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MASPTOP50.NS vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

MASPTOP50.NS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirae Asset S&P 500 Top 50 ETF (MASPTOP50.NS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MASPTOP50.NS achieves a 5.70% return, which is significantly lower than ^GSPC's 9.41% return.


MASPTOP50.NS

1D
-1.92%
1M
-2.96%
6M
6.26%
YTD
5.70%
1Y
19.52%
3Y*
31.80%
5Y*
10Y*
ALL TIME*
22.29%

^GSPC

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.98T$37.61T$41.48T
$5.66M$8.68M$11.93M

MASPTOP50.NS vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MASPTOP50.NS
Mirae Asset S&P 500 Top 50 ETF
5.70%22.47%65.09%36.63%-15.84%7.80%
^GSPC
S&P 500 Index
9.41%16.39%23.31%24.23%-19.44%6.97%

Correlation

The correlation between MASPTOP50.NS and ^GSPC is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2021

0.10

The correlation between MASPTOP50.NS and ^GSPC shifts across timeframes, from -0.12 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MASPTOP50.NS vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MASPTOP50.NS
MASPTOP50.NS Risk / Return Rank: 5252
Overall Rank
MASPTOP50.NS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MASPTOP50.NS Sortino Ratio Rank: 4545
Sortino Ratio Rank
MASPTOP50.NS Omega Ratio Rank: 4848
Omega Ratio Rank
MASPTOP50.NS Calmar Ratio Rank: 6767
Calmar Ratio Rank
MASPTOP50.NS Martin Ratio Rank: 5454
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MASPTOP50.NS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirae Asset S&P 500 Top 50 ETF (MASPTOP50.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MASPTOP50.NS^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratioReturn relative to maximum drawdown

2.37

2.00

+0.36

Martin ratioReturn relative to average drawdown

6.38

8.49

-2.11

MASPTOP50.NS vs. ^GSPC - Sharpe Ratio Comparison

The current MASPTOP50.NS Sharpe Ratio is 1.21, which is comparable to the ^GSPC Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MASPTOP50.NS and ^GSPC, 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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Drawdowns

MASPTOP50.NS vs. ^GSPC - Drawdown Comparison

The maximum MASPTOP50.NS drawdown since its inception was -29.85%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MASPTOP50.NS and ^GSPC.


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Drawdown Indicators


MASPTOP50.NS^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-29.85%

-56.78%

+26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-9.10%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-29.85%

-18.90%

-10.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-8.82%

-1.58%

-7.24%

Average Drawdown

Average peak-to-trough decline

-6.81%

-10.70%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.14%

+1.09%

Volatility

MASPTOP50.NS vs. ^GSPC - Volatility Comparison

Mirae Asset S&P 500 Top 50 ETF (MASPTOP50.NS) has a higher volatility of 4.06% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that MASPTOP50.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.


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Volatility by Period


MASPTOP50.NS^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.51%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

10.11%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

12.87%

+4.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

17.01%

+5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

18.07%

+4.38%

Frequently Asked Questions


MASPTOP50.NS and ^GSPC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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