^BSE500 vs. SBILIFE.NS

Last updated Apr 3, 2026

Compare and contrast key facts about S&P BSE-500 (^BSE500) and SBI Life Insurance Company Limited (SBILIFE.NS).

Performance

^BSE500 vs. SBILIFE.NS - Performance Comparison

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

^BSE500 vs. SBILIFE.NS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^BSE500 S&P BSE-500	-12.30%	6.41%	14.55%	24.85%	3.34%	30.11%	16.80%	7.75%	-3.08%	9.39%
SBILIFE.NS SBI Life Insurance Company Limited	-11.89%	46.63%	-2.77%	16.62%	3.14%	32.64%	-5.96%	61.38%	-13.77%	-1.72%

Returns By Period

The year-to-date returns for both investments are quite close, with ^BSE500 having a -12.30% return and SBILIFE.NS slightly higher at -11.89%.

^BSE500

• 1D: 0.08%
• 1M: -8.30%
• YTD: -12.30%
• 6M: -8.82%
• 1Y: -1.85%
• 3Y*: 12.24%
• 5Y*: 10.57%
• 10Y*: 12.37%

SBILIFE.NS

• 1D: 0.74%
• 1M: -11.77%
• YTD: -11.89%
• 6M: -0.45%
• 1Y: 16.03%
• 3Y*: 17.79%
• 5Y*: 15.45%
• 10Y*: —

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

Return for Risk

^BSE500 vs. SBILIFE.NS — Risk / Return Rank

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

^BSE500

^BSE500 Risk / Return Rank: 6
^BSE500 Sharpe Ratio Rank: 6
^BSE500 Sortino Ratio Rank: 6
^BSE500 Omega Ratio Rank: 6
^BSE500 Calmar Ratio Rank: 8
^BSE500 Martin Ratio Rank: 6

SBILIFE.NS

SBILIFE.NS Risk / Return Rank: 65
SBILIFE.NS Sharpe Ratio Rank: 68
SBILIFE.NS Sortino Ratio Rank: 62
SBILIFE.NS Omega Ratio Rank: 59
SBILIFE.NS Calmar Ratio Rank: 63
SBILIFE.NS Martin Ratio Rank: 73

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. SBILIFE.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) and SBI Life Insurance Company Limited (SBILIFE.NS). 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	SBILIFE.NS	Difference
Sharpe ratio Return per unit of total volatility	-0.13	0.82	-0.95
Sortino ratio Return per unit of downside risk	-0.08	1.27	-1.35
Omega ratio Gain probability vs. loss probability	0.99	1.16	-0.17
Calmar ratio Return relative to maximum drawdown	-0.18	1.03	-1.21
Martin ratio Return relative to average drawdown	-0.73	4.39	-5.12
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. SBILIFE.NS - Sharpe Ratio Comparison

The current ^BSE500 Sharpe Ratio is -0.13, which is lower than the SBILIFE.NS Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ^BSE500 and SBILIFE.NS, 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	SBILIFE.NS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	0.82	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.69	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.45	+0.23

Correlation

The correlation between ^BSE500 and SBILIFE.NS is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^BSE500 vs. SBILIFE.NS - Drawdown Comparison

The maximum ^BSE500 drawdown since its inception was -38.39%, smaller than the maximum SBILIFE.NS drawdown of -46.84%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and SBILIFE.NS.

Drawdown Indicators

	^BSE500	SBILIFE.NS	Difference
Max Drawdown Largest peak-to-trough decline	-38.39%	-46.84%	+8.45%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	-15.63%	+0.77%
Max Drawdown (5Y) Largest decline over 5 years	-18.96%	-28.08%	+9.12%
Max Drawdown (10Y) Largest decline over 10 years	-38.39%	—	—
Current Drawdown Current decline from peak	-14.97%	-15.01%	+0.04%
Average Drawdown Average peak-to-trough decline	-5.92%	-9.93%	+4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	3.66%	+0.07%

Volatility

^BSE500 vs. SBILIFE.NS - Volatility Comparison

The current volatility for S&P BSE-500 (^BSE500) is 7.95%, while SBI Life Insurance Company Limited (SBILIFE.NS) has a volatility of 8.81%. This indicates that ^BSE500 experiences smaller price fluctuations and is considered to be less risky than SBILIFE.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSE500	SBILIFE.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.95%	8.81%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	10.67%	13.57%	-2.90%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	19.63%	-5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.32%	22.91%	-8.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.13%	26.75%	-10.62%