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

Correlation

The correlation between ^NIFTY500 and ^GSPC is 0.13, 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

^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.

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Key characteristics

Sharpe Ratio

^NIFTY500:

0.42

^GSPC:

0.50

Sortino Ratio

^NIFTY500:

0.56

^GSPC:

0.86

Omega Ratio

^NIFTY500:

1.08

^GSPC:

1.13

Calmar Ratio

^NIFTY500:

0.31

^GSPC:

0.54

Martin Ratio

^NIFTY500:

0.66

^GSPC:

2.05

Ulcer Index

^NIFTY500:

8.77%

^GSPC:

4.97%

Daily Std Dev

^NIFTY500:

16.96%

^GSPC:

19.69%

Max Drawdown

^NIFTY500:

-68.02%

^GSPC:

-56.78%

Current Drawdown

^NIFTY500:

-7.21%

^GSPC:

-4.88%

Returns By Period

In the year-to-date period, ^NIFTY500 achieves a 1.59% return, which is significantly higher than ^GSPC's -0.63% return. Over the past 10 years, ^NIFTY500 has outperformed ^GSPC with an annualized return of 12.56%, while ^GSPC has yielded a comparatively lower 10.64% annualized return.


^NIFTY500

YTD

1.59%

1M

3.29%

6M

3.30%

1Y

7.28%

3Y*

17.83%

5Y*

25.11%

10Y*

12.56%

^GSPC

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

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Nifty 500

S&P 500

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 3838
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 3030
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 5555
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6262
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 current ^NIFTY500 Sharpe Ratio is 0.42, which is comparable to the ^GSPC Sharpe Ratio of 0.50. 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.


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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.


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Volatility

^NIFTY500 vs. ^GSPC - Volatility Comparison

Nifty 500 (^NIFTY500) has a higher volatility of 5.30% compared to S&P 500 (^GSPC) at 4.72%. This indicates that ^NIFTY500's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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