Calmar Ratio Rank: 6
^BSESN 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.

^BSE500 vs. ^BSESN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) and S&P BSE SENSEX (^BSESN). 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.

	^BSE500	^BSESN	Difference
Sharpe ratio Return per unit of total volatility	-0.07	-0.29	+0.21
Sortino ratio Return per unit of downside risk	-0.00	-0.31	+0.31
Omega ratio Gain probability vs. loss probability	1.00	0.96	+0.04
Calmar ratio Return relative to maximum drawdown	-0.22	-0.28	+0.06
Martin ratio Return relative to average drawdown	-0.89	-1.13	+0.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^BSE500 vs. ^BSESN - Sharpe Ratio Comparison

The current ^BSE500 Sharpe Ratio is -0.07, which is higher than the ^BSESN Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ^BSE500 and ^BSESN, 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

	^BSE500	^BSESN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	-0.29	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.58	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.70	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.47	+0.22

Correlation

The correlation between ^BSE500 and ^BSESN is 0.95, 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

^BSE500 vs. ^BSESN - Drawdown Comparison

The maximum ^BSE500 drawdown since its inception was -38.39%, smaller than the maximum ^BSESN drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and ^BSESN.

Drawdown Indicators

	^BSE500	^BSESN	Difference
Max Drawdown Largest peak-to-trough decline	-38.39%	-60.91%	+22.52%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	-16.11%	+1.25%
Max Drawdown (5Y) Largest decline over 5 years	-18.96%	-16.85%	-2.11%
Max Drawdown (10Y) Largest decline over 10 years	-38.39%	-38.07%	-0.32%
Current Drawdown Current decline from peak	-15.04%	-14.80%	-0.24%
Average Drawdown Average peak-to-trough decline	-5.92%	-13.76%	+7.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	4.04%	-0.40%

Volatility

^BSE500 vs. ^BSESN - Volatility Comparison

S&P BSE-500 (^BSE500) has a higher volatility of 7.96% compared to S&P BSE SENSEX (^BSESN) at 7.42%. This indicates that ^BSE500's price experiences larger fluctuations and is considered to be riskier than ^BSESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSE500	^BSESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.96%	7.42%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	9.89%	+0.86%
Volatility (1Y) Calculated over the trailing 1-year period	14.51%	13.39%	+1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.33%	13.79%	+0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	16.29%	-0.15%