BAJFINANCE.NS vs. MUTHOOTFIN.NS
BAJFINANCE.NS (Bajaj Finance Limited) and MUTHOOTFIN.NS (Muthoot Finance Limited) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, BAJFINANCE.NS returned 29.85%/yr vs 29.72%/yr for MUTHOOTFIN.NS. At a 0.29 correlation, their price movements are largely independent.
Performance
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Performance Comparison
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Returns By Period
In the year-to-date period, BAJFINANCE.NS achieves a -6.94% return, which is significantly higher than MUTHOOTFIN.NS's -19.51% return. Both investments have delivered pretty close results over the past 10 years, with BAJFINANCE.NS having a 29.85% annualized return and MUTHOOTFIN.NS not far behind at 29.72%.
BAJFINANCE.NS
- 1D
- 5.49%
- 1M
- 2.47%
- YTD
- -6.94%
- 6M
- -9.73%
- 1Y
- -1.98%
- 3Y*
- 9.74%
- 5Y*
- 9.36%
- 10Y*
- 29.85%
MUTHOOTFIN.NS
- 1D
- 5.27%
- 1M
- -13.24%
- YTD
- -19.51%
- 6M
- -20.06%
- 1Y
- 20.08%
- 3Y*
- 39.67%
- 5Y*
- 17.26%
- 10Y*
- 29.72%
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAJFINANCE.NS Bajaj Finance Limited | -6.94% | 46.42% | -5.95% | 12.40% | -5.07% | 32.19% | 25.62% | 60.66% | 51.09% | 119.91% |
MUTHOOTFIN.NS Muthoot Finance Limited | -19.51% | 80.62% | 46.80% | 41.85% | -27.82% | 25.75% | 62.90% | 50.53% | 11.36% | 70.61% |
Correlation
The correlation between BAJFINANCE.NS and MUTHOOTFIN.NS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 5, 2011 | 0.29 |
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Return for Risk
BAJFINANCE.NS vs. MUTHOOTFIN.NS — Risk / Return Rank
BAJFINANCE.NS
MUTHOOTFIN.NS
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bajaj Finance Limited (BAJFINANCE.NS) and Muthoot Finance Limited (MUTHOOTFIN.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAJFINANCE.NS | MUTHOOTFIN.NS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.72 | -0.79 |
| Martin ratioReturn relative to average drawdown | -0.18 | 1.96 | -2.14 |
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Drawdowns
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Drawdown Comparison
The maximum BAJFINANCE.NS drawdown since its inception was -90.67%, which is greater than MUTHOOTFIN.NS's maximum drawdown of -67.51%. Use the drawdown chart below to compare losses from any high point for BAJFINANCE.NS and MUTHOOTFIN.NS.
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Drawdown Indicators
| BAJFINANCE.NS | MUTHOOTFIN.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.67% | -67.51% | -23.16% |
Max Drawdown (1Y)Largest decline over 1 year | -26.74% | -28.77% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -28.77% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -45.70% | +12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -62.35% | -45.70% | -16.65% |
Current DrawdownCurrent decline from peak | -16.07% | -25.02% | +8.95% |
Average DrawdownAverage peak-to-trough decline | -16.96% | -16.00% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.27% | 10.41% | +0.86% |
Volatility
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Volatility Comparison
The current volatility for Bajaj Finance Limited (BAJFINANCE.NS) is 8.60%, while Muthoot Finance Limited (MUTHOOTFIN.NS) has a volatility of 11.59%. This indicates that BAJFINANCE.NS experiences smaller price fluctuations and is considered to be less risky than MUTHOOTFIN.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAJFINANCE.NS | MUTHOOTFIN.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 11.59% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 22.61% | 30.02% | -7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.04% | 35.89% | -6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.95% | 30.52% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.84% | 36.56% | -0.72% |
Dividends
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Dividend Comparison
BAJFINANCE.NS has not paid dividends to shareholders, while MUTHOOTFIN.NS's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAJFINANCE.NS Bajaj Finance Limited | 0.00% | 1.13% | 1.06% | 0.82% | 0.61% | 0.29% | 0.38% | 0.28% | 0.30% | 4.10% | 0.00% | 0.00% |
MUTHOOTFIN.NS Muthoot Finance Limited | 0.99% | 0.68% | 1.12% | 1.49% | 1.88% | 1.34% | 1.24% | 1.58% | 1.94% | 1.26% | 0.71% | 3.34% |
Financials
BAJFINANCE.NS vs. MUTHOOTFIN.NS - Financials Comparison
This section allows you to compare key financial metrics between Bajaj Finance Limited and Muthoot Finance 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BAJFINANCE.NS and MUTHOOTFIN.NS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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