DRREDDY.NS vs. ^BSESN

Last updated Apr 2, 2026

Compare and contrast key facts about Dr. Reddy's Laboratories Limited (DRREDDY.NS) and S&P BSE SENSEX (^BSESN).

Performance

DRREDDY.NS vs. ^BSESN - Performance Comparison

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

DRREDDY.NS vs. ^BSESN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRREDDY.NS Dr. Reddy's Laboratories Limited	-4.86%	-7.75%	20.19%	38.13%	-13.08%	-5.48%	82.87%	10.49%	9.34%	-20.41%
^BSESN S&P BSE SENSEX	-14.18%	9.06%	8.17%	18.74%	4.44%	21.99%	15.75%	14.38%	5.91%	27.91%

Returns By Period

In the year-to-date period, DRREDDY.NS achieves a -4.86% return, which is significantly higher than ^BSESN's -14.18% return. Over the past 10 years, DRREDDY.NS has underperformed ^BSESN with an annualized return of 8.06%, while ^BSESN has yielded a comparatively higher 11.21% annualized return.

DRREDDY.NS

• 1D: -3.61%
• 1M: -6.55%
• YTD: -4.86%
• 6M: -2.82%
• 1Y: 5.85%
• 3Y*: 9.97%
• 5Y*: 6.36%
• 10Y*: 8.06%

^BSESN

• 1D: 1.65%
• 1M: -8.85%
• YTD: -14.18%
• 6M: -9.69%
• 1Y: -3.80%
• 3Y*: 7.43%
• 5Y*: 7.89%
• 10Y*: 11.21%

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

Return for Risk

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

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

DRREDDY.NS

DRREDDY.NS Risk / Return Rank: 46
DRREDDY.NS Sharpe Ratio Rank: 50
DRREDDY.NS Sortino Ratio Rank: 42
DRREDDY.NS Omega Ratio Rank: 41
DRREDDY.NS Calmar Ratio Rank: 48
DRREDDY.NS Martin Ratio Rank: 49

^BSESN

^BSESN Risk / Return Rank: 5
^BSESN Sharpe Ratio Rank: 6
^BSESN Sortino Ratio Rank: 6
^BSESN Omega Ratio Rank: 6
^BSESN Calmar Ratio Rank: 6
^BSESN Martin Ratio Rank: 3

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.

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

This table presents a comparison of risk-adjusted performance metrics for Dr. Reddy's Laboratories Limited (DRREDDY.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.

	DRREDDY.NS	^BSESN	Difference
Sharpe ratio Return per unit of total volatility	0.27	-0.29	+0.56
Sortino ratio Return per unit of downside risk	0.54	-0.31	+0.85
Omega ratio Gain probability vs. loss probability	1.07	0.96	+0.11
Calmar ratio Return relative to maximum drawdown	0.33	-0.28	+0.61
Martin ratio Return relative to average drawdown	0.72	-1.13	+1.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRREDDY.NS vs. ^BSESN - Sharpe Ratio Comparison

The current DRREDDY.NS Sharpe Ratio is 0.27, which is higher than the ^BSESN Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of DRREDDY.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.

Sharpe Ratios by Period

	DRREDDY.NS	^BSESN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	-0.29	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.58	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.70	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.47	+0.07

Correlation

The correlation between DRREDDY.NS and ^BSESN is 0.36, 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.

Drawdowns

DRREDDY.NS vs. ^BSESN - Drawdown Comparison

The maximum DRREDDY.NS drawdown since its inception was -64.85%, which is greater than ^BSESN's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for DRREDDY.NS and ^BSESN.

Drawdown Indicators

	DRREDDY.NS	^BSESN	Difference
Max Drawdown Largest peak-to-trough decline	-64.85%	-60.91%	-3.94%
Max Drawdown (1Y) Largest decline over 1 year	-14.56%	-16.11%	+1.55%
Max Drawdown (5Y) Largest decline over 5 years	-32.67%	-16.85%	-15.82%
Max Drawdown (10Y) Largest decline over 10 years	-48.03%	-38.07%	-9.96%
Current Drawdown Current decline from peak	-13.77%	-14.80%	+1.03%
Average Drawdown Average peak-to-trough decline	-19.86%	-13.76%	-6.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.65%	4.04%	+2.61%

Volatility

DRREDDY.NS vs. ^BSESN - Volatility Comparison

Dr. Reddy's Laboratories Limited (DRREDDY.NS) has a higher volatility of 8.58% compared to S&P BSE SENSEX (^BSESN) at 7.42%. This indicates that DRREDDY.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

	DRREDDY.NS	^BSESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	7.42%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	15.47%	9.89%	+5.58%
Volatility (1Y) Calculated over the trailing 1-year period	21.58%	13.39%	+8.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.68%	13.79%	+7.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.66%	16.29%	+9.37%