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BSE.NS vs. ^NIFTY200
Performance
Return for Risk
Drawdowns
Volatility

Performance

BSE.NS vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in BSE Limited (BSE.NS) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSE.NS achieves a 53.23% return, which is significantly higher than ^NIFTY200's -6.77% return.


BSE.NS

1D
1.70%
1M
8.24%
YTD
53.23%
6M
45.87%
1Y
44.20%
3Y*
175.81%
5Y*
108.15%
10Y*

^NIFTY200

1D
0.16%
1M
-1.59%
YTD
-6.77%
6M
-6.34%
1Y
-1.61%
3Y*
11.52%
5Y*
10.29%
10Y*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSE.NS vs. ^NIFTY200 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSE.NS
BSE Limited
53.23%48.28%139.75%307.64%-14.80%209.84%23.47%-16.20%-34.20%-14.94%
^NIFTY200
NIFTY 200
-6.77%8.40%13.63%23.49%3.65%27.47%15.62%8.68%-1.01%23.55%

Correlation

The correlation between BSE.NS and ^NIFTY200 is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.41

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

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2017

0.40

Over the past year, BSE.NS and ^NIFTY200 have become more correlated (0.60) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

BSE.NS vs. ^NIFTY200 — Risk / Return Rank

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

BSE.NS
BSE.NS Risk / Return Rank: 6868
Overall Rank
BSE.NS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSE.NS Sortino Ratio Rank: 6969
Sortino Ratio Rank
BSE.NS Omega Ratio Rank: 6666
Omega Ratio Rank
BSE.NS Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSE.NS Martin Ratio Rank: 6767
Martin Ratio Rank

^NIFTY200
^NIFTY200 Risk / Return Rank: 77
Overall Rank
^NIFTY200 Sharpe Ratio Rank: 77
Sharpe Ratio Rank
^NIFTY200 Sortino Ratio Rank: 66
Sortino Ratio Rank
^NIFTY200 Omega Ratio Rank: 66
Omega Ratio Rank
^NIFTY200 Calmar Ratio Rank: 99
Calmar Ratio Rank
^NIFTY200 Martin Ratio Rank: 88
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.

BSE.NS vs. ^NIFTY200 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BSE Limited (BSE.NS) and NIFTY 200 (^NIFTY200). 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.


BSE.NS^NIFTY200Difference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.20

0.99

+0.21

Calmar ratioReturn relative to maximum drawdown

1.36

-0.11

+1.47

Martin ratioReturn relative to average drawdown

3.00

-0.35

+3.35

BSE.NS vs. ^NIFTY200 - Sharpe Ratio Comparison

The current BSE.NS Sharpe Ratio is 1.08, which is higher than the ^NIFTY200 Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BSE.NS and ^NIFTY200, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSE.NS^NIFTY200Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.12

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.19

0.73

+1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.59

+0.52

Drawdowns

BSE.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum BSE.NS drawdown since its inception was -74.96%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for BSE.NS and ^NIFTY200.


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Drawdown Indicators


BSE.NS^NIFTY200Difference

Max Drawdown

Largest peak-to-trough decline

-74.96%

-64.04%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-32.12%

-14.89%

-17.23%

Max Drawdown (3Y)

Largest decline over 3 years

-36.49%

-18.08%

-18.41%

Max Drawdown (5Y)

Largest decline over 5 years

-59.63%

-18.15%

-41.48%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

Current Drawdown

Current decline from peak

-8.40%

-8.38%

-0.02%

Average Drawdown

Average peak-to-trough decline

-27.52%

-10.96%

-16.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.65%

4.62%

+10.03%

Volatility

BSE.NS vs. ^NIFTY200 - Volatility Comparison

BSE Limited (BSE.NS) has a higher volatility of 9.72% compared to NIFTY 200 (^NIFTY200) at 4.01%. This indicates that BSE.NS's price experiences larger fluctuations and is considered to be riskier than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSE.NS^NIFTY200Difference

Volatility (1M)

Calculated over the trailing 1-month period

9.72%

4.01%

+5.71%

Volatility (6M)

Calculated over the trailing 6-month period

29.50%

12.10%

+17.40%

Volatility (1Y)

Calculated over the trailing 1-year period

40.72%

13.72%

+27.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.44%

14.32%

+36.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.20%

16.28%

+25.92%

Frequently Asked Questions


BSE.NS and ^NIFTY200 have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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