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^BSESN vs. BHARTIARTL.NS
Performance
Return for Risk
Drawdowns
Volatility

Performance

^BSESN vs. BHARTIARTL.NS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ^BSESN achieves a -8.56% return, which is significantly lower than BHARTIARTL.NS's -5.17% return. Over the past 10 years, ^BSESN has underperformed BHARTIARTL.NS with an annualized return of 10.79%, while BHARTIARTL.NS has yielded a comparatively higher 21.83% annualized return.


^BSESN

1D
0.00%
1M
0.21%
6M
-5.28%
YTD
-8.56%
1Y
-3.31%
3Y*
5.45%
5Y*
8.18%
10Y*
10.79%
ALL TIME*
10.51%

BHARTIARTL.NS

1D
0.78%
1M
6.50%
6M
1.43%
YTD
-5.17%
1Y
5.97%
3Y*
31.64%
5Y*
30.41%
10Y*
21.83%
ALL TIME*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
₹1.29B₹1.39B₹1.44B
₹11.22B₹11.42B₹15.28B

^BSESN vs. BHARTIARTL.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^BSESN
S&P BSE SENSEX
-8.56%9.06%8.17%18.74%4.44%21.99%15.75%14.38%5.91%27.91%
BHARTIARTL.NS
Bharti Airtel Limited
-5.17%33.72%54.68%28.64%18.41%39.14%12.23%73.03%-40.14%73.77%

Correlation

The correlation between ^BSESN and BHARTIARTL.NS is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.46

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (10Y)
Provides a long-term view across more market conditions.

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.45

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Return for Risk

^BSESN vs. BHARTIARTL.NS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^BSESN
^BSESN Risk / Return Rank: 11
Overall Rank
^BSESN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
^BSESN Sortino Ratio Rank: 11
Sortino Ratio Rank
^BSESN Omega Ratio Rank: 11
Omega Ratio Rank
^BSESN Calmar Ratio Rank: 11
Calmar Ratio Rank
^BSESN Martin Ratio Rank: 11
Martin Ratio Rank

BHARTIARTL.NS
BHARTIARTL.NS Risk / Return Rank: 4949
Overall Rank
BHARTIARTL.NS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BHARTIARTL.NS Sortino Ratio Rank: 4545
Sortino Ratio Rank
BHARTIARTL.NS Omega Ratio Rank: 4545
Omega Ratio Rank
BHARTIARTL.NS Calmar Ratio Rank: 5151
Calmar Ratio Rank
BHARTIARTL.NS Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^BSESN vs. BHARTIARTL.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Bharti Airtel Limited (BHARTIARTL.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.

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.


^BSESNBHARTIARTL.NSDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

0.96

1.06

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.26

0.24

-0.49

Martin ratioReturn relative to average drawdown

-0.56

0.46

-1.02

^BSESN vs. BHARTIARTL.NS - Sharpe Ratio Comparison

The current ^BSESN Sharpe Ratio is -0.31, which is lower than the BHARTIARTL.NS Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ^BSESN and BHARTIARTL.NS, 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

^BSESN vs. BHARTIARTL.NS - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than BHARTIARTL.NS's maximum drawdown of -56.25%. Use the drawdown chart below to compare losses from any high point for ^BSESN and BHARTIARTL.NS.


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Drawdown Indicators


^BSESNBHARTIARTL.NSDifference

Max Drawdown

Largest peak-to-trough decline

-60.91%

-56.25%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-18.77%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-18.77%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-18.77%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-46.70%

+8.63%

Current Drawdown

Current decline from peak

-9.21%

-7.67%

-1.54%

Average Drawdown

Average peak-to-trough decline

-13.54%

-23.53%

+9.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

9.63%

-2.39%

Volatility

^BSESN vs. BHARTIARTL.NS - Volatility Comparison

The current volatility for S&P BSE SENSEX (^BSESN) is 3.67%, while Bharti Airtel Limited (BHARTIARTL.NS) has a volatility of 5.45%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than BHARTIARTL.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^BSESNBHARTIARTL.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

5.45%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

15.42%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

19.55%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

22.00%

-8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

29.02%

-12.65%

Frequently Asked Questions


^BSESN and BHARTIARTL.NS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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