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^NIFTY200 vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NIFTY200 and ^SP500TR is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^NIFTY200 vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NIFTY 200 (^NIFTY200) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
257.20%
478.08%
^NIFTY200
^SP500TR

Key characteristics

Sharpe Ratio

^NIFTY200:

0.11

^SP500TR:

0.52

Sortino Ratio

^NIFTY200:

0.71

^SP500TR:

0.89

Omega Ratio

^NIFTY200:

1.22

^SP500TR:

1.13

Calmar Ratio

^NIFTY200:

0.13

^SP500TR:

0.57

Martin Ratio

^NIFTY200:

0.62

^SP500TR:

2.19

Ulcer Index

^NIFTY200:

8.91%

^SP500TR:

4.84%

Daily Std Dev

^NIFTY200:

67.71%

^SP500TR:

19.36%

Max Drawdown

^NIFTY200:

-64.04%

^SP500TR:

-55.25%

Current Drawdown

^NIFTY200:

-10.63%

^SP500TR:

-7.62%

Returns By Period

In the year-to-date period, ^NIFTY200 achieves a -1.41% return, which is significantly higher than ^SP500TR's -3.34% return. Both investments have delivered pretty close results over the past 10 years, with ^NIFTY200 having a 12.27% annualized return and ^SP500TR not far ahead at 12.45%.


^NIFTY200

YTD

-1.41%

1M

6.61%

6M

-2.83%

1Y

7.37%

5Y*

22.71%

10Y*

12.27%

^SP500TR

YTD

-3.34%

1M

3.81%

6M

-4.97%

1Y

10.02%

5Y*

15.88%

10Y*

12.45%

*Annualized

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Risk-Adjusted Performance

^NIFTY200 vs. ^SP500TR — Risk-Adjusted Performance Rank

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

^NIFTY200
The Risk-Adjusted Performance Rank of ^NIFTY200 is 4949
Overall Rank
The Sharpe Ratio Rank of ^NIFTY200 is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY200 is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY200 is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY200 is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY200 is 3636
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7575
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^NIFTY200 vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and S&P 500 Total Return (^SP500TR). 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.


The current ^NIFTY200 Sharpe Ratio is 0.11, which is lower than the ^SP500TR Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ^NIFTY200 and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.07
0.50
^NIFTY200
^SP500TR

Drawdowns

^NIFTY200 vs. ^SP500TR - Drawdown Comparison

The maximum ^NIFTY200 drawdown since its inception was -64.04%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^NIFTY200 and ^SP500TR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-12.86%
-7.62%
^NIFTY200
^SP500TR

Volatility

^NIFTY200 vs. ^SP500TR - Volatility Comparison

The current volatility for NIFTY 200 (^NIFTY200) is 5.77%, while S&P 500 Total Return (^SP500TR) has a volatility of 6.81%. This indicates that ^NIFTY200 experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
5.77%
6.81%
^NIFTY200
^SP500TR