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ADANIGREEN.NS vs. ^NIFTY200
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADANIGREEN.NS and ^NIFTY200 is 0.38, 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.


-0.50.00.51.00.4

Performance

ADANIGREEN.NS vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adani Green Energy Limited (ADANIGREEN.NS) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,563.17%
85.15%
ADANIGREEN.NS
^NIFTY200

Key characteristics

Sharpe Ratio

ADANIGREEN.NS:

-0.57

^NIFTY200:

0.22

Sortino Ratio

ADANIGREEN.NS:

-0.59

^NIFTY200:

0.93

Omega Ratio

ADANIGREEN.NS:

0.92

^NIFTY200:

1.33

Calmar Ratio

ADANIGREEN.NS:

-0.45

^NIFTY200:

0.35

Martin Ratio

ADANIGREEN.NS:

-1.74

^NIFTY200:

3.20

Ulcer Index

ADANIGREEN.NS:

17.99%

^NIFTY200:

4.58%

Daily Std Dev

ADANIGREEN.NS:

54.87%

^NIFTY200:

67.34%

Max Drawdown

ADANIGREEN.NS:

-84.44%

^NIFTY200:

-64.04%

Current Drawdown

ADANIGREEN.NS:

-64.52%

^NIFTY200:

-8.94%

Returns By Period

In the year-to-date period, ADANIGREEN.NS achieves a -34.00% return, which is significantly lower than ^NIFTY200's 14.14% return.


ADANIGREEN.NS

YTD

-34.00%

1M

6.64%

6M

-41.08%

1Y

-32.48%

5Y*

48.28%

10Y*

N/A

^NIFTY200

YTD

14.14%

1M

-1.34%

6M

-0.83%

1Y

14.22%

5Y*

16.59%

10Y*

12.39%

*Annualized

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Risk-Adjusted Performance

ADANIGREEN.NS vs. ^NIFTY200 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adani Green Energy Limited (ADANIGREEN.NS) and NIFTY 200 (^NIFTY200). 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 ADANIGREEN.NS, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.720.16
The chart of Sortino ratio for ADANIGREEN.NS, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.910.84
The chart of Omega ratio for ADANIGREEN.NS, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.27
The chart of Calmar ratio for ADANIGREEN.NS, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.540.25
The chart of Martin ratio for ADANIGREEN.NS, currently valued at -2.08, compared to the broader market0.005.0010.0015.0020.0025.00-2.082.09
ADANIGREEN.NS
^NIFTY200

The current ADANIGREEN.NS Sharpe Ratio is -0.57, which is lower than the ^NIFTY200 Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ADANIGREEN.NS and ^NIFTY200, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
0.16
ADANIGREEN.NS
^NIFTY200

Drawdowns

ADANIGREEN.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum ADANIGREEN.NS drawdown since its inception was -84.44%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for ADANIGREEN.NS and ^NIFTY200. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.31%
-11.22%
ADANIGREEN.NS
^NIFTY200

Volatility

ADANIGREEN.NS vs. ^NIFTY200 - Volatility Comparison

The current volatility for Adani Green Energy Limited (ADANIGREEN.NS) is 23.51%, while NIFTY 200 (^NIFTY200) has a volatility of 64.25%. This indicates that ADANIGREEN.NS experiences smaller price fluctuations and is considered to be less risky than ^NIFTY200 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%JulyAugustSeptemberOctoberNovemberDecember
23.51%
64.25%
ADANIGREEN.NS
^NIFTY200
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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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