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HINDUNILVR.NS vs. ^BSESN
Performance
Return for Risk
Drawdowns
Volatility

Performance

HINDUNILVR.NS vs. ^BSESN - Performance Comparison

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

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Returns By Period

In the year-to-date period, HINDUNILVR.NS achieves a -10.21% return, which is significantly higher than ^BSESN's -12.74% return. Both investments have delivered pretty close results over the past 10 years, with HINDUNILVR.NS having a 10.90% annualized return and ^BSESN not far behind at 10.75%.


HINDUNILVR.NS

1D
-0.54%
1M
-10.66%
YTD
-10.21%
6M
-14.51%
1Y
-9.34%
3Y*
-6.22%
5Y*
-0.46%
10Y*
10.90%

^BSESN

1D
0.02%
1M
-3.45%
YTD
-12.74%
6M
-12.79%
1Y
-8.20%
3Y*
5.80%
5Y*
7.37%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HINDUNILVR.NS vs. ^BSESN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HINDUNILVR.NS
Hindustan Unilever Limited
-10.21%2.61%-10.79%5.64%10.20%-0.15%26.77%7.00%34.80%68.10%
^BSESN
S&P BSE SENSEX
-12.74%9.06%8.17%18.74%4.44%21.99%15.75%14.38%5.91%27.91%

Correlation

The correlation between HINDUNILVR.NS and ^BSESN is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.39

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

0.40

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 2, 1997

0.43

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Return for Risk

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

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

HINDUNILVR.NS
HINDUNILVR.NS Risk / Return Rank: 2222
Overall Rank
HINDUNILVR.NS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HINDUNILVR.NS Sortino Ratio Rank: 1919
Sortino Ratio Rank
HINDUNILVR.NS Omega Ratio Rank: 2020
Omega Ratio Rank
HINDUNILVR.NS Calmar Ratio Rank: 2727
Calmar Ratio Rank
HINDUNILVR.NS Martin Ratio Rank: 2525
Martin Ratio Rank

^BSESN
^BSESN Risk / Return Rank: 11
Overall Rank
^BSESN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
^BSESN Sortino Ratio Rank: 22
Sortino Ratio Rank
^BSESN Omega Ratio Rank: 22
Omega Ratio Rank
^BSESN Calmar Ratio Rank: 11
Calmar Ratio Rank
^BSESN Martin Ratio Rank: 00
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.

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

This table presents a comparison of risk-adjusted performance metrics for Hindustan Unilever Limited (HINDUNILVR.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.


HINDUNILVR.NS^BSESNDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

0.94

0.90

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.52

+0.10

Martin ratioReturn relative to average drawdown

-0.86

-1.36

+0.50

HINDUNILVR.NS vs. ^BSESN - Sharpe Ratio Comparison

The current HINDUNILVR.NS Sharpe Ratio is -0.47, which is comparable to the ^BSESN Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of HINDUNILVR.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.


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Sharpe Ratios by Period


HINDUNILVR.NS^BSESNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

-0.64

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.54

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.67

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.01

Drawdowns

HINDUNILVR.NS vs. ^BSESN - Drawdown Comparison

The maximum HINDUNILVR.NS drawdown since its inception was -66.21%, which is greater than ^BSESN's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for HINDUNILVR.NS and ^BSESN.


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Drawdown Indicators


HINDUNILVR.NS^BSESNDifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-60.91%

-5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-22.24%

-16.11%

-6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-29.33%

-16.18%

-13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-16.85%

-13.61%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

-38.07%

+7.61%

Current Drawdown

Current decline from peak

-28.39%

-13.37%

-15.02%

Average Drawdown

Average peak-to-trough decline

-17.67%

-13.75%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

6.09%

+4.76%

Volatility

HINDUNILVR.NS vs. ^BSESN - Volatility Comparison

Hindustan Unilever Limited (HINDUNILVR.NS) has a higher volatility of 5.34% compared to S&P BSE SENSEX (^BSESN) at 3.67%. This indicates that HINDUNILVR.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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Volatility by Period


HINDUNILVR.NS^BSESNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

3.67%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

11.59%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

13.10%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

13.82%

+6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

16.34%

+5.47%

Frequently Asked Questions


HINDUNILVR.NS and ^BSESN have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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