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HINDZINC.NS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HINDZINC.NS and ^GSPC is 0.14, 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.


-0.50.00.51.00.1

Performance

HINDZINC.NS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hindustan Zinc Limited (HINDZINC.NS) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%SeptemberOctoberNovemberDecember2025February
725.51%
386.21%
HINDZINC.NS
^GSPC

Key characteristics

Sharpe Ratio

HINDZINC.NS:

0.78

^GSPC:

1.83

Sortino Ratio

HINDZINC.NS:

1.56

^GSPC:

2.47

Omega Ratio

HINDZINC.NS:

1.19

^GSPC:

1.33

Calmar Ratio

HINDZINC.NS:

0.89

^GSPC:

2.76

Martin Ratio

HINDZINC.NS:

1.51

^GSPC:

11.27

Ulcer Index

HINDZINC.NS:

26.27%

^GSPC:

2.08%

Daily Std Dev

HINDZINC.NS:

50.90%

^GSPC:

12.79%

Max Drawdown

HINDZINC.NS:

-74.77%

^GSPC:

-56.78%

Current Drawdown

HINDZINC.NS:

-44.07%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, HINDZINC.NS achieves a -6.18% return, which is significantly lower than ^GSPC's 3.96% return. Over the past 10 years, HINDZINC.NS has outperformed ^GSPC with an annualized return of 23.04%, while ^GSPC has yielded a comparatively lower 11.33% annualized return.


HINDZINC.NS

YTD

-6.18%

1M

-8.82%

6M

-16.91%

1Y

40.45%

5Y*

32.38%

10Y*

23.04%

^GSPC

YTD

3.96%

1M

1.97%

6M

10.09%

1Y

22.16%

5Y*

12.70%

10Y*

11.33%

*Annualized

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Risk-Adjusted Performance

HINDZINC.NS vs. ^GSPC — Risk-Adjusted Performance Rank

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

HINDZINC.NS
The Risk-Adjusted Performance Rank of HINDZINC.NS is 6969
Overall Rank
The Sharpe Ratio Rank of HINDZINC.NS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of HINDZINC.NS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of HINDZINC.NS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of HINDZINC.NS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HINDZINC.NS is 6262
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
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.

HINDZINC.NS vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hindustan Zinc Limited (HINDZINC.NS) and S&P 500 (^GSPC). 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 HINDZINC.NS, currently valued at 0.66, compared to the broader market-2.000.002.004.000.661.52
The chart of Sortino ratio for HINDZINC.NS, currently valued at 1.47, compared to the broader market-6.00-4.00-2.000.002.004.006.001.472.07
The chart of Omega ratio for HINDZINC.NS, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.29
The chart of Calmar ratio for HINDZINC.NS, currently valued at 0.75, compared to the broader market0.002.004.006.000.752.24
The chart of Martin ratio for HINDZINC.NS, currently valued at 1.29, compared to the broader market-10.000.0010.0020.0030.001.299.05
HINDZINC.NS
^GSPC

The current HINDZINC.NS Sharpe Ratio is 0.78, which is lower than the ^GSPC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of HINDZINC.NS and ^GSPC, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.66
1.52
HINDZINC.NS
^GSPC

Drawdowns

HINDZINC.NS vs. ^GSPC - Drawdown Comparison

The maximum HINDZINC.NS drawdown since its inception was -74.77%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HINDZINC.NS and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-46.40%
-0.07%
HINDZINC.NS
^GSPC

Volatility

HINDZINC.NS vs. ^GSPC - Volatility Comparison

Hindustan Zinc Limited (HINDZINC.NS) has a higher volatility of 13.37% compared to S&P 500 (^GSPC) at 3.07%. This indicates that HINDZINC.NS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
13.37%
3.07%
HINDZINC.NS
^GSPC
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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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