MARUTI.NS vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Maruti Suzuki India Limited (MARUTI.NS) and S&P 500 Index (^GSPC).

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.

MARUTI.NS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MARUTI.NS Maruti Suzuki India Limited	-24.35%	55.43%	6.39%	23.88%	13.78%	-2.30%	4.75%	0.08%	-22.59%	84.73%
^GSPC S&P 500 Index	-0.51%	21.96%	27.04%	25.09%	-10.78%	29.42%	19.18%	32.15%	2.25%	12.00%

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 -24.35% return, which is significantly lower than ^GSPC's -0.36% return. Over the past 10 years, MARUTI.NS has underperformed ^GSPC with an annualized return of 14.15%, while ^GSPC has yielded a comparatively higher 16.16% annualized return.

MARUTI.NS

• 1D: 0.98%
• 1M: -12.21%
• YTD: -24.35%
• 6M: -20.88%
• 1Y: 8.98%
• 3Y*: 15.23%
• 5Y*: 13.74%
• 10Y*: 14.15%

^GSPC

• 1D: 0.00%
• 1M: -2.31%
• YTD: -0.36%
• 6M: 2.90%
• 1Y: 26.21%
• 3Y*: 21.79%
• 5Y*: 15.70%
• 10Y*: 16.16%

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

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: 50
MARUTI.NS Sharpe Ratio Rank: 55
MARUTI.NS Sortino Ratio Rank: 47
MARUTI.NS Omega Ratio Rank: 46
MARUTI.NS Calmar Ratio Rank: 48
MARUTI.NS Martin Ratio Rank: 52

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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	0.41	1.45	-1.04
Sortino ratio Return per unit of downside risk	0.74	2.08	-1.33
Omega ratio Gain probability vs. loss probability	1.09	1.32	-0.23
Calmar ratio Return relative to maximum drawdown	0.37	2.41	-2.04
Martin ratio Return relative to average drawdown	1.24	10.91	-9.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MARUTI.NS vs. ^GSPC - Sharpe Ratio Comparison

The current MARUTI.NS Sharpe Ratio is 0.41, which is lower than the ^GSPC Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MARUTI.NS and ^GSPC, 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

	MARUTI.NS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	1.45	-1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.98	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.95	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.67	+0.01

Correlation

The correlation between MARUTI.NS and ^GSPC is 0.06, 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

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 -43.99%. 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%	-56.78%	-4.27%
Max Drawdown (1Y) Largest decline over 1 year	-28.83%	-9.10%	-19.73%
Max Drawdown (5Y) Largest decline over 5 years	-28.83%	-25.43%	-3.40%
Max Drawdown (10Y) Largest decline over 10 years	-58.26%	-33.92%	-24.34%
Current Drawdown Current decline from peak	-26.95%	-5.67%	-21.28%
Average Drawdown Average peak-to-trough decline	-15.96%	-10.75%	-5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.71%	2.62%	+6.09%

Volatility

MARUTI.NS vs. ^GSPC - Volatility Comparison

Maruti Suzuki India Limited (MARUTI.NS) has a higher volatility of 10.43% compared to S&P 500 Index (^GSPC) at 4.02%. This indicates that MARUTI.NS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MARUTI.NS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.43%	4.02%	+6.41%
Volatility (6M) Calculated over the trailing 6-month period	15.72%	9.34%	+6.38%
Volatility (1Y) Calculated over the trailing 1-year period	22.04%	18.16%	+3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.17%	16.11%	+7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	17.08%	+10.33%