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

Correlation

The correlation between AUROPHARMA.NS and ^NIFTY200 is 0.46, 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.


-0.50.00.51.00.5

Performance

AUROPHARMA.NS vs. ^NIFTY200 - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2025FebruaryMarch
1,574.03%
226.59%
AUROPHARMA.NS
^NIFTY200

Key characteristics

Sharpe Ratio

AUROPHARMA.NS:

0.31

^NIFTY200:

0.04

Sortino Ratio

AUROPHARMA.NS:

0.66

^NIFTY200:

0.63

Omega Ratio

AUROPHARMA.NS:

1.07

^NIFTY200:

1.21

Calmar Ratio

AUROPHARMA.NS:

0.26

^NIFTY200:

0.06

Martin Ratio

AUROPHARMA.NS:

0.62

^NIFTY200:

0.36

Ulcer Index

AUROPHARMA.NS:

13.82%

^NIFTY200:

7.41%

Daily Std Dev

AUROPHARMA.NS:

27.56%

^NIFTY200:

67.49%

Max Drawdown

AUROPHARMA.NS:

-86.50%

^NIFTY200:

-64.04%

Current Drawdown

AUROPHARMA.NS:

-28.92%

^NIFTY200:

-15.70%

Returns By Period

In the year-to-date period, AUROPHARMA.NS achieves a -16.55% return, which is significantly lower than ^NIFTY200's -7.00% return. Over the past 10 years, AUROPHARMA.NS has underperformed ^NIFTY200 with an annualized return of 7.97%, while ^NIFTY200 has yielded a comparatively higher 10.79% annualized return.


AUROPHARMA.NS

YTD

-16.55%

1M

-4.95%

6M

-27.37%

1Y

4.98%

5Y*

17.95%

10Y*

7.97%

^NIFTY200

YTD

-7.00%

1M

-5.34%

6M

-12.72%

1Y

0.62%

5Y*

17.06%

10Y*

10.79%

*Annualized

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Risk-Adjusted Performance

AUROPHARMA.NS vs. ^NIFTY200 — Risk-Adjusted Performance Rank

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

AUROPHARMA.NS
The Risk-Adjusted Performance Rank of AUROPHARMA.NS is 5757
Overall Rank
The Sharpe Ratio Rank of AUROPHARMA.NS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AUROPHARMA.NS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AUROPHARMA.NS is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AUROPHARMA.NS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AUROPHARMA.NS is 5757
Martin Ratio Rank

^NIFTY200
The Risk-Adjusted Performance Rank of ^NIFTY200 is 3535
Overall Rank
The Sharpe Ratio Rank of ^NIFTY200 is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY200 is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY200 is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY200 is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY200 is 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for Aurobindo Pharma Limited (AUROPHARMA.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 AUROPHARMA.NS, currently valued at 0.20, compared to the broader market-3.00-2.00-1.000.001.002.003.000.20-0.02
The chart of Sortino ratio for AUROPHARMA.NS, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.500.52
The chart of Omega ratio for AUROPHARMA.NS, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.16
The chart of Calmar ratio for AUROPHARMA.NS, currently valued at 0.16, compared to the broader market0.001.002.003.004.005.000.16-0.03
The chart of Martin ratio for AUROPHARMA.NS, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.000.37-0.15
AUROPHARMA.NS
^NIFTY200

The current AUROPHARMA.NS Sharpe Ratio is 0.31, which is higher than the ^NIFTY200 Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of AUROPHARMA.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-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.20
-0.02
AUROPHARMA.NS
^NIFTY200

Drawdowns

AUROPHARMA.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum AUROPHARMA.NS drawdown since its inception was -86.50%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for AUROPHARMA.NS and ^NIFTY200. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-32.78%
-20.33%
AUROPHARMA.NS
^NIFTY200

Volatility

AUROPHARMA.NS vs. ^NIFTY200 - Volatility Comparison

Aurobindo Pharma Limited (AUROPHARMA.NS) has a higher volatility of 9.56% compared to NIFTY 200 (^NIFTY200) at 4.73%. This indicates that AUROPHARMA.NS's price experiences larger fluctuations and is considered to be riskier 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%OctoberNovemberDecember2025FebruaryMarch
9.56%
4.73%
AUROPHARMA.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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