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^NIFTY500 vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NIFTY500 and ^GSPC is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^NIFTY500 vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nifty 500 (^NIFTY500) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
283.41%
352.18%
^NIFTY500
^GSPC

Key characteristics

Sharpe Ratio

^NIFTY500:

0.40

^GSPC:

0.67

Sortino Ratio

^NIFTY500:

0.62

^GSPC:

1.05

Omega Ratio

^NIFTY500:

1.09

^GSPC:

1.16

Calmar Ratio

^NIFTY500:

0.35

^GSPC:

0.68

Martin Ratio

^NIFTY500:

0.78

^GSPC:

2.70

Ulcer Index

^NIFTY500:

8.54%

^GSPC:

4.78%

Daily Std Dev

^NIFTY500:

16.50%

^GSPC:

19.41%

Max Drawdown

^NIFTY500:

-68.02%

^GSPC:

-56.78%

Current Drawdown

^NIFTY500:

-10.17%

^GSPC:

-7.45%

Returns By Period

In the year-to-date period, ^NIFTY500 achieves a -1.65% return, which is significantly higher than ^GSPC's -3.31% return. Over the past 10 years, ^NIFTY500 has outperformed ^GSPC with an annualized return of 12.90%, while ^GSPC has yielded a comparatively lower 10.61% annualized return.


^NIFTY500

YTD

-1.65%

1M

3.59%

6M

-3.58%

1Y

4.99%

5Y*

23.96%

10Y*

12.90%

^GSPC

YTD

-3.31%

1M

5.38%

6M

-0.74%

1Y

10.90%

5Y*

14.93%

10Y*

10.61%

*Annualized

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Risk-Adjusted Performance

^NIFTY500 vs. ^GSPC — Risk-Adjusted Performance Rank

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

^NIFTY500
The Risk-Adjusted Performance Rank of ^NIFTY500 is 4343
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 4545
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 3535
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7575
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7777
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.

^NIFTY500 vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) and S&P 500 (^GSPC). 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 chart of Sharpe ratio for ^NIFTY500, currently valued at 0.10, compared to the broader market-0.500.000.501.001.50
^NIFTY500: 0.10
^GSPC: 0.37
The chart of Sortino ratio for ^NIFTY500, currently valued at 0.26, compared to the broader market-1.00-0.500.000.501.001.502.00
^NIFTY500: 0.26
^GSPC: 0.65
The chart of Omega ratio for ^NIFTY500, currently valued at 1.04, compared to the broader market0.901.001.101.201.30
^NIFTY500: 1.04
^GSPC: 1.10
The chart of Calmar ratio for ^NIFTY500, currently valued at 0.08, compared to the broader market-0.500.000.501.001.50
^NIFTY500: 0.08
^GSPC: 0.38
The chart of Martin ratio for ^NIFTY500, currently valued at 0.18, compared to the broader market0.002.004.006.008.00
^NIFTY500: 0.18
^GSPC: 1.48

The current ^NIFTY500 Sharpe Ratio is 0.40, which is lower than the ^GSPC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ^NIFTY500 and ^GSPC, 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
0.10
0.37
^NIFTY500
^GSPC

Drawdowns

^NIFTY500 vs. ^GSPC - Drawdown Comparison

The maximum ^NIFTY500 drawdown since its inception was -68.02%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.67%
-7.45%
^NIFTY500
^GSPC

Volatility

^NIFTY500 vs. ^GSPC - Volatility Comparison

The current volatility for Nifty 500 (^NIFTY500) is 7.61%, while S&P 500 (^GSPC) has a volatility of 14.17%. This indicates that ^NIFTY500 experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.61%
14.17%
^NIFTY500
^GSPC