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MUTHOOTFIN.NS vs. BAJFINANCE.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Muthoot Finance Limited (MUTHOOTFIN.NS) and Bajaj Finance Limited (BAJFINANCE.NS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUTHOOTFIN.NS achieves a -19.51% return, which is significantly lower than BAJFINANCE.NS's -6.94% return. Both investments have delivered pretty close results over the past 10 years, with MUTHOOTFIN.NS having a 29.72% annualized return and BAJFINANCE.NS not far ahead at 29.85%.


MUTHOOTFIN.NS

1D
5.27%
1M
-13.24%
YTD
-19.51%
6M
-20.06%
1Y
20.08%
3Y*
39.67%
5Y*
17.26%
10Y*
29.72%

BAJFINANCE.NS

1D
5.49%
1M
2.47%
YTD
-6.94%
6M
-9.73%
1Y
-1.98%
3Y*
9.74%
5Y*
9.36%
10Y*
29.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUTHOOTFIN.NS
Muthoot Finance Limited
-19.51%80.62%46.80%41.85%-27.82%25.75%62.90%50.53%11.36%70.61%
BAJFINANCE.NS
Bajaj Finance Limited
-6.94%46.42%-5.95%12.40%-5.07%32.19%25.62%60.66%51.09%119.91%

Correlation

The correlation between MUTHOOTFIN.NS and BAJFINANCE.NS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 5, 2011

0.29

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Return for Risk

MUTHOOTFIN.NS vs. BAJFINANCE.NS — Risk / Return Rank

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

MUTHOOTFIN.NS
MUTHOOTFIN.NS Risk / Return Rank: 5959
Overall Rank
MUTHOOTFIN.NS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MUTHOOTFIN.NS Sortino Ratio Rank: 5757
Sortino Ratio Rank
MUTHOOTFIN.NS Omega Ratio Rank: 5959
Omega Ratio Rank
MUTHOOTFIN.NS Calmar Ratio Rank: 5858
Calmar Ratio Rank
MUTHOOTFIN.NS Martin Ratio Rank: 6161
Martin Ratio Rank

BAJFINANCE.NS
BAJFINANCE.NS Risk / Return Rank: 3838
Overall Rank
BAJFINANCE.NS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BAJFINANCE.NS Sortino Ratio Rank: 3434
Sortino Ratio Rank
BAJFINANCE.NS Omega Ratio Rank: 3434
Omega Ratio Rank
BAJFINANCE.NS Calmar Ratio Rank: 4141
Calmar Ratio Rank
BAJFINANCE.NS Martin Ratio Rank: 4040
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.

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Muthoot Finance Limited (MUTHOOTFIN.NS) and Bajaj Finance Limited (BAJFINANCE.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.

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.


MUTHOOTFIN.NSBAJFINANCE.NSDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.14

1.01

+0.13

Calmar ratioReturn relative to maximum drawdown

0.72

-0.08

+0.79

Martin ratioReturn relative to average drawdown

1.96

-0.18

+2.14

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Sharpe Ratio Comparison

The current MUTHOOTFIN.NS Sharpe Ratio is 0.57, which is higher than the BAJFINANCE.NS Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MUTHOOTFIN.NS and BAJFINANCE.NS, 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

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Drawdown Comparison

The maximum MUTHOOTFIN.NS drawdown since its inception was -67.51%, smaller than the maximum BAJFINANCE.NS drawdown of -90.67%. Use the drawdown chart below to compare losses from any high point for MUTHOOTFIN.NS and BAJFINANCE.NS.


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Drawdown Indicators


MUTHOOTFIN.NSBAJFINANCE.NSDifference

Max Drawdown

Largest peak-to-trough decline

-67.51%

-90.67%

+23.16%

Max Drawdown (1Y)

Largest decline over 1 year

-28.77%

-26.74%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-28.77%

-26.74%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-45.70%

-33.36%

-12.34%

Max Drawdown (10Y)

Largest decline over 10 years

-45.70%

-62.35%

+16.65%

Current Drawdown

Current decline from peak

-25.02%

-16.07%

-8.95%

Average Drawdown

Average peak-to-trough decline

-16.00%

-16.96%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.41%

11.27%

-0.86%

Volatility

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Volatility Comparison

Muthoot Finance Limited (MUTHOOTFIN.NS) has a higher volatility of 11.59% compared to Bajaj Finance Limited (BAJFINANCE.NS) at 8.60%. This indicates that MUTHOOTFIN.NS's price experiences larger fluctuations and is considered to be riskier than BAJFINANCE.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUTHOOTFIN.NSBAJFINANCE.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

8.60%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

30.02%

22.61%

+7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

35.89%

29.04%

+6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.52%

27.95%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.56%

35.84%

+0.72%

Dividends

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Dividend Comparison

MUTHOOTFIN.NS's dividend yield for the trailing twelve months is around 0.99%, while BAJFINANCE.NS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BAJFINANCE.NS
Bajaj Finance Limited
0.00%1.13%1.06%0.82%0.61%0.29%0.38%0.28%0.30%4.10%0.00%0.00%
MUTHOOTFIN.NS
Muthoot Finance Limited
0.99%0.68%1.12%1.49%1.88%1.34%1.24%1.58%1.94%1.26%0.71%3.34%

Financials

MUTHOOTFIN.NS vs. BAJFINANCE.NS - Financials Comparison

This section allows you to compare key financial metrics between Muthoot Finance Limited and Bajaj Finance 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

Frequently Asked Questions


MUTHOOTFIN.NS and BAJFINANCE.NS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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