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^BSE500 vs. INDA
Performance
Return for Risk
Drawdowns
Volatility

Performance

^BSE500 vs. INDA - Performance Comparison

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

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Different Trading Currencies

^BSE500 is traded in INR, while INDA is traded in USD. To make them comparable, the INDA values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^BSE500 achieves a -6.06% return, which is significantly lower than INDA's -2.67% return. Over the past 10 years, ^BSE500 has outperformed INDA with an annualized return of 12.53%, while INDA has yielded a comparatively lower 11.20% annualized return.


^BSE500

1D
0.19%
1M
-0.67%
YTD
-6.06%
6M
-5.30%
1Y
-2.72%
3Y*
11.76%
5Y*
10.53%
10Y*
12.53%

INDA

1D
1.05%
1M
2.07%
YTD
-2.67%
6M
-2.63%
1Y
1.29%
3Y*
10.92%
5Y*
9.03%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^BSE500 vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^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%
INDA
iShares MSCI India ETF
-2.67%7.59%11.92%17.97%0.84%23.77%17.72%9.19%1.78%27.62%

Correlation

The correlation between ^BSE500 and INDA is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2012

0.64

The correlation between ^BSE500 and INDA shifts across timeframes, from 0.50 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

^BSE500 vs. INDA — Risk / Return Rank

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

^BSE500
^BSE500 Risk / Return Rank: 77
Overall Rank
^BSE500 Sharpe Ratio Rank: 77
Sharpe Ratio Rank
^BSE500 Sortino Ratio Rank: 77
Sortino Ratio Rank
^BSE500 Omega Ratio Rank: 77
Omega Ratio Rank
^BSE500 Calmar Ratio Rank: 99
Calmar Ratio Rank
^BSE500 Martin Ratio Rank: 77
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 55
Overall Rank
INDA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 44
Sortino Ratio Rank
INDA Omega Ratio Rank: 44
Omega Ratio Rank
INDA Calmar Ratio Rank: 55
Calmar Ratio Rank
INDA Martin Ratio Rank: 55
Martin Ratio Rank
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. INDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) and iShares MSCI India ETF (INDA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^BSE500INDADifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

0.99

1.03

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.12

0.10

-0.22

Martin ratioReturn relative to average drawdown

-0.38

0.30

-0.68

^BSE500 vs. INDA - Sharpe Ratio Comparison

The current ^BSE500 Sharpe Ratio is -0.13, which is lower than the INDA Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of ^BSE500 and INDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^BSE500 vs. INDA - Drawdown Comparison

The maximum ^BSE500 drawdown since its inception was -38.39%, roughly equal to the maximum INDA drawdown of -38.19%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and INDA.


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Drawdown Indicators


^BSE500INDADifference

Max Drawdown

Largest peak-to-trough decline

-38.39%

-38.19%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-12.72%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.96%

-14.98%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-15.59%

-3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

-38.19%

-0.20%

Current Drawdown

Current decline from peak

-8.92%

-3.84%

-5.08%

Average Drawdown

Average peak-to-trough decline

-5.95%

-5.09%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.39%

+0.14%

Volatility

^BSE500 vs. INDA - Volatility Comparison

The current volatility for S&P BSE-500 (^BSE500) is 4.00%, while iShares MSCI India ETF (INDA) has a volatility of 4.48%. This indicates that ^BSE500 experiences smaller price fluctuations and is considered to be less risky than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^BSE500INDADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

4.48%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

11.11%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

12.53%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

13.40%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

18.52%

-2.33%

Frequently Asked Questions


^BSE500 and INDA have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDA has higher volatility (4.48%) compared to ^BSE500 (4.00%). In terms of maximum drawdown, ^BSE500 dropped -38.39% vs INDA's -38.19%.

INDA currently has the higher Sharpe Ratio (0.10 vs -0.13), 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.

Portfolio Optimizer

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