^BSESN vs. ^BSE500

Last updated Apr 2, 2026

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

Performance

^BSESN vs. ^BSE500 - Performance Comparison

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

^BSESN vs. ^BSE500 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^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%
^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%

Returns By Period

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

^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%

^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%

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

Return for Risk

^BSESN vs. ^BSE500 — Risk / Return Rank

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

^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

^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

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.

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

	^BSESN	^BSE500	Difference
Sharpe ratio Return per unit of total volatility	-0.29	-0.07	-0.21
Sortino ratio Return per unit of downside risk	-0.31	-0.00	-0.31
Omega ratio Gain probability vs. loss probability	0.96	1.00	-0.04
Calmar ratio Return relative to maximum drawdown	-0.28	-0.22	-0.06
Martin ratio Return relative to average drawdown	-1.13	-0.89	-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.

^BSESN vs. ^BSE500 - Sharpe Ratio Comparison

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

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

Correlation

The correlation between ^BSESN and ^BSE500 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

^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.

Drawdown Indicators

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

Volatility

^BSESN vs. ^BSE500 - Volatility Comparison

The current volatility for S&P BSE SENSEX (^BSESN) is 7.42%, while S&P BSE-500 (^BSE500) has a volatility of 7.96%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than ^BSE500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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