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CHOLAFIN.NS vs. BAJFINANCE.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CHOLAFIN.NS vs. BAJFINANCE.NS - Performance Comparison

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

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Returns By Period

In the year-to-date period, CHOLAFIN.NS achieves a -7.81% return, which is significantly lower than BAJFINANCE.NS's -6.94% return. Both investments have delivered pretty close results over the past 10 years, with CHOLAFIN.NS having a 28.91% annualized return and BAJFINANCE.NS not far ahead at 29.85%.


CHOLAFIN.NS

1D
7.78%
1M
-0.41%
YTD
-7.81%
6M
-9.58%
1Y
-0.74%
3Y*
12.65%
5Y*
23.02%
10Y*
28.91%

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)

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


2026 (YTD)202520242023202220212020201920182017
CHOLAFIN.NS
Cholamandalam Investment and Finance Company Limited
-7.81%43.73%-5.71%74.66%39.32%34.82%27.18%34.69%9.55%56.84%
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 CHOLAFIN.NS and BAJFINANCE.NS is 0.62, 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

0.62

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

0.53

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

0.50

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2006

0.32

Over the past year, CHOLAFIN.NS and BAJFINANCE.NS have become more correlated (0.62) than their long-term average of 0.32, meaning their price movements have been converging.

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Return for Risk

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

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

CHOLAFIN.NS
CHOLAFIN.NS Risk / Return Rank: 4040
Overall Rank
CHOLAFIN.NS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CHOLAFIN.NS Sortino Ratio Rank: 3737
Sortino Ratio Rank
CHOLAFIN.NS Omega Ratio Rank: 3636
Omega Ratio Rank
CHOLAFIN.NS Calmar Ratio Rank: 4242
Calmar Ratio Rank
CHOLAFIN.NS Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for Cholamandalam Investment and Finance Company Limited (CHOLAFIN.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.


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

+0.05

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.02

1.01

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.08

+0.05

Martin ratioReturn relative to average drawdown

-0.08

-0.18

+0.10

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

The current CHOLAFIN.NS Sharpe Ratio is -0.02, which is higher than the BAJFINANCE.NS Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CHOLAFIN.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.


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Drawdowns

CHOLAFIN.NS vs. BAJFINANCE.NS - Drawdown Comparison

The maximum CHOLAFIN.NS drawdown since its inception was -80.59%, smaller than the maximum BAJFINANCE.NS drawdown of -90.67%. Use the drawdown chart below to compare losses from any high point for CHOLAFIN.NS and BAJFINANCE.NS.


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Drawdown Indicators


CHOLAFIN.NSBAJFINANCE.NSDifference

Max Drawdown

Largest peak-to-trough decline

-80.59%

-90.67%

+10.08%

Max Drawdown (1Y)

Largest decline over 1 year

-24.91%

-26.74%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

-26.74%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-28.67%

-33.36%

+4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-64.28%

-62.35%

-1.93%

Current Drawdown

Current decline from peak

-13.08%

-16.07%

+2.99%

Average Drawdown

Average peak-to-trough decline

-14.44%

-16.96%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.67%

11.27%

-1.60%

Volatility

CHOLAFIN.NS vs. BAJFINANCE.NS - Volatility Comparison

Cholamandalam Investment and Finance Company Limited (CHOLAFIN.NS) has a higher volatility of 11.30% compared to Bajaj Finance Limited (BAJFINANCE.NS) at 8.60%. This indicates that CHOLAFIN.NS's price experiences larger fluctuations and is considered to be riskier than BAJFINANCE.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHOLAFIN.NSBAJFINANCE.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

8.60%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

26.38%

22.61%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

32.33%

29.04%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.98%

27.95%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.96%

35.84%

+5.12%

Dividends

CHOLAFIN.NS vs. BAJFINANCE.NS - Dividend Comparison

CHOLAFIN.NS's dividend yield for the trailing twelve months is around 0.13%, 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%
CHOLAFIN.NS
Cholamandalam Investment and Finance Company Limited
0.13%0.12%0.17%0.16%0.28%0.38%0.18%8.35%12.90%10.58%11.88%13.63%

Financials

CHOLAFIN.NS vs. BAJFINANCE.NS - Financials Comparison

This section allows you to compare key financial metrics between Cholamandalam Investment and Finance Company 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


CHOLAFIN.NS and BAJFINANCE.NS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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