OIL.NS vs. ^FVX

Last updated Apr 2, 2026

Compare and contrast key facts about Oil India Limited (OIL.NS) and Treasury Yield 5 Years (^FVX).

Performance

OIL.NS vs. ^FVX - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Oil India Limited (OIL.NS) and Treasury Yield 5 Years (^FVX). The values are adjusted to include any dividend payments, if applicable.

OIL.NS vs. ^FVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OIL.NS Oil India Limited	13.27%	1.47%	78.03%	91.84%	12.76%	95.46%	-23.68%	-7.04%	-26.22%	14.34%
^FVX Treasury Yield 5 Years	10.23%	-10.96%	17.52%	-3.34%	250.75%	256.82%	-78.14%	-30.84%	24.08%	6.98%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, OIL.NS achieves a 13.27% return, which is significantly higher than ^FVX's 10.23% return. Over the past 10 years, OIL.NS has outperformed ^FVX with an annualized return of 22.41%, while ^FVX has yielded a comparatively lower 16.16% annualized return.

OIL.NS

• 1D: -0.43%
• 1M: -3.00%
• YTD: 13.27%
• 6M: 17.80%
• 1Y: 26.17%
• 3Y*: 46.12%
• 5Y*: 48.75%
• 10Y*: 22.41%

^FVX

• 1D: -0.02%
• 1M: 11.19%
• YTD: 10.23%
• 6M: 12.97%
• 1Y: 9.97%
• 3Y*: 7.50%
• 5Y*: 40.77%
• 10Y*: 16.16%

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

Return for Risk

OIL.NS vs. ^FVX — Risk / Return Rank

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

OIL.NS

OIL.NS Risk / Return Rank: 66
OIL.NS Sharpe Ratio Rank: 70
OIL.NS Sortino Ratio Rank: 66
OIL.NS Omega Ratio Rank: 62
OIL.NS Calmar Ratio Rank: 68
OIL.NS Martin Ratio Rank: 64

^FVX

^FVX Risk / Return Rank: 16
^FVX Sharpe Ratio Rank: 16
^FVX Sortino Ratio Rank: 17
^FVX Omega Ratio Rank: 17
^FVX Calmar Ratio Rank: 13
^FVX Martin Ratio Rank: 14

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.

OIL.NS vs. ^FVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oil India Limited (OIL.NS) and Treasury Yield 5 Years (^FVX). 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.

	OIL.NS	^FVX	Difference
Sharpe ratio Return per unit of total volatility	0.88	0.44	+0.44
Sortino ratio Return per unit of downside risk	1.44	0.80	+0.65
Omega ratio Gain probability vs. loss probability	1.18	1.09	+0.08
Calmar ratio Return relative to maximum drawdown	1.38	0.63	+0.75
Martin ratio Return relative to average drawdown	2.56	1.18	+1.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OIL.NS vs. ^FVX - Sharpe Ratio Comparison

The current OIL.NS Sharpe Ratio is 0.88, which is higher than the ^FVX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of OIL.NS and ^FVX, 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

	OIL.NS	^FVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	0.44	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.24	1.01	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.27	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.06	+0.32

Correlation

The correlation between OIL.NS and ^FVX is 0.02, 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

OIL.NS vs. ^FVX - Drawdown Comparison

The maximum OIL.NS drawdown since its inception was -71.22%, smaller than the maximum ^FVX drawdown of -93.59%. Use the drawdown chart below to compare losses from any high point for OIL.NS and ^FVX.

Drawdown Indicators

	OIL.NS	^FVX	Difference
Max Drawdown Largest peak-to-trough decline	-71.22%	-97.53%	+26.31%
Max Drawdown (1Y) Largest decline over 1 year	-18.83%	-15.62%	-3.21%
Max Drawdown (5Y) Largest decline over 5 years	-52.77%	-31.36%	-21.41%
Max Drawdown (10Y) Largest decline over 10 years	-67.42%	-93.69%	+26.27%
Current Drawdown Current decline from peak	-32.77%	-49.91%	+17.14%
Average Drawdown Average peak-to-trough decline	-25.20%	-56.58%	+31.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.14%	9.25%	+0.89%

Volatility

OIL.NS vs. ^FVX - Volatility Comparison

The current volatility for Oil India Limited (OIL.NS) is 8.20%, while Treasury Yield 5 Years (^FVX) has a volatility of 8.87%. This indicates that OIL.NS experiences smaller price fluctuations and is considered to be less risky than ^FVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OIL.NS	^FVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.20%	8.87%	-0.67%
Volatility (6M) Calculated over the trailing 6-month period	20.92%	14.09%	+6.83%
Volatility (1Y) Calculated over the trailing 1-year period	29.86%	22.69%	+7.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.19%	40.67%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.85%	59.05%	-22.20%