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

Correlation

The correlation between DRREDDY.NS and ^BSESN is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-16.92%
-8.94%
DRREDDY.NS
^BSESN

Key characteristics

Sharpe Ratio

DRREDDY.NS:

-0.02

^BSESN:

0.34

Sortino Ratio

DRREDDY.NS:

0.11

^BSESN:

0.56

Omega Ratio

DRREDDY.NS:

1.01

^BSESN:

1.08

Calmar Ratio

DRREDDY.NS:

-0.03

^BSESN:

0.39

Martin Ratio

DRREDDY.NS:

-0.06

^BSESN:

0.88

Ulcer Index

DRREDDY.NS:

7.49%

^BSESN:

5.36%

Daily Std Dev

DRREDDY.NS:

19.84%

^BSESN:

13.82%

Max Drawdown

DRREDDY.NS:

-64.85%

^BSESN:

-60.91%

Current Drawdown

DRREDDY.NS:

-15.17%

^BSESN:

-11.30%

Returns By Period

In the year-to-date period, DRREDDY.NS achieves a -13.66% return, which is significantly lower than ^BSESN's -2.56% return. Over the past 10 years, DRREDDY.NS has underperformed ^BSESN with an annualized return of 9.22%, while ^BSESN has yielded a comparatively higher 10.20% annualized return.


DRREDDY.NS

YTD

-13.66%

1M

-8.53%

6M

-14.04%

1Y

-3.35%

5Y*

16.60%

10Y*

9.22%

^BSESN

YTD

-2.56%

1M

-0.63%

6M

-5.77%

1Y

4.72%

5Y*

13.24%

10Y*

10.20%

*Annualized

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Risk-Adjusted Performance

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

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

DRREDDY.NS
The Risk-Adjusted Performance Rank of DRREDDY.NS is 3939
Overall Rank
The Sharpe Ratio Rank of DRREDDY.NS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DRREDDY.NS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of DRREDDY.NS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DRREDDY.NS is 4343
Calmar Ratio Rank
The Martin Ratio Rank of DRREDDY.NS is 4343
Martin Ratio Rank

^BSESN
The Risk-Adjusted Performance Rank of ^BSESN is 2626
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 2727
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.

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


Sharpe ratio
The chart of Sharpe ratio for DRREDDY.NS, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.360.02
The chart of Sortino ratio for DRREDDY.NS, currently valued at -0.38, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.380.13
The chart of Omega ratio for DRREDDY.NS, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.02
The chart of Calmar ratio for DRREDDY.NS, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.390.02
The chart of Martin ratio for DRREDDY.NS, currently valued at -0.88, compared to the broader market0.0010.0020.0030.00-0.880.05
DRREDDY.NS
^BSESN

The current DRREDDY.NS Sharpe Ratio is -0.02, which is lower than the ^BSESN Sharpe Ratio of 0.34. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.36
0.02
DRREDDY.NS
^BSESN

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.03%
-14.99%
DRREDDY.NS
^BSESN

Volatility

DRREDDY.NS vs. ^BSESN - Volatility Comparison

Dr. Reddy's Laboratories Limited (DRREDDY.NS) has a higher volatility of 7.00% compared to S&P BSE SENSEX (^BSESN) at 3.45%. 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
7.00%
3.45%
DRREDDY.NS
^BSESN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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