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^BSESN vs. EPI
Performance
Return for Risk
Drawdowns
Volatility

Performance

^BSESN vs. EPI - Performance Comparison

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

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Different Trading Currencies

^BSESN is traded in INR, while EPI is traded in USD. To make them comparable, the EPI values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^BSESN achieves a -9.54% return, which is significantly lower than EPI's -2.82% return. Over the past 10 years, ^BSESN has underperformed EPI with an annualized return of 11.31%, while EPI has yielded a comparatively higher 13.35% annualized return.


^BSESN

1D
0.00%
1M
2.23%
YTD
-9.54%
6M
-9.86%
1Y
-5.86%
3Y*
6.97%
5Y*
7.91%
10Y*
11.31%

EPI

1D
-1.77%
1M
-0.32%
YTD
-2.82%
6M
-2.58%
1Y
1.37%
3Y*
13.35%
5Y*
11.56%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^BSESN vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^BSESN
S&P BSE SENSEX
-9.54%9.06%8.17%18.74%4.44%21.99%15.75%14.38%5.91%27.91%
EPI
WisdomTree India Earnings Fund
-2.82%7.15%14.06%26.90%5.49%28.93%21.53%4.11%-1.72%30.50%

Correlation

The correlation between ^BSESN and EPI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2008

0.57

The correlation between ^BSESN and EPI shifts across timeframes, from 0.39 (1 year) to 0.58 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

^BSESN vs. EPI — Risk / Return Rank

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

^BSESN
^BSESN Risk / Return Rank: 22
Overall Rank
^BSESN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
^BSESN Sortino Ratio Rank: 22
Sortino Ratio Rank
^BSESN Omega Ratio Rank: 22
Omega Ratio Rank
^BSESN Calmar Ratio Rank: 22
Calmar Ratio Rank
^BSESN Martin Ratio Rank: 22
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 55
Overall Rank
EPI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 44
Sortino Ratio Rank
EPI Omega Ratio Rank: 55
Omega Ratio Rank
EPI Calmar Ratio Rank: 55
Calmar Ratio Rank
EPI Martin Ratio Rank: 44
Martin Ratio Rank
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. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and WisdomTree India Earnings Fund (EPI). 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.


^BSESNEPIDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

0.93

1.03

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.37

0.12

-0.49

Martin ratioReturn relative to average drawdown

-0.90

0.36

-1.26

^BSESN vs. EPI - Sharpe Ratio Comparison

The current ^BSESN Sharpe Ratio is -0.46, which is lower than the EPI Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of ^BSESN and EPI, 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. EPI - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than EPI's maximum drawdown of -57.52%. Use the drawdown chart below to compare losses from any high point for ^BSESN and EPI.


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Drawdown Indicators


^BSESNEPIDifference

Max Drawdown

Largest peak-to-trough decline

-60.91%

-57.52%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-11.35%

-4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-17.35%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-17.35%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-40.90%

+2.83%

Current Drawdown

Current decline from peak

-10.18%

-4.77%

-5.41%

Average Drawdown

Average peak-to-trough decline

-13.55%

-10.01%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

3.78%

+2.82%

Volatility

^BSESN vs. EPI - Volatility Comparison

The current volatility for S&P BSE SENSEX (^BSESN) is 3.86%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.86%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^BSESNEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

4.86%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

11.35%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

12.91%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

14.32%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

17.77%

-1.42%

Frequently Asked Questions


^BSESN and EPI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPI has higher volatility (4.86%) compared to ^BSESN (3.86%). In terms of maximum drawdown, ^BSESN dropped -60.91% vs EPI's -57.52%.

EPI currently has the higher Sharpe Ratio (0.11 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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