ICICIBANK.NS vs. ^NIFTY200
Compare and contrast key facts about ICICI Bank Limited (ICICIBANK.NS) and NIFTY 200 (^NIFTY200).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICICIBANK.NS or ^NIFTY200.
Key characteristics
| ICICIBANK.NS | ^NIFTY200 | |
|---|---|---|
| YTD Return | 26.66% | 11.94% |
| 1Y Return | 35.38% | 26.00% |
| 3Y Return (Ann) | 18.42% | 11.15% |
| 5Y Return (Ann) | 21.17% | 16.72% |
| 10Y Return (Ann) | 16.35% | 12.05% |
| Sharpe Ratio | 1.69 | 0.36 |
| Sortino Ratio | 2.34 | 1.11 |
| Omega Ratio | 1.32 | 1.42 |
| Calmar Ratio | 3.74 | 0.57 |
| Martin Ratio | 10.36 | 6.42 |
| Ulcer Index | 3.38% | 3.71% |
| Daily Std Dev | 20.88% | 64.94% |
| Max Drawdown | -81.41% | -64.04% |
| Current Drawdown | -7.12% | -10.69% |
Correlation
The correlation between ICICIBANK.NS and ^NIFTY200 is 0.72, 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. ^NIFTY200 - Performance Comparison
In the year-to-date period, ICICIBANK.NS achieves a 26.66% return, which is significantly higher than ^NIFTY200's 11.94% return. Over the past 10 years, ICICIBANK.NS has outperformed ^NIFTY200 with an annualized return of 16.35%, while ^NIFTY200 has yielded a comparatively lower 12.05% 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. ^NIFTY200 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (ICICIBANK.NS) and NIFTY 200 (^NIFTY200). 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. ^NIFTY200 - Drawdown Comparison
The maximum ICICIBANK.NS drawdown since its inception was -81.41%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for ICICIBANK.NS and ^NIFTY200. For additional features, visit the drawdowns tool.
Volatility
ICICIBANK.NS vs. ^NIFTY200 - Volatility Comparison
The current volatility for ICICI Bank Limited (ICICIBANK.NS) is 6.80%, while NIFTY 200 (^NIFTY200) has a volatility of 62.88%. This indicates that ICICIBANK.NS experiences smaller price fluctuations and is considered to be less risky than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.