^BSESN vs. ^BSE500
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) and S&P BSE-500 (^BSE500).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSESN or ^BSE500.
Key characteristics
| ^BSESN | ^BSE500 | |
|---|---|---|
| YTD Return | 14.74% | 22.91% |
| 1Y Return | 22.77% | 35.31% |
| 3Y Return (Ann) | 12.62% | 16.87% |
| 5Y Return (Ann) | 17.49% | 21.57% |
| 10Y Return (Ann) | 12.31% | 14.26% |
| Sharpe Ratio | 1.84 | 2.48 |
| Daily Std Dev | 13.34% | 14.16% |
| Max Drawdown | -60.91% | -38.39% |
| Current Drawdown | -0.09% | 0.00% |
Correlation
The correlation between ^BSESN and ^BSE500 is 0.97, 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.
Performance
^BSESN vs. ^BSE500 - Performance Comparison
In the year-to-date period, ^BSESN achieves a 14.74% return, which is significantly lower than ^BSE500's 22.91% return. Over the past 10 years, ^BSESN has underperformed ^BSE500 with an annualized return of 12.31%, while ^BSE500 has yielded a comparatively higher 14.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSESN vs. ^BSE500 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) 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.
Drawdowns
^BSESN vs. ^BSE500 - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than ^BSE500's maximum drawdown of -38.39%. Use the drawdown chart below to compare losses from any high point for ^BSESN and ^BSE500. For additional features, visit the drawdowns tool.
Volatility
^BSESN vs. ^BSE500 - Volatility Comparison
S&P BSE SENSEX (^BSESN) has a higher volatility of 2.95% compared to S&P BSE-500 (^BSE500) at 2.75%. This indicates that ^BSESN's price experiences larger fluctuations and is considered to be riskier than ^BSE500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.