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INDA vs. ^NIFTY200
Performance
Return for Risk
Drawdowns
Volatility

Performance

INDA vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India ETF (INDA) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

INDA is traded in USD, while ^NIFTY200 is traded in INR. To make them comparable, the ^NIFTY200 values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with INDA having a -12.38% return and ^NIFTY200 slightly lower at -12.67%. Over the past 10 years, INDA has underperformed ^NIFTY200 with an annualized return of 6.56%, while ^NIFTY200 has yielded a comparatively higher 8.22% annualized return.


INDA

1D
-1.39%
1M
-2.61%
YTD
-12.38%
6M
-11.33%
1Y
-12.23%
3Y*
4.17%
5Y*
2.32%
10Y*
6.56%

^NIFTY200

1D
-0.75%
1M
-2.57%
YTD
-12.67%
6M
-11.86%
1Y
-11.77%
3Y*
6.11%
5Y*
4.40%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDA vs. ^NIFTY200 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDA
iShares MSCI India ETF
-12.38%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%
^NIFTY200
NIFTY 200
-12.67%3.23%10.51%22.85%-6.72%24.95%13.11%5.95%-9.29%42.05%

Correlation

The correlation between INDA and ^NIFTY200 is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.72

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

0.71

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

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2012

0.71

The correlation between INDA and ^NIFTY200 has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

INDA vs. ^NIFTY200 — Risk / Return Rank

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

INDA
INDA Risk / Return Rank: 22
Overall Rank
INDA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 22
Sortino Ratio Rank
INDA Omega Ratio Rank: 22
Omega Ratio Rank
INDA Calmar Ratio Rank: 33
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
Martin Ratio Rank

^NIFTY200
^NIFTY200 Risk / Return Rank: 88
Overall Rank
^NIFTY200 Sharpe Ratio Rank: 88
Sharpe Ratio Rank
^NIFTY200 Sortino Ratio Rank: 77
Sortino Ratio Rank
^NIFTY200 Omega Ratio Rank: 77
Omega Ratio Rank
^NIFTY200 Calmar Ratio Rank: 99
Calmar Ratio Rank
^NIFTY200 Martin Ratio Rank: 88
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.

INDA vs. ^NIFTY200 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India ETF (INDA) 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.


INDA^NIFTY200Difference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

0.87

0.88

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.58

-0.08

Martin ratioReturn relative to average drawdown

-1.59

-1.47

-0.12

INDA vs. ^NIFTY200 - Sharpe Ratio Comparison

The current INDA Sharpe Ratio is -0.84, which is comparable to the ^NIFTY200 Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of INDA and ^NIFTY200, 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


INDA^NIFTY200Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.77

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.28

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.46

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.21

+0.03

Drawdowns

INDA vs. ^NIFTY200 - Drawdown Comparison

The maximum INDA drawdown since its inception was -45.07%, smaller than the maximum ^NIFTY200 drawdown of -72.43%. Use the drawdown chart below to compare losses from any high point for INDA and ^NIFTY200.


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Drawdown Indicators


INDA^NIFTY200Difference

Max Drawdown

Largest peak-to-trough decline

-45.07%

-72.43%

+27.36%

Max Drawdown (1Y)

Largest decline over 1 year

-18.69%

-20.69%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-25.06%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.72%

-25.06%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-45.71%

+0.64%

Current Drawdown

Current decline from peak

-19.42%

-20.11%

+0.69%

Average Drawdown

Average peak-to-trough decline

-9.57%

-22.06%

+12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

8.06%

-0.35%

Volatility

INDA vs. ^NIFTY200 - Volatility Comparison

iShares MSCI India ETF (INDA) and NIFTY 200 (^NIFTY200) have volatilities of 5.26% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDA^NIFTY200Difference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.02%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

13.61%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

15.70%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

15.81%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

18.22%

+2.90%

Frequently Asked Questions


INDA and ^NIFTY200 have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDA has higher volatility (5.26%) compared to ^NIFTY200 (5.02%). In terms of maximum drawdown, INDA dropped -45.07% vs ^NIFTY200's -72.43%.

^NIFTY200 currently has the higher Sharpe Ratio (-0.77 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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