PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALKYLAMINE.NS vs. ^NIFTY500
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ALKYLAMINE.NS and ^NIFTY500 is 0.42, 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.


-0.50.00.51.00.4

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.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
8,914.29%
288.87%
ALKYLAMINE.NS
^NIFTY500

Key characteristics

Sharpe Ratio

ALKYLAMINE.NS:

-0.49

^NIFTY500:

1.05

Sortino Ratio

ALKYLAMINE.NS:

-0.63

^NIFTY500:

1.39

Omega Ratio

ALKYLAMINE.NS:

0.93

^NIFTY500:

1.22

Calmar Ratio

ALKYLAMINE.NS:

-0.27

^NIFTY500:

1.43

Martin Ratio

ALKYLAMINE.NS:

-0.75

^NIFTY500:

4.57

Ulcer Index

ALKYLAMINE.NS:

21.77%

^NIFTY500:

3.43%

Daily Std Dev

ALKYLAMINE.NS:

33.15%

^NIFTY500:

14.81%

Max Drawdown

ALKYLAMINE.NS:

-69.85%

^NIFTY500:

-68.02%

Current Drawdown

ALKYLAMINE.NS:

-59.00%

^NIFTY500:

-8.89%

Returns By Period

In the year-to-date period, ALKYLAMINE.NS achieves a -25.80% return, which is significantly lower than ^NIFTY500's 14.88% return. Over the past 10 years, ALKYLAMINE.NS has outperformed ^NIFTY500 with an annualized return of 30.81%, while ^NIFTY500 has yielded a comparatively lower 13.02% annualized return.


ALKYLAMINE.NS

YTD

-25.80%

1M

-3.92%

6M

-10.93%

1Y

-18.76%

5Y*

35.23%

10Y*

30.81%

^NIFTY500

YTD

14.88%

1M

1.43%

6M

0.37%

1Y

17.83%

5Y*

17.81%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ALKYLAMINE.NS, currently valued at -0.78, compared to the broader market-4.00-2.000.002.00-0.780.83
The chart of Sortino ratio for ALKYLAMINE.NS, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.161.14
The chart of Omega ratio for ALKYLAMINE.NS, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.17
The chart of Calmar ratio for ALKYLAMINE.NS, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.381.06
The chart of Martin ratio for ALKYLAMINE.NS, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.083.28
ALKYLAMINE.NS
^NIFTY500

The current ALKYLAMINE.NS Sharpe Ratio is -0.49, which is lower than the ^NIFTY500 Sharpe Ratio of 1.05. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.78
0.83
ALKYLAMINE.NS
^NIFTY500

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.90%
-10.41%
ALKYLAMINE.NS
^NIFTY500

Volatility

ALKYLAMINE.NS vs. ^NIFTY500 - Volatility Comparison

Alkyl Amines Chemicals Limited (ALKYLAMINE.NS) has a higher volatility of 6.29% compared to Nifty 500 (^NIFTY500) at 4.62%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.29%
4.62%
ALKYLAMINE.NS
^NIFTY500
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab