MARUTI.NS vs. ^GSPC

Last updated Jun 5, 2026

MARUTI.NS (Maruti Suzuki India Limited) is a stock, while ^GSPC (S&P 500 Index) is an index. At a correlation of -0.02, they often move in opposite directions.

Performance

MARUTI.NS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Maruti Suzuki India Limited (MARUTI.NS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, MARUTI.NS achieves a -21.76% return, which is significantly lower than ^GSPC's 13.99% return.

MARUTI.NS

• 1D: 0.15%
• 1M: -4.80%
• YTD: -21.76%
• 6M: -19.76%
• 1Y: 8.90%
• 3Y*: 11.98%
• 5Y*: 13.57%
• 10Y*: 13.20%

^GSPC

• 1D: -3.50%
• 1M: 0.61%
• YTD: 13.99%
• 6M: 13.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MARUTI.NS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
MARUTI.NS Maruti Suzuki India Limited	-21.76%	35.43%
^GSPC S&P 500 Index	13.99%	19.53%

Correlation

The correlation between MARUTI.NS and ^GSPC is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	-0.02

Return for Risk

MARUTI.NS vs. ^GSPC — Risk / Return Rank

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

MARUTI.NS

MARUTI.NS Risk / Return Rank: 49
MARUTI.NS Sharpe Ratio Rank: 55
MARUTI.NS Sortino Ratio Rank: 47
MARUTI.NS Omega Ratio Rank: 47
MARUTI.NS Calmar Ratio Rank: 49
MARUTI.NS Martin Ratio Rank: 49

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.

MARUTI.NS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maruti Suzuki India Limited (MARUTI.NS) and S&P 500 Index (^GSPC). 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.

	MARUTI.NS	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	0.37	—	—
Sortino ratio: Return per unit of downside risk	0.70	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.30	—	—
Martin ratio: Return relative to average drawdown	0.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MARUTI.NS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	3.02	-2.33

Drawdowns

MARUTI.NS vs. ^GSPC - Drawdown Comparison

The maximum MARUTI.NS drawdown since its inception was -61.05%, which is greater than ^GSPC's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for MARUTI.NS and ^GSPC.

Drawdown Indicators

	MARUTI.NS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-61.05%	-6.78%	-54.27%
Max Drawdown (1Y) Largest decline over 1 year	-28.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-28.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-58.26%	—	—
Current Drawdown Current decline from peak	-24.45%	-3.50%	-20.95%
Average Drawdown Average peak-to-trough decline	-16.02%	-1.04%	-14.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.91%	—	—

Volatility

Volatility by Period

	MARUTI.NS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.89%	12.16%	+10.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.26%	12.16%	+11.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.39%	12.16%	+15.23%

Frequently Asked Questions

Can I hold both MARUTI.NS and ^GSPC in my portfolio?

MARUTI.NS and ^GSPC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.