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^NIFTY200 vs. INDA
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NIFTY200 vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in NIFTY 200 (^NIFTY200) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^NIFTY200 is traded in INR, while INDA is traded in USD. To make them comparable, the INDA values have been converted to INR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ^NIFTY200 having a -6.95% return and INDA slightly higher at -6.66%. Over the past 10 years, ^NIFTY200 has outperformed INDA with an annualized return of 12.16%, while INDA has yielded a comparatively lower 10.42% annualized return.


^NIFTY200

1D
-0.39%
1M
-1.91%
YTD
-6.95%
6M
-6.38%
1Y
-1.43%
3Y*
11.56%
5Y*
10.25%
10Y*
12.16%

INDA

1D
-1.25%
1M
-1.97%
YTD
-6.66%
6M
-5.87%
1Y
-1.95%
3Y*
9.52%
5Y*
8.01%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NIFTY200 vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NIFTY200
NIFTY 200
-6.95%8.40%13.63%23.49%3.65%27.47%15.62%8.68%-1.01%33.43%
INDA
iShares MSCI India ETF
-6.66%7.59%11.92%17.97%0.84%23.77%17.72%9.19%1.78%27.62%

Correlation

The correlation between ^NIFTY200 and INDA is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.65

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

0.63

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

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2012

0.64

The correlation between ^NIFTY200 and INDA shifts across timeframes, from 0.53 (1 year) to 0.65 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

^NIFTY200 vs. INDA — Risk / Return Rank

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

^NIFTY200
^NIFTY200 Risk / Return Rank: 88
Overall Rank
^NIFTY200 Sharpe Ratio Rank: 88
Sharpe Ratio Rank
^NIFTY200 Sortino Ratio Rank: 77
Sortino Ratio Rank
^NIFTY200 Omega Ratio Rank: 77
Omega Ratio Rank
^NIFTY200 Calmar Ratio Rank: 99
Calmar Ratio Rank
^NIFTY200 Martin Ratio Rank: 88
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 22
Overall Rank
INDA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 22
Sortino Ratio Rank
INDA Omega Ratio Rank: 22
Omega Ratio Rank
INDA Calmar Ratio Rank: 33
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
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.

^NIFTY200 vs. INDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and iShares MSCI India ETF (INDA). 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.


^NIFTY200INDADifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

0.99

0.98

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.15

+0.06

Martin ratioReturn relative to average drawdown

-0.31

-0.47

+0.16

^NIFTY200 vs. INDA - Sharpe Ratio Comparison

The current ^NIFTY200 Sharpe Ratio is -0.11, which is higher than the INDA Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of ^NIFTY200 and INDA, 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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Sharpe Ratios by Period


^NIFTY200INDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

-0.16

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.60

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.56

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.55

+0.04

Drawdowns

^NIFTY200 vs. INDA - Drawdown Comparison

The maximum ^NIFTY200 drawdown since its inception was -64.04%, which is greater than INDA's maximum drawdown of -38.19%. Use the drawdown chart below to compare losses from any high point for ^NIFTY200 and INDA.


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Drawdown Indicators


^NIFTY200INDADifference

Max Drawdown

Largest peak-to-trough decline

-64.04%

-38.19%

-25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.89%

-12.72%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.08%

-14.98%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-15.59%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-38.19%

-0.03%

Current Drawdown

Current decline from peak

-8.56%

-7.78%

-0.78%

Average Drawdown

Average peak-to-trough decline

-10.96%

-5.09%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

4.15%

+0.44%

Volatility

^NIFTY200 vs. INDA - Volatility Comparison

The current volatility for NIFTY 200 (^NIFTY200) is 4.01%, while iShares MSCI India ETF (INDA) has a volatility of 4.95%. This indicates that ^NIFTY200 experiences smaller price fluctuations and is considered to be less risky than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^NIFTY200INDADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.95%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

10.76%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

12.23%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

13.35%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

18.51%

-2.22%

Frequently Asked Questions


^NIFTY200 and INDA have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDA has higher volatility (4.95%) compared to ^NIFTY200 (4.01%). In terms of maximum drawdown, ^NIFTY200 dropped -64.04% vs INDA's -38.19%.

^NIFTY200 currently has the higher Sharpe Ratio (-0.11 vs -0.16), 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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