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ADANIPORTS.NS vs. BEL.NS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ADANIPORTS.NSBEL.NS
YTD Return30.01%59.11%
1Y Return64.44%104.38%
3Y Return (Ann)22.04%60.95%
5Y Return (Ann)30.63%55.50%
10Y Return (Ann)17.11%32.01%
Sharpe Ratio1.642.84
Sortino Ratio2.142.99
Omega Ratio1.371.49
Calmar Ratio3.124.44
Martin Ratio9.3513.02
Ulcer Index7.05%8.36%
Daily Std Dev40.40%38.47%
Max Drawdown-80.22%-97.64%
Current Drawdown-16.61%-13.28%

Fundamentals


ADANIPORTS.NSBEL.NS
Market Cap₹2.91T₹2.35T
EPS₹46.68₹5.45
PE Ratio28.4158.96
Total Revenue (TTM)₹278.40B₹215.55B
Gross Profit (TTM)₹182.32B₹90.25B
EBITDA (TTM)₹155.79B₹60.33B

Correlation

-0.50.00.51.00.4

The correlation between ADANIPORTS.NS and BEL.NS is 0.37, 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

ADANIPORTS.NS vs. BEL.NS - Performance Comparison

In the year-to-date period, ADANIPORTS.NS achieves a 30.01% return, which is significantly lower than BEL.NS's 59.11% return. Over the past 10 years, ADANIPORTS.NS has underperformed BEL.NS with an annualized return of 17.11%, while BEL.NS has yielded a comparatively higher 32.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
24.92%
ADANIPORTS.NS
BEL.NS

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Risk-Adjusted Performance

ADANIPORTS.NS vs. BEL.NS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adani Ports and Special Economic Zone Limited (ADANIPORTS.NS) and Bharat Electronics Limited (BEL.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.


ADANIPORTS.NS
Sharpe ratio
The chart of Sharpe ratio for ADANIPORTS.NS, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.52
Sortino ratio
The chart of Sortino ratio for ADANIPORTS.NS, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for ADANIPORTS.NS, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for ADANIPORTS.NS, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Martin ratio
The chart of Martin ratio for ADANIPORTS.NS, currently valued at 8.68, compared to the broader market0.0010.0020.0030.008.68
BEL.NS
Sharpe ratio
The chart of Sharpe ratio for BEL.NS, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.72
Sortino ratio
The chart of Sortino ratio for BEL.NS, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.95
Omega ratio
The chart of Omega ratio for BEL.NS, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for BEL.NS, currently valued at 5.15, compared to the broader market0.002.004.006.005.15
Martin ratio
The chart of Martin ratio for BEL.NS, currently valued at 12.37, compared to the broader market0.0010.0020.0030.0012.37

ADANIPORTS.NS vs. BEL.NS - Sharpe Ratio Comparison

The current ADANIPORTS.NS Sharpe Ratio is 1.64, which is lower than the BEL.NS Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of ADANIPORTS.NS and BEL.NS, 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.52
2.72
ADANIPORTS.NS
BEL.NS

Dividends

ADANIPORTS.NS vs. BEL.NS - Dividend Comparison

ADANIPORTS.NS's dividend yield for the trailing twelve months is around 0.45%, less than BEL.NS's 0.76% yield.


TTM20232022202120202019201820172016201520142013
ADANIPORTS.NS
Adani Ports and Special Economic Zone Limited
0.45%0.49%0.61%0.68%0.66%0.05%0.52%0.32%0.41%0.42%0.31%0.64%
BEL.NS
Bharat Electronics Limited
0.76%0.98%1.50%1.91%2.33%2.70%2.27%1.12%1.24%0.71%0.79%2.17%

Drawdowns

ADANIPORTS.NS vs. BEL.NS - Drawdown Comparison

The maximum ADANIPORTS.NS drawdown since its inception was -80.22%, smaller than the maximum BEL.NS drawdown of -97.64%. Use the drawdown chart below to compare losses from any high point for ADANIPORTS.NS and BEL.NS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.62%
-14.01%
ADANIPORTS.NS
BEL.NS

Volatility

ADANIPORTS.NS vs. BEL.NS - Volatility Comparison

The current volatility for Adani Ports and Special Economic Zone Limited (ADANIPORTS.NS) is 7.99%, while Bharat Electronics Limited (BEL.NS) has a volatility of 10.11%. This indicates that ADANIPORTS.NS experiences smaller price fluctuations and is considered to be less risky than BEL.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.99%
10.11%
ADANIPORTS.NS
BEL.NS

Financials

ADANIPORTS.NS vs. BEL.NS - Financials Comparison

This section allows you to compare key financial metrics between Adani Ports and Special Economic Zone Limited and Bharat Electronics Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in INR except per share items