^BSESN vs. DMART.NS
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) and Avenue Supermarts Limited (DMART.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSESN or DMART.NS.
Key characteristics
| ^BSESN | DMART.NS | |
|---|---|---|
| YTD Return | 14.74% | 27.05% |
| 1Y Return | 22.77% | 36.21% |
| 3Y Return (Ann) | 12.62% | 9.38% |
| 5Y Return (Ann) | 17.49% | 27.45% |
| Sharpe Ratio | 1.84 | 1.54 |
| Daily Std Dev | 13.34% | 24.15% |
| Max Drawdown | -60.91% | -39.32% |
| Current Drawdown | -0.09% | -3.25% |
Correlation
The correlation between ^BSESN and DMART.NS is 0.41, 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.
Performance
^BSESN vs. DMART.NS - Performance Comparison
In the year-to-date period, ^BSESN achieves a 14.74% return, which is significantly lower than DMART.NS's 27.05% 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. DMART.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Avenue Supermarts Limited (DMART.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.
Drawdowns
^BSESN vs. DMART.NS - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than DMART.NS's maximum drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for ^BSESN and DMART.NS. For additional features, visit the drawdowns tool.
Volatility
^BSESN vs. DMART.NS - Volatility Comparison
The current volatility for S&P BSE SENSEX (^BSESN) is 2.95%, while Avenue Supermarts Limited (DMART.NS) has a volatility of 7.00%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than DMART.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.