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ASIANPAINT.NS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ASIANPAINT.NS and ^GSPC is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

ASIANPAINT.NS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asian Paints Limited (ASIANPAINT.NS) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
560.53%
320.06%
ASIANPAINT.NS
^GSPC

Key characteristics

Sharpe Ratio

ASIANPAINT.NS:

-0.57

^GSPC:

0.24

Sortino Ratio

ASIANPAINT.NS:

-0.67

^GSPC:

0.47

Omega Ratio

ASIANPAINT.NS:

0.91

^GSPC:

1.07

Calmar Ratio

ASIANPAINT.NS:

-0.32

^GSPC:

0.24

Martin Ratio

ASIANPAINT.NS:

-0.60

^GSPC:

1.08

Ulcer Index

ASIANPAINT.NS:

21.00%

^GSPC:

4.25%

Daily Std Dev

ASIANPAINT.NS:

21.96%

^GSPC:

19.00%

Max Drawdown

ASIANPAINT.NS:

-44.15%

^GSPC:

-56.78%

Current Drawdown

ASIANPAINT.NS:

-29.44%

^GSPC:

-14.02%

Returns By Period

In the year-to-date period, ASIANPAINT.NS achieves a 8.18% return, which is significantly higher than ^GSPC's -10.18% return. Over the past 10 years, ASIANPAINT.NS has outperformed ^GSPC with an annualized return of 13.12%, while ^GSPC has yielded a comparatively lower 9.70% annualized return.


ASIANPAINT.NS

YTD

8.18%

1M

8.21%

6M

-17.38%

1Y

-11.10%

5Y*

7.93%

10Y*

13.12%

^GSPC

YTD

-10.18%

1M

-6.92%

6M

-9.92%

1Y

5.42%

5Y*

12.98%

10Y*

9.70%

*Annualized

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Risk-Adjusted Performance

ASIANPAINT.NS vs. ^GSPC — Risk-Adjusted Performance Rank

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

ASIANPAINT.NS
The Risk-Adjusted Performance Rank of ASIANPAINT.NS is 2828
Overall Rank
The Sharpe Ratio Rank of ASIANPAINT.NS is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ASIANPAINT.NS is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ASIANPAINT.NS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ASIANPAINT.NS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ASIANPAINT.NS is 4242
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 5656
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6464
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.

ASIANPAINT.NS vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asian Paints Limited (ASIANPAINT.NS) and S&P 500 (^GSPC). 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 ASIANPAINT.NS, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00
ASIANPAINT.NS: -0.69
^GSPC: 0.28
The chart of Sortino ratio for ASIANPAINT.NS, currently valued at -0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
ASIANPAINT.NS: -0.84
^GSPC: 0.52
The chart of Omega ratio for ASIANPAINT.NS, currently valued at 0.89, compared to the broader market0.501.001.502.00
ASIANPAINT.NS: 0.89
^GSPC: 1.08
The chart of Calmar ratio for ASIANPAINT.NS, currently valued at -0.32, compared to the broader market0.001.002.003.004.00
ASIANPAINT.NS: -0.32
^GSPC: 0.28
The chart of Martin ratio for ASIANPAINT.NS, currently valued at -0.68, compared to the broader market-5.000.005.0010.0015.0020.00
ASIANPAINT.NS: -0.68
^GSPC: 1.24

The current ASIANPAINT.NS Sharpe Ratio is -0.57, which is lower than the ^GSPC Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ASIANPAINT.NS and ^GSPC, 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-2.00-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.69
0.28
ASIANPAINT.NS
^GSPC

Drawdowns

ASIANPAINT.NS vs. ^GSPC - Drawdown Comparison

The maximum ASIANPAINT.NS drawdown since its inception was -44.15%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ASIANPAINT.NS and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.56%
-14.02%
ASIANPAINT.NS
^GSPC

Volatility

ASIANPAINT.NS vs. ^GSPC - Volatility Comparison

The current volatility for Asian Paints Limited (ASIANPAINT.NS) is 4.49%, while S&P 500 (^GSPC) has a volatility of 13.60%. This indicates that ASIANPAINT.NS experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%14.00%NovemberDecember2025FebruaryMarchApril
4.49%
13.60%
ASIANPAINT.NS
^GSPC
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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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