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BHARTIARTL.NS vs. ^BSESN
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BHARTIARTL.NS and ^BSESN is 0.50, 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

BHARTIARTL.NS vs. ^BSESN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bharti Airtel Limited (BHARTIARTL.NS) and S&P BSE SENSEX (^BSESN). The values are adjusted to include any dividend payments, if applicable.

180.00%200.00%220.00%240.00%260.00%280.00%OctoberNovemberDecember2025FebruaryMarch
243.88%
192.21%
BHARTIARTL.NS
^BSESN

Key characteristics

Sharpe Ratio

BHARTIARTL.NS:

1.93

^BSESN:

0.06

Sortino Ratio

BHARTIARTL.NS:

2.70

^BSESN:

0.18

Omega Ratio

BHARTIARTL.NS:

1.35

^BSESN:

1.03

Calmar Ratio

BHARTIARTL.NS:

3.29

^BSESN:

0.06

Martin Ratio

BHARTIARTL.NS:

7.66

^BSESN:

0.15

Ulcer Index

BHARTIARTL.NS:

5.96%

^BSESN:

6.07%

Daily Std Dev

BHARTIARTL.NS:

23.54%

^BSESN:

13.91%

Max Drawdown

BHARTIARTL.NS:

-56.43%

^BSESN:

-60.91%

Current Drawdown

BHARTIARTL.NS:

-8.14%

^BSESN:

-13.17%

Returns By Period

In the year-to-date period, BHARTIARTL.NS achieves a 2.47% return, which is significantly higher than ^BSESN's -4.62% return. Over the past 10 years, BHARTIARTL.NS has outperformed ^BSESN with an annualized return of 19.07%, while ^BSESN has yielded a comparatively lower 10.11% annualized return.


BHARTIARTL.NS

YTD

2.47%

1M

-2.08%

6M

5.15%

1Y

37.05%

5Y*

27.10%

10Y*

19.07%

^BSESN

YTD

-4.62%

1M

-5.16%

6M

-9.33%

1Y

0.60%

5Y*

14.84%

10Y*

10.11%

*Annualized

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Risk-Adjusted Performance

BHARTIARTL.NS vs. ^BSESN — Risk-Adjusted Performance Rank

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

BHARTIARTL.NS
The Risk-Adjusted Performance Rank of BHARTIARTL.NS is 9292
Overall Rank
The Sharpe Ratio Rank of BHARTIARTL.NS is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BHARTIARTL.NS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BHARTIARTL.NS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BHARTIARTL.NS is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BHARTIARTL.NS is 9090
Martin Ratio Rank

^BSESN
The Risk-Adjusted Performance Rank of ^BSESN is 1818
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 1818
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.

BHARTIARTL.NS vs. ^BSESN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bharti Airtel Limited (BHARTIARTL.NS) and S&P BSE SENSEX (^BSESN). 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 BHARTIARTL.NS, currently valued at 1.24, compared to the broader market-3.00-2.00-1.000.001.002.003.001.24-0.30
The chart of Sortino ratio for BHARTIARTL.NS, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.82-0.31
The chart of Omega ratio for BHARTIARTL.NS, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.96
The chart of Calmar ratio for BHARTIARTL.NS, currently valued at 1.93, compared to the broader market0.001.002.003.004.005.001.93-0.24
The chart of Martin ratio for BHARTIARTL.NS, currently valued at 4.07, compared to the broader market-10.000.0010.0020.004.07-0.57
BHARTIARTL.NS
^BSESN

The current BHARTIARTL.NS Sharpe Ratio is 1.93, which is higher than the ^BSESN Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of BHARTIARTL.NS and ^BSESN, 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
1.24
-0.30
BHARTIARTL.NS
^BSESN

Drawdowns

BHARTIARTL.NS vs. ^BSESN - Drawdown Comparison

The maximum BHARTIARTL.NS drawdown since its inception was -56.43%, smaller than the maximum ^BSESN drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for BHARTIARTL.NS and ^BSESN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-11.67%
-17.57%
BHARTIARTL.NS
^BSESN

Volatility

BHARTIARTL.NS vs. ^BSESN - Volatility Comparison

Bharti Airtel Limited (BHARTIARTL.NS) has a higher volatility of 9.22% compared to S&P BSE SENSEX (^BSESN) at 3.90%. This indicates that BHARTIARTL.NS's price experiences larger fluctuations and is considered to be riskier than ^BSESN 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%OctoberNovemberDecember2025FebruaryMarch
9.22%
3.90%
BHARTIARTL.NS
^BSESN
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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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