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

DMART.NS vs. ^BSESN

Last updated May 18, 2025

Compare and contrast key facts about Avenue Supermarts Limited (DMART.NS) and S&P BSE SENSEX (^BSESN).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DMART.NS or ^BSESN.

Correlation

The correlation between DMART.NS and ^BSESN is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

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Key characteristics

Sharpe Ratio

DMART.NS:

-0.32

^BSESN:

0.78

Sortino Ratio

DMART.NS:

-0.40

^BSESN:

1.33

Omega Ratio

DMART.NS:

0.95

^BSESN:

1.19

Calmar Ratio

DMART.NS:

-0.34

^BSESN:

0.92

Martin Ratio

DMART.NS:

-0.56

^BSESN:

1.89

Ulcer Index

DMART.NS:

22.56%

^BSESN:

7.25%

Daily Std Dev

DMART.NS:

32.33%

^BSESN:

15.41%

Max Drawdown

DMART.NS:

-39.32%

^BSESN:

-60.91%

Current Drawdown

DMART.NS:

-22.29%

^BSESN:

-4.08%

Returns By Period

In the year-to-date period, DMART.NS achieves a 17.63% return, which is significantly higher than ^BSESN's 5.36% return.

DMART.NS

YTD

17.63%

1M

-3.84%

6M

9.57%

1Y

-10.53%

5Y*

12.87%

10Y*

N/A

^BSESN

YTD

5.36%

1M

4.81%

6M

6.12%

1Y

11.38%

5Y*

22.79%

10Y*

11.72%

*Annualized

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Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DMART.NS
The Risk-Adjusted Performance Rank of DMART.NS is 3030
Overall Rank
The Sharpe Ratio Rank of DMART.NS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DMART.NS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DMART.NS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DMART.NS is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DMART.NS is 3838
Martin Ratio Rank
^BSESN
The Risk-Adjusted Performance Rank of ^BSESN is 8181
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 5858
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.

DMART.NS vs. ^BSESN - Risk-Adjusted Performance 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.

The current DMART.NS Sharpe Ratio is -0.32, which is lower than the ^BSESN Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DMART.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.

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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. For additional features, visit the drawdowns tool.

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Volatility

DMART.NS vs. ^BSESN - Volatility Comparison

Avenue Supermarts Limited (DMART.NS) has a higher volatility of 7.94% compared to S&P BSE SENSEX (^BSESN) at 5.18%. 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.

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