PortfoliosLab logoPortfoliosLab logo
INFY.NS vs. NTPC.NS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

INFY.NS vs. NTPC.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Infosys Limited (INFY.NS) and NTPC Limited (NTPC.NS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

INFY.NS vs. NTPC.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INFY.NS
Infosys Limited
-21.15%-11.66%26.09%4.97%-18.58%54.00%75.43%14.36%28.17%3.09%
NTPC.NS
NTPC Limited
11.49%1.49%9.71%96.38%40.35%-209.73%-156.77%0.42%-13.14%10.51%

Returns By Period

In the year-to-date period, INFY.NS achieves a -21.15% return, which is significantly lower than NTPC.NS's 11.49% return. Both investments have delivered pretty close results over the past 10 years, with INFY.NS having a 9.88% annualized return and NTPC.NS not far ahead at 10.17%.


INFY.NS

1D
2.24%
1M
-1.02%
YTD
-21.15%
6M
-10.54%
1Y
-14.16%
3Y*
-0.82%
5Y*
0.89%
10Y*
9.88%

NTPC.NS

1D
-1.62%
1M
-3.42%
YTD
11.49%
6M
8.90%
1Y
6.28%
3Y*
31.20%
5Y*
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

INFY.NS vs. NTPC.NS — Risk / Return Rank

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

INFY.NS
INFY.NS Risk / Return Rank: 1414
Overall Rank
INFY.NS Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
INFY.NS Sortino Ratio Rank: 1515
Sortino Ratio Rank
INFY.NS Omega Ratio Rank: 1616
Omega Ratio Rank
INFY.NS Calmar Ratio Rank: 1818
Calmar Ratio Rank
INFY.NS Martin Ratio Rank: 55
Martin Ratio Rank

NTPC.NS
NTPC.NS Risk / Return Rank: 4848
Overall Rank
NTPC.NS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NTPC.NS Sortino Ratio Rank: 4545
Sortino Ratio Rank
NTPC.NS Omega Ratio Rank: 4343
Omega Ratio Rank
NTPC.NS Calmar Ratio Rank: 5050
Calmar Ratio Rank
NTPC.NS Martin Ratio Rank: 4949
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.

INFY.NS vs. NTPC.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY.NS) and NTPC Limited (NTPC.NS). 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.


INFY.NSNTPC.NSDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.34

-0.92

Sortino ratio

Return per unit of downside risk

-0.71

0.65

-1.36

Omega ratio

Gain probability vs. loss probability

0.91

1.07

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.64

0.42

-1.07

Martin ratio

Return relative to average drawdown

-1.67

0.70

-2.37

INFY.NS vs. NTPC.NS - Sharpe Ratio Comparison

The current INFY.NS Sharpe Ratio is -0.58, which is lower than the NTPC.NS Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of INFY.NS and NTPC.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


INFY.NSNTPC.NSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.34

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.13

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.15

+0.31

Correlation

The correlation between INFY.NS and NTPC.NS is 0.20, 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.


Dividends

INFY.NS vs. NTPC.NS - Dividend Comparison

INFY.NS's dividend yield for the trailing twelve months is around 3.53%, more than NTPC.NS's 2.43% yield.


TTM20252024202320222021202020192018201720162015
INFY.NS
Infosys Limited
3.53%2.78%2.60%2.30%2.15%1.58%1.72%3.07%1.13%0.08%0.03%0.00%
NTPC.NS
NTPC Limited
2.43%2.61%2.70%3.05%4.21%224.72%234.68%4.61%3.44%2.70%2.03%1.71%

Drawdowns

INFY.NS vs. NTPC.NS - Drawdown Comparison

The maximum INFY.NS drawdown since its inception was -83.04%, smaller than the maximum NTPC.NS drawdown of -152.78%. Use the drawdown chart below to compare losses from any high point for INFY.NS and NTPC.NS.


Loading graphics...

Drawdown Indicators


INFY.NSNTPC.NSDifference

Max Drawdown

Largest peak-to-trough decline

-83.04%

-152.78%

+69.74%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

-11.00%

-16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.85%

-430.91%

+394.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

-162.32%

+125.47%

Current Drawdown

Current decline from peak

-34.29%

-14.37%

-19.92%

Average Drawdown

Average peak-to-trough decline

-23.48%

-32.93%

+9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

6.63%

+3.91%

Volatility

INFY.NS vs. NTPC.NS - Volatility Comparison

Infosys Limited (INFY.NS) and NTPC Limited (NTPC.NS) have volatilities of 7.03% and 7.37%, 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.


Loading graphics...

Volatility by Period


INFY.NSNTPC.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

7.37%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

18.03%

14.36%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

25.08%

18.77%

+6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.67%

86.00%

-62.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

82.51%

-56.64%

Financials

INFY.NS vs. NTPC.NS - Financials Comparison

This section allows you to compare key financial metrics between Infosys Limited and NTPC Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in INR except per share items