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ALKYLAMINE.NS vs. ^NIFTY500
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ALKYLAMINE.NS and ^NIFTY500 is 0.23, 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

ALKYLAMINE.NS vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alkyl Amines Chemicals Limited (ALKYLAMINE.NS) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ALKYLAMINE.NS:

-0.56

^NIFTY500:

0.39

Sortino Ratio

ALKYLAMINE.NS:

-0.70

^NIFTY500:

0.48

Omega Ratio

ALKYLAMINE.NS:

0.92

^NIFTY500:

1.07

Calmar Ratio

ALKYLAMINE.NS:

-0.29

^NIFTY500:

0.25

Martin Ratio

ALKYLAMINE.NS:

-0.99

^NIFTY500:

0.55

Ulcer Index

ALKYLAMINE.NS:

19.11%

^NIFTY500:

8.67%

Daily Std Dev

ALKYLAMINE.NS:

32.95%

^NIFTY500:

16.55%

Max Drawdown

ALKYLAMINE.NS:

-69.85%

^NIFTY500:

-68.02%

Current Drawdown

ALKYLAMINE.NS:

-64.28%

^NIFTY500:

-11.52%

Returns By Period

In the year-to-date period, ALKYLAMINE.NS achieves a -7.40% return, which is significantly lower than ^NIFTY500's -3.13% return. Over the past 10 years, ALKYLAMINE.NS has outperformed ^NIFTY500 with an annualized return of 30.78%, while ^NIFTY500 has yielded a comparatively lower 12.56% annualized return.


ALKYLAMINE.NS

YTD

-7.40%

1M

-2.72%

6M

-20.64%

1Y

-17.07%

5Y*

18.96%

10Y*

30.78%

^NIFTY500

YTD

-3.13%

1M

6.48%

6M

-4.28%

1Y

5.89%

5Y*

23.71%

10Y*

12.56%

*Annualized

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Risk-Adjusted Performance

ALKYLAMINE.NS vs. ^NIFTY500 — Risk-Adjusted Performance Rank

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

ALKYLAMINE.NS
The Risk-Adjusted Performance Rank of ALKYLAMINE.NS is 2424
Overall Rank
The Sharpe Ratio Rank of ALKYLAMINE.NS is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ALKYLAMINE.NS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ALKYLAMINE.NS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ALKYLAMINE.NS is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ALKYLAMINE.NS is 2828
Martin Ratio Rank

^NIFTY500
The Risk-Adjusted Performance Rank of ^NIFTY500 is 3939
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 3434
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.

ALKYLAMINE.NS vs. ^NIFTY500 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alkyl Amines Chemicals Limited (ALKYLAMINE.NS) and Nifty 500 (^NIFTY500). 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 ALKYLAMINE.NS Sharpe Ratio is -0.56, which is lower than the ^NIFTY500 Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ALKYLAMINE.NS and ^NIFTY500, 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

ALKYLAMINE.NS vs. ^NIFTY500 - Drawdown Comparison

The maximum ALKYLAMINE.NS drawdown since its inception was -69.85%, roughly equal to the maximum ^NIFTY500 drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for ALKYLAMINE.NS and ^NIFTY500. For additional features, visit the drawdowns tool.


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Volatility

ALKYLAMINE.NS vs. ^NIFTY500 - Volatility Comparison

Alkyl Amines Chemicals Limited (ALKYLAMINE.NS) has a higher volatility of 10.63% compared to Nifty 500 (^NIFTY500) at 6.25%. This indicates that ALKYLAMINE.NS's price experiences larger fluctuations and is considered to be riskier than ^NIFTY500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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