^NIFTY200 vs. SHREECEM.NS
Compare and contrast key facts about NIFTY 200 (^NIFTY200) and SHREE CEMENT LIMITED (SHREECEM.NS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NIFTY200 or SHREECEM.NS.
Key characteristics
| ^NIFTY200 | SHREECEM.NS | |
|---|---|---|
| YTD Return | 20.55% | -13.92% |
| 1Y Return | 34.67% | -8.14% |
| 3Y Return (Ann) | 13.50% | -3.91% |
| 5Y Return (Ann) | 19.48% | 6.24% |
| 10Y Return (Ann) | 13.87% | 12.00% |
| Sharpe Ratio | 2.47 | -0.19 |
| Sortino Ratio | 2.99 | -0.11 |
| Omega Ratio | 1.53 | 0.99 |
| Calmar Ratio | 5.23 | -0.18 |
| Martin Ratio | 22.42 | -0.40 |
| Ulcer Index | 1.58% | 10.58% |
| Daily Std Dev | 14.33% | 22.85% |
| Max Drawdown | -64.04% | -79.68% |
| Current Drawdown | -3.83% | -21.52% |
Correlation
The correlation between ^NIFTY200 and SHREECEM.NS is 0.52, 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
^NIFTY200 vs. SHREECEM.NS - Performance Comparison
In the year-to-date period, ^NIFTY200 achieves a 20.55% return, which is significantly higher than SHREECEM.NS's -13.92% return. Over the past 10 years, ^NIFTY200 has outperformed SHREECEM.NS with an annualized return of 13.87%, while SHREECEM.NS has yielded a comparatively lower 12.00% annualized 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
^NIFTY200 vs. SHREECEM.NS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and SHREE CEMENT LIMITED (SHREECEM.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
^NIFTY200 vs. SHREECEM.NS - Drawdown Comparison
The maximum ^NIFTY200 drawdown since its inception was -64.04%, smaller than the maximum SHREECEM.NS drawdown of -79.68%. Use the drawdown chart below to compare losses from any high point for ^NIFTY200 and SHREECEM.NS. For additional features, visit the drawdowns tool.
Volatility
^NIFTY200 vs. SHREECEM.NS - Volatility Comparison
The current volatility for NIFTY 200 (^NIFTY200) is 4.01%, while SHREE CEMENT LIMITED (SHREECEM.NS) has a volatility of 5.84%. This indicates that ^NIFTY200 experiences smaller price fluctuations and is considered to be less risky than SHREECEM.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.