PortfoliosLab logoPortfoliosLab logo
BEL.NS vs. BAJFINANCE.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BEL.NS vs. BAJFINANCE.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Bharat Electronics Limited (BEL.NS) and Bajaj Finance Limited (BAJFINANCE.NS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BEL.NS achieves a 2.16% return, which is significantly higher than BAJFINANCE.NS's -6.94% return. Over the past 10 years, BEL.NS has outperformed BAJFINANCE.NS with an annualized return of 42.42%, while BAJFINANCE.NS has yielded a comparatively lower 29.85% annualized return.


BEL.NS

1D
1.04%
1M
-5.08%
YTD
2.16%
6M
4.82%
1Y
5.62%
3Y*
50.66%
5Y*
54.90%
10Y*
42.42%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEL.NS vs. BAJFINANCE.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEL.NS
Bharat Electronics Limited
2.16%37.39%60.76%87.62%51.76%90.05%31.14%33.04%-49.68%77.96%
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%

Correlation

The correlation between BEL.NS and BAJFINANCE.NS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2006

0.24

Compare stocks, funds, or ETFs

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


Return for Risk

BEL.NS vs. BAJFINANCE.NS — Risk / Return Rank

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

BEL.NS
BEL.NS Risk / Return Rank: 4848
Overall Rank
BEL.NS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BEL.NS Sortino Ratio Rank: 4545
Sortino Ratio Rank
BEL.NS Omega Ratio Rank: 4343
Omega Ratio Rank
BEL.NS Calmar Ratio Rank: 5252
Calmar Ratio Rank
BEL.NS Martin Ratio Rank: 5252
Martin Ratio Rank

BAJFINANCE.NS
BAJFINANCE.NS Risk / Return Rank: 3838
Overall Rank
BAJFINANCE.NS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BAJFINANCE.NS Sortino Ratio Rank: 3434
Sortino Ratio Rank
BAJFINANCE.NS Omega Ratio Rank: 3434
Omega Ratio Rank
BAJFINANCE.NS Calmar Ratio Rank: 4141
Calmar Ratio Rank
BAJFINANCE.NS Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BEL.NS vs. BAJFINANCE.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bharat Electronics Limited (BEL.NS) and Bajaj Finance Limited (BAJFINANCE.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.


BEL.NSBAJFINANCE.NSDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.37

-0.08

+0.44

Martin ratioReturn relative to average drawdown

0.76

-0.18

+0.94

BEL.NS vs. BAJFINANCE.NS - Sharpe Ratio Comparison

The current BEL.NS Sharpe Ratio is 0.22, which is higher than the BAJFINANCE.NS Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BEL.NS and BAJFINANCE.NS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BEL.NS vs. BAJFINANCE.NS - Drawdown Comparison

The maximum BEL.NS drawdown since its inception was -65.63%, smaller than the maximum BAJFINANCE.NS drawdown of -90.67%. Use the drawdown chart below to compare losses from any high point for BEL.NS and BAJFINANCE.NS.


Loading charts...

Drawdown Indicators


BEL.NSBAJFINANCE.NSDifference

Max Drawdown

Largest peak-to-trough decline

-65.63%

-90.67%

+25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.63%

-26.74%

+11.11%

Max Drawdown (3Y)

Largest decline over 3 years

-26.90%

-26.74%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.90%

-33.36%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-60.39%

-62.35%

+1.96%

Current Drawdown

Current decline from peak

-13.22%

-16.07%

+2.85%

Average Drawdown

Average peak-to-trough decline

-13.46%

-16.96%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

11.27%

-3.78%

Volatility

BEL.NS vs. BAJFINANCE.NS - Volatility Comparison

The current volatility for Bharat Electronics Limited (BEL.NS) is 4.98%, while Bajaj Finance Limited (BAJFINANCE.NS) has a volatility of 8.60%. This indicates that BEL.NS experiences smaller price fluctuations and is considered to be less risky than BAJFINANCE.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BEL.NSBAJFINANCE.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

8.60%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

20.55%

22.61%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

29.04%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.04%

27.95%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.06%

35.84%

+5.22%

Dividends

BEL.NS vs. BAJFINANCE.NS - Dividend Comparison

BEL.NS's dividend yield for the trailing twelve months is around 0.70%, while BAJFINANCE.NS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
BEL.NS
Bharat Electronics Limited
0.70%0.60%0.75%0.98%4.50%5.72%7.00%14.39%6.82%7.41%40.80%70.28%

Financials

BEL.NS vs. BAJFINANCE.NS - Financials Comparison

This section allows you to compare key financial metrics between Bharat Electronics Limited and Bajaj 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in INR except per share items

Frequently Asked Questions


BEL.NS and BAJFINANCE.NS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BEL.NS and BAJFINANCE.NS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer