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

Correlation

The correlation between BEL.NS and ^GSPC is 0.14, 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.


-0.50.00.51.00.1

Performance

BEL.NS vs. ^GSPC - Performance Comparison

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

500.00%1,000.00%1,500.00%OctoberNovemberDecember2025FebruaryMarch
1,488.94%
339.05%
BEL.NS
^GSPC

Key characteristics

Sharpe Ratio

BEL.NS:

0.82

^GSPC:

0.58

Sortino Ratio

BEL.NS:

1.26

^GSPC:

0.85

Omega Ratio

BEL.NS:

1.18

^GSPC:

1.11

Calmar Ratio

BEL.NS:

0.33

^GSPC:

0.78

Martin Ratio

BEL.NS:

2.65

^GSPC:

3.08

Ulcer Index

BEL.NS:

12.57%

^GSPC:

2.56%

Daily Std Dev

BEL.NS:

40.51%

^GSPC:

13.51%

Max Drawdown

BEL.NS:

-100.00%

^GSPC:

-56.78%

Current Drawdown

BEL.NS:

-99.96%

^GSPC:

-10.13%

Returns By Period

In the year-to-date period, BEL.NS achieves a -3.93% return, which is significantly higher than ^GSPC's -6.12% return. Over the past 10 years, BEL.NS has outperformed ^GSPC with an annualized return of 26.65%, while ^GSPC has yielded a comparatively lower 10.27% annualized return.


BEL.NS

YTD

-3.93%

1M

6.25%

6M

-3.46%

1Y

48.92%

5Y*

68.58%

10Y*

26.65%

^GSPC

YTD

-6.12%

1M

-9.01%

6M

-1.33%

1Y

6.90%

5Y*

15.34%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

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

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

BEL.NS
The Risk-Adjusted Performance Rank of BEL.NS is 7373
Overall Rank
The Sharpe Ratio Rank of BEL.NS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BEL.NS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BEL.NS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BEL.NS is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BEL.NS is 7676
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7575
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for Bharat Electronics Limited (BEL.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 BEL.NS, currently valued at 0.87, compared to the broader market-3.00-2.00-1.000.001.002.003.000.870.46
The chart of Sortino ratio for BEL.NS, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.340.69
The chart of Omega ratio for BEL.NS, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.09
The chart of Calmar ratio for BEL.NS, currently valued at 1.19, compared to the broader market0.001.002.003.004.005.001.190.60
The chart of Martin ratio for BEL.NS, currently valued at 2.54, compared to the broader market-10.000.0010.0020.002.542.37
BEL.NS
^GSPC

The current BEL.NS Sharpe Ratio is 0.82, which is higher than the ^GSPC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of BEL.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 Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.87
0.46
BEL.NS
^GSPC

Drawdowns

BEL.NS vs. ^GSPC - Drawdown Comparison

The maximum BEL.NS drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BEL.NS and ^GSPC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-19.34%
-10.13%
BEL.NS
^GSPC

Volatility

BEL.NS vs. ^GSPC - Volatility Comparison

Bharat Electronics Limited (BEL.NS) has a higher volatility of 11.43% compared to S&P 500 (^GSPC) at 5.18%. This indicates that BEL.NS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2025FebruaryMarch
11.43%
5.18%
BEL.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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