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

Correlation

The correlation between ^NIFTY500 and EPI is 0.68, 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.


-0.50.00.51.00.7

Performance

^NIFTY500 vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nifty 500 (^NIFTY500) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.96%
-7.82%
^NIFTY500
EPI

Key characteristics

Sharpe Ratio

^NIFTY500:

0.13

EPI:

0.12

Sortino Ratio

^NIFTY500:

0.84

EPI:

0.26

Omega Ratio

^NIFTY500:

1.29

EPI:

1.04

Calmar Ratio

^NIFTY500:

0.22

EPI:

0.12

Martin Ratio

^NIFTY500:

1.63

EPI:

0.35

Ulcer Index

^NIFTY500:

5.90%

EPI:

5.62%

Daily Std Dev

^NIFTY500:

71.96%

EPI:

16.17%

Max Drawdown

^NIFTY500:

-68.02%

EPI:

-66.21%

Current Drawdown

^NIFTY500:

-10.85%

EPI:

-13.61%

Returns By Period

In the year-to-date period, ^NIFTY500 achieves a -2.39% return, which is significantly higher than EPI's -3.27% return. Over the past 10 years, ^NIFTY500 has outperformed EPI with an annualized return of 12.21%, while EPI has yielded a comparatively lower 8.10% annualized return.


^NIFTY500

YTD

-2.39%

1M

-3.82%

6M

-2.69%

1Y

10.00%

5Y*

17.06%

10Y*

12.21%

EPI

YTD

-3.27%

1M

-4.47%

6M

-7.82%

1Y

1.28%

5Y*

14.10%

10Y*

8.10%

*Annualized

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Risk-Adjusted Performance

^NIFTY500 vs. EPI — 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 3535
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 3535
Martin Ratio Rank

EPI
The Risk-Adjusted Performance Rank of EPI is 1010
Overall Rank
The Sharpe Ratio Rank of EPI is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 99
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 99
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 1111
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 99
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. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) and WisdomTree India Earnings Fund (EPI). 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.


Sharpe ratio
The chart of Sharpe ratio for ^NIFTY500, currently valued at 0.05, compared to the broader market-0.500.000.501.001.502.002.500.050.03
The chart of Sortino ratio for ^NIFTY500, currently valued at 0.69, compared to the broader market-1.000.001.002.003.000.690.13
The chart of Omega ratio for ^NIFTY500, currently valued at 1.23, compared to the broader market1.001.201.401.601.231.02
The chart of Calmar ratio for ^NIFTY500, currently valued at 0.07, compared to the broader market0.001.002.003.004.000.070.03
The chart of Martin ratio for ^NIFTY500, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.470.07
^NIFTY500
EPI

The current ^NIFTY500 Sharpe Ratio is 0.13, which is comparable to the EPI Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of ^NIFTY500 and EPI, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.05
0.03
^NIFTY500
EPI

Drawdowns

^NIFTY500 vs. EPI - Drawdown Comparison

The maximum ^NIFTY500 drawdown since its inception was -68.02%, roughly equal to the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and EPI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.56%
-13.61%
^NIFTY500
EPI

Volatility

^NIFTY500 vs. EPI - Volatility Comparison

Nifty 500 (^NIFTY500) has a higher volatility of 6.11% compared to WisdomTree India Earnings Fund (EPI) at 4.31%. This indicates that ^NIFTY500's price experiences larger fluctuations and is considered to be riskier than EPI 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%70.00%SeptemberOctoberNovemberDecember2025February
6.11%
4.31%
^NIFTY500
EPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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