ICICIBANK.NS vs. ^BSESN
Compare and contrast key facts about ICICI Bank Limited (ICICIBANK.NS) and S&P BSE SENSEX (^BSESN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICICIBANK.NS or ^BSESN.
Key characteristics
| ICICIBANK.NS | ^BSESN | |
|---|---|---|
| YTD Return | 26.66% | 7.20% |
| 1Y Return | 35.38% | 19.26% |
| 3Y Return (Ann) | 18.42% | 8.53% |
| 5Y Return (Ann) | 21.17% | 14.08% |
| 10Y Return (Ann) | 16.35% | 10.86% |
| Sharpe Ratio | 1.69 | 1.37 |
| Sortino Ratio | 2.34 | 1.86 |
| Omega Ratio | 1.32 | 1.28 |
| Calmar Ratio | 3.74 | 1.91 |
| Martin Ratio | 10.36 | 6.91 |
| Ulcer Index | 3.38% | 2.70% |
| Daily Std Dev | 20.88% | 13.65% |
| Max Drawdown | -81.41% | -60.91% |
| Current Drawdown | -7.12% | -9.78% |
Correlation
The correlation between ICICIBANK.NS and ^BSESN is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ICICIBANK.NS vs. ^BSESN - Performance Comparison
In the year-to-date period, ICICIBANK.NS achieves a 26.66% return, which is significantly higher than ^BSESN's 7.20% return. Over the past 10 years, ICICIBANK.NS has outperformed ^BSESN with an annualized return of 16.35%, while ^BSESN has yielded a comparatively lower 10.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICICIBANK.NS vs. ^BSESN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (ICICIBANK.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.
Drawdowns
ICICIBANK.NS vs. ^BSESN - Drawdown Comparison
The maximum ICICIBANK.NS drawdown since its inception was -81.41%, which is greater than ^BSESN's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for ICICIBANK.NS and ^BSESN. For additional features, visit the drawdowns tool.
Volatility
ICICIBANK.NS vs. ^BSESN - Volatility Comparison
ICICI Bank Limited (ICICIBANK.NS) has a higher volatility of 6.80% compared to S&P BSE SENSEX (^BSESN) at 3.29%. This indicates that ICICIBANK.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.