DMART.NS vs. ^BSESN

Last updated Jun 5, 2026

DMART.NS (Avenue Supermarts Limited) is a stock, while ^BSESN (S&P BSE SENSEX) is an index. Over the past 5 years, DMART.NS returned 5.30%/yr vs 7.37%/yr for ^BSESN. At a 0.34 correlation, their price movements are largely independent.

Performance

DMART.NS vs. ^BSESN - Performance Comparison

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

Returns By Period

In the year-to-date period, DMART.NS achieves a 9.44% return, which is significantly higher than ^BSESN's -12.74% return.

DMART.NS

• 1D: -0.70%
• 1M: -6.61%
• YTD: 9.44%
• 6M: 4.74%
• 1Y: -0.34%
• 3Y*: 5.38%
• 5Y*: 5.30%
• 10Y*: —

^BSESN

• 1D: 0.02%
• 1M: -4.62%
• YTD: -12.74%
• 6M: -13.24%
• 1Y: -8.70%
• 3Y*: 5.80%
• 5Y*: 7.37%
• 10Y*: 10.75%

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

DMART.NS vs. ^BSESN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DMART.NS Avenue Supermarts Limited	9.44%	6.19%	-12.76%	0.34%	-12.90%	69.03%	50.33%	14.42%	36.00%	84.13%
^BSESN S&P BSE SENSEX	-12.74%	9.06%	8.17%	18.74%	4.44%	21.99%	15.75%	14.38%	5.91%	15.50%

Correlation

The correlation between DMART.NS and ^BSESN is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017	0.34

Return for Risk

DMART.NS vs. ^BSESN — Risk / Return Rank

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

DMART.NS

DMART.NS Risk / Return Rank: 41
DMART.NS Sharpe Ratio Rank: 44
DMART.NS Sortino Ratio Rank: 38
DMART.NS Omega Ratio Rank: 37
DMART.NS Calmar Ratio Rank: 43
DMART.NS Martin Ratio Rank: 43

^BSESN

^BSESN Risk / Return Rank: 1
^BSESN Sharpe Ratio Rank: 2
^BSESN Sortino Ratio Rank: 2
^BSESN Omega Ratio Rank: 2
^BSESN Calmar Ratio Rank: 1
^BSESN Martin Ratio Rank: 0

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.

DMART.NS vs. ^BSESN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avenue Supermarts Limited (DMART.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.

	DMART.NS	^BSESN	Difference
Sharpe ratio: Return per unit of total volatility	0.06	-0.64	+0.70
Sortino ratio: Return per unit of downside risk	0.30	-0.81	+1.11
Omega ratio: Gain probability vs. loss probability	1.03	0.90	+0.13
Calmar ratio: Return relative to maximum drawdown	0.06	-0.52	+0.58
Martin ratio: Return relative to average drawdown	0.11	-1.36	+1.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DMART.NS vs. ^BSESN - Sharpe Ratio Comparison

The current DMART.NS Sharpe Ratio is 0.06, which is higher than the ^BSESN Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of DMART.NS and ^BSESN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DMART.NS	^BSESN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	-0.64	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.54	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.47	+0.26

Drawdowns

DMART.NS vs. ^BSESN - Drawdown Comparison

The maximum DMART.NS drawdown since its inception was -39.32%, smaller than the maximum ^BSESN drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for DMART.NS and ^BSESN.

Drawdown Indicators

	DMART.NS	^BSESN	Difference
Max Drawdown Largest peak-to-trough decline	-39.32%	-60.91%	+21.59%
Max Drawdown (1Y) Largest decline over 1 year	-25.17%	-16.11%	-9.06%
Max Drawdown (3Y) Largest decline over 3 years	-36.86%	-16.18%	-20.68%
Max Drawdown (5Y) Largest decline over 5 years	-39.32%	-16.85%	-22.47%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.07%	—
Current Drawdown Current decline from peak	-23.22%	-13.37%	-9.85%
Average Drawdown Average peak-to-trough decline	-15.85%	-13.75%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.33%	6.09%	+8.24%

Volatility

DMART.NS vs. ^BSESN - Volatility Comparison

Avenue Supermarts Limited (DMART.NS) has a higher volatility of 4.78% compared to S&P BSE SENSEX (^BSESN) at 3.67%. This indicates that DMART.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.

Volatility by Period

	DMART.NS	^BSESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	3.67%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	18.88%	11.59%	+7.29%
Volatility (1Y) Calculated over the trailing 1-year period	24.61%	13.10%	+11.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.71%	13.82%	+13.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.36%	16.34%	+15.02%

Frequently Asked Questions

Can I hold both DMART.NS and ^BSESN in my portfolio?

DMART.NS and ^BSESN have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.