INDIGO.NS vs. ^NIFTY200

Last updated Apr 3, 2026

Compare and contrast key facts about InterGlobe Aviation Limited (INDIGO.NS) and NIFTY 200 (^NIFTY200).

Performance

INDIGO.NS vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in InterGlobe Aviation Limited (INDIGO.NS) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

INDIGO.NS vs. ^NIFTY200 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INDIGO.NS InterGlobe Aviation Limited	-17.12%	11.28%	53.49%	47.79%	-0.49%	17.07%	29.23%	14.82%	-2.72%	50.66%
^NIFTY200 NIFTY 200	-12.42%	8.40%	13.63%	23.49%	3.65%	27.47%	15.62%	8.68%	-1.01%	33.43%

Returns By Period

In the year-to-date period, INDIGO.NS achieves a -17.12% return, which is significantly lower than ^NIFTY200's -12.42% return. Over the past 10 years, INDIGO.NS has outperformed ^NIFTY200 with an annualized return of 16.44%, while ^NIFTY200 has yielded a comparatively lower 12.09% annualized return.

INDIGO.NS

• 1D: 0.30%
• 1M: -7.23%
• YTD: -17.12%
• 6M: -25.20%
• 1Y: -17.12%
• 3Y*: 30.27%
• 5Y*: 21.04%
• 10Y*: 16.44%

^NIFTY200

• 1D: 0.06%
• 1M: -8.64%
• YTD: -12.42%
• 6M: -8.13%
• 1Y: -1.55%
• 3Y*: 12.12%
• 5Y*: 10.37%
• 10Y*: 12.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

INDIGO.NS vs. ^NIFTY200 — Risk / Return Rank

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

INDIGO.NS

INDIGO.NS Risk / Return Rank: 18
INDIGO.NS Sharpe Ratio Rank: 16
INDIGO.NS Sortino Ratio Rank: 16
INDIGO.NS Omega Ratio Rank: 17
INDIGO.NS Calmar Ratio Rank: 25
INDIGO.NS Martin Ratio Rank: 17

^NIFTY200

^NIFTY200 Risk / Return Rank: 8
^NIFTY200 Sharpe Ratio Rank: 8
^NIFTY200 Sortino Ratio Rank: 7
^NIFTY200 Omega Ratio Rank: 7
^NIFTY200 Calmar Ratio Rank: 9
^NIFTY200 Martin Ratio Rank: 7

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.

INDIGO.NS vs. ^NIFTY200 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InterGlobe Aviation Limited (INDIGO.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.

	INDIGO.NS	^NIFTY200	Difference
Sharpe ratio Return per unit of total volatility	-0.56	-0.11	-0.45
Sortino ratio Return per unit of downside risk	-0.62	-0.05	-0.57
Omega ratio Gain probability vs. loss probability	0.92	0.99	-0.07
Calmar ratio Return relative to maximum drawdown	-0.46	-0.16	-0.30
Martin ratio Return relative to average drawdown	-1.17	-0.65	-0.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INDIGO.NS vs. ^NIFTY200 - Sharpe Ratio Comparison

The current INDIGO.NS Sharpe Ratio is -0.56, which is lower than the ^NIFTY200 Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of INDIGO.NS and ^NIFTY200, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	INDIGO.NS	^NIFTY200	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	-0.11	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.74	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.76	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.58	-0.12

Correlation

The correlation between INDIGO.NS and ^NIFTY200 is 0.39, 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.

Drawdowns

INDIGO.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum INDIGO.NS drawdown since its inception was -54.65%, smaller than the maximum ^NIFTY200 drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for INDIGO.NS and ^NIFTY200.

Drawdown Indicators

	INDIGO.NS	^NIFTY200	Difference
Max Drawdown Largest peak-to-trough decline	-54.65%	-64.04%	+9.39%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-14.89%	-21.05%
Max Drawdown (5Y) Largest decline over 5 years	-35.94%	-18.15%	-17.79%
Max Drawdown (10Y) Largest decline over 10 years	-54.65%	-38.22%	-16.43%
Current Drawdown Current decline from peak	-31.87%	-13.94%	-17.93%
Average Drawdown Average peak-to-trough decline	-16.76%	-10.98%	-5.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.06%	3.70%	+10.36%

Volatility

INDIGO.NS vs. ^NIFTY200 - Volatility Comparison

InterGlobe Aviation Limited (INDIGO.NS) has a higher volatility of 16.42% compared to NIFTY 200 (^NIFTY200) at 7.85%. This indicates that INDIGO.NS's price experiences larger fluctuations and is considered to be riskier than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INDIGO.NS	^NIFTY200	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.42%	7.85%	+8.57%
Volatility (6M) Calculated over the trailing 6-month period	24.01%	10.60%	+13.41%
Volatility (1Y) Calculated over the trailing 1-year period	30.64%	14.39%	+16.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.28%	14.31%	+16.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.34%	16.24%	+19.10%