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^BSESN vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

^BSESN vs. VOO

Last updated Jun 24, 2026

^BSESN (S&P BSE SENSEX) is an index, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ^BSESN returned 11.31%/yr vs 19.48%/yr for VOO. At a 0.09 correlation, their price movements are largely independent.

Performance

^BSESN vs. VOO - Performance Comparison

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

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Different Trading Currencies

^BSESN is traded in INR, while VOO is traded in USD. To make them comparable, the VOO 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 VOO's 14.08% return. Over the past 10 years, ^BSESN has underperformed VOO with an annualized return of 11.31%, while VOO has yielded a comparatively higher 19.48% 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%

VOO

1D
-1.40%
1M
-2.33%
YTD
14.08%
6M
13.63%
1Y
35.76%
3Y*
26.78%
5Y*
18.73%
10Y*
19.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^BSESN vs. VOO - 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%
VOO
Vanguard S&P 500 ETF		14.08%23.46%28.76%27.20%-9.38%31.36%21.30%34.70%4.14%14.21%

Correlation

The correlation between ^BSESN and VOO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.01

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

0.08

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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.09

The correlation between ^BSESN and VOO shifts across timeframes, from -0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

S&P BSE SENSEX

Vanguard S&P 500 ETF

Often compared with ^BSESN:
^BSESN vs. SPY^BSESN vs. ^BSE500^BSESN vs. TCS.NS^BSESN vs. DMART.NS^BSESN vs. EPI^BSESN vs. ASIANPAINT.NS^BSESN vs. ^SSEC
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. VGT

Return for Risk

^BSESN vs. VOO — 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
VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Vanguard S&P 500 ETF (VOO). 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.

^BSESNVOODifference
Sharpe ratioReturn per unit of total volatility
-0.46
2.86

-3.32

Sortino ratioReturn per unit of downside risk
-0.56
3.71

-4.27

Omega ratioGain probability vs. loss probability

0.93

1.52

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.37

5.46

-5.84

Martin ratioReturn relative to average drawdown

-0.90

19.84

-20.74

^BSESN vs. VOO - Sharpe Ratio Comparison

The current ^BSESN Sharpe Ratio is -0.46, which is lower than the VOO Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of ^BSESN and VOO, 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. VOO - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than VOO's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for ^BSESN and VOO.

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Drawdown Indicators

^BSESNVOODifference

Max Drawdown

Largest peak-to-trough decline

-60.91%

-28.57%

-32.34%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-6.58%

-9.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-19.08%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-19.91%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-28.57%

-9.50%

Current Drawdown

Current decline from peak

-10.18%

-3.90%

-6.28%

Average Drawdown

Average peak-to-trough decline

-13.55%

-3.00%

-10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

1.81%

+4.79%

Volatility

^BSESN vs. VOO - Volatility Comparison

The current volatility for S&P BSE SENSEX (^BSESN) is 3.86%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.41%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

^BSESNVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

5.41%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

9.67%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

12.57%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

16.17%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

17.08%

-0.73%

Frequently Asked Questions

^BSESN and VOO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (5.41%) compared to ^BSESN (3.86%). In terms of maximum drawdown, ^BSESN dropped -60.91% vs VOO's -28.57%.

VOO currently has the higher Sharpe Ratio (2.86 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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