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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 -6.67% return, which is significantly higher than ^BSESN's -8.30% return. Both investments have delivered pretty close results over the past 10 years, with HINDUNILVR.NS having a 10.78% annualized return and ^BSESN not far ahead at 10.89%.


HINDUNILVR.NS

1D
-0.19%
1M
-1.51%
6M
-10.46%
YTD
-6.67%
1Y
-12.50%
3Y*
-4.54%
5Y*
-0.85%
10Y*
10.78%
ALL TIME*
13.60%

^BSESN

1D
0.00%
1M
1.76%
6M
-6.12%
YTD
-8.30%
1Y
-4.41%
3Y*
5.43%
5Y*
8.41%
10Y*
10.89%
ALL TIME*
10.53%
*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
-6.67%1.37%-10.78%5.64%10.20%-0.15%26.77%7.00%34.80%68.10%
^BSESN
S&P BSE SENSEX
-8.30%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 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.39

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

0.41

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.37

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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: 2020
Overall Rank
HINDUNILVR.NS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HINDUNILVR.NS Sortino Ratio Rank: 1717
Sortino Ratio Rank
HINDUNILVR.NS Omega Ratio Rank: 1818
Omega Ratio Rank
HINDUNILVR.NS Calmar Ratio Rank: 2525
Calmar Ratio Rank
HINDUNILVR.NS Martin Ratio Rank: 2424
Martin Ratio Rank

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.29

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

0.91

0.95

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.28

-0.27

Martin ratioReturn relative to average drawdown

-0.97

-0.64

-0.32

HINDUNILVR.NS vs. ^BSESN - Sharpe Ratio Comparison

The current HINDUNILVR.NS Sharpe Ratio is -0.63, which is lower than the ^BSESN Sharpe Ratio of -0.34. 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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Drawdowns

HINDUNILVR.NS vs. ^BSESN - Drawdown Comparison

The maximum HINDUNILVR.NS drawdown since its inception was -35.43%, smaller than the maximum ^BSESN 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

-35.43%

-60.91%

+25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-23.18%

-16.11%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-30.18%

-16.18%

-14.00%

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

-26.47%

-8.95%

-17.52%

Average Drawdown

Average peak-to-trough decline

-9.93%

-13.54%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.12%

7.02%

+6.10%

Volatility

HINDUNILVR.NS vs. ^BSESN - Volatility Comparison

Hindustan Unilever Limited (HINDUNILVR.NS) has a higher volatility of 5.97% compared to S&P BSE SENSEX (^BSESN) at 3.70%. 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

5.97%

3.70%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

12.09%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

13.47%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

13.91%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

16.37%

+5.40%

Frequently Asked Questions


HINDUNILVR.NS and ^BSESN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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