BRIGADE.NS vs. ^BSESN
BRIGADE.NS (Brigade Enterprises Limited) is a stock, while ^BSESN (S&P BSE SENSEX) is an index. Over the past 10 years, BRIGADE.NS returned 21.07%/yr vs 10.75%/yr for ^BSESN. At a 0.38 correlation, their price movements are largely independent.
Performance
BRIGADE.NS vs. ^BSESN - Performance Comparison
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Returns By Period
In the year-to-date period, BRIGADE.NS achieves a -26.63% return, which is significantly lower than ^BSESN's -12.74% return. Over the past 10 years, BRIGADE.NS has outperformed ^BSESN with an annualized return of 21.07%, while ^BSESN has yielded a comparatively lower 10.75% annualized return.
BRIGADE.NS
- 1D
- -0.74%
- 1M
- -17.99%
- YTD
- -26.63%
- 6M
- -27.17%
- 1Y
- -46.33%
- 3Y*
- 4.66%
- 5Y*
- 19.67%
- 10Y*
- 21.07%
^BSESN
- 1D
- 0.02%
- 1M
- -3.45%
- YTD
- -12.74%
- 6M
- -12.79%
- 1Y
- -8.20%
- 3Y*
- 5.80%
- 5Y*
- 7.37%
- 10Y*
- 10.75%
BRIGADE.NS vs. ^BSESN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRIGADE.NS Brigade Enterprises Limited | -26.63% | -28.62% | 38.83% | 93.49% | -4.85% | 97.56% | 14.74% | 51.46% | -30.11% | 111.86% |
^BSESN S&P BSE SENSEX | -12.74% | 9.06% | 8.17% | 18.74% | 4.44% | 21.99% | 15.75% | 14.38% | 5.91% | 27.91% |
Correlation
The correlation between BRIGADE.NS and ^BSESN is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 1, 2008 | 0.38 |
The correlation between BRIGADE.NS and ^BSESN shifts across timeframes, from 0.31 (10 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BRIGADE.NS vs. ^BSESN — Risk / Return Rank
BRIGADE.NS
^BSESN
BRIGADE.NS vs. ^BSESN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brigade Enterprises Limited (BRIGADE.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.
| BRIGADE.NS | ^BSESN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 0.90 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.52 | -0.41 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.36 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRIGADE.NS | ^BSESN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.52 | -0.64 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.54 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.67 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.47 | -0.33 |
Drawdowns
BRIGADE.NS vs. ^BSESN - Drawdown Comparison
The maximum BRIGADE.NS drawdown since its inception was -92.64%, which is greater than ^BSESN's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for BRIGADE.NS and ^BSESN.
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Drawdown Indicators
| BRIGADE.NS | ^BSESN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.64% | -60.91% | -31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -50.21% | -16.11% | -34.10% |
Max Drawdown (3Y)Largest decline over 3 years | -55.54% | -16.18% | -39.36% |
Max Drawdown (5Y)Largest decline over 5 years | -55.54% | -16.85% | -38.69% |
Max Drawdown (10Y)Largest decline over 10 years | -61.56% | -38.07% | -23.49% |
Current DrawdownCurrent decline from peak | -54.51% | -13.37% | -41.14% |
Average DrawdownAverage peak-to-trough decline | -44.61% | -13.75% | -30.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.01% | 6.09% | +26.92% |
Volatility
BRIGADE.NS vs. ^BSESN - Volatility Comparison
Brigade Enterprises Limited (BRIGADE.NS) has a higher volatility of 8.53% compared to S&P BSE SENSEX (^BSESN) at 3.67%. This indicates that BRIGADE.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.
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Volatility by Period
| BRIGADE.NS | ^BSESN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 3.67% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 23.43% | 11.59% | +11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.49% | 13.10% | +17.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.35% | 13.82% | +23.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.85% | 16.34% | +22.51% |
Frequently Asked Questions
BRIGADE.NS and ^BSESN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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