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OIL.NS vs. ^FVX
Performance
Return for Risk
Drawdowns
Volatility

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.

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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 8.52% return, which is significantly lower than ^FVX's 24.83% return. Over the past 10 years, OIL.NS has outperformed ^FVX with an annualized return of 38.30%, while ^FVX has yielded a comparatively lower 18.66% annualized return.


OIL.NS

1D
4.18%
1M
8.47%
6M
5.66%
YTD
8.52%
1Y
4.03%
3Y*
64.80%
5Y*
55.79%
10Y*
38.30%
ALL TIME*
27.92%

^FVX

1D
1.46%
1M
4.73%
6M
20.26%
YTD
24.83%
1Y
22.31%
3Y*
7.58%
5Y*
50.23%
10Y*
18.66%
ALL TIME*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIL.NS vs. ^FVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIL.NS
Oil India Limited
8.52%1.47%169.14%98.90%17.11%100.90%-20.26%-4.12%16.81%61.03%
^FVX
Treasury Yield 5 Years
24.83%-10.96%17.52%-3.34%250.75%256.82%-78.14%-30.84%24.08%6.98%

Correlation

The correlation between OIL.NS and ^FVX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

-0.02

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

-0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2009

0.02

The correlation between OIL.NS and ^FVX shifts across timeframes, from -0.02 (3 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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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: 4848
Overall Rank
OIL.NS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
OIL.NS Sortino Ratio Rank: 4545
Sortino Ratio Rank
OIL.NS Omega Ratio Rank: 4444
Omega Ratio Rank
OIL.NS Calmar Ratio Rank: 5151
Calmar Ratio Rank
OIL.NS Martin Ratio Rank: 5151
Martin Ratio Rank

^FVX
^FVX Risk / Return Rank: 2323
Overall Rank
^FVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
^FVX Sortino Ratio Rank: 2121
Sortino Ratio Rank
^FVX Omega Ratio Rank: 2121
Omega Ratio Rank
^FVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
^FVX Martin Ratio Rank: 2424
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.

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.

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.


OIL.NS^FVXDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratioReturn relative to maximum drawdown

0.19

2.16

-1.97

Martin ratioReturn relative to average drawdown

0.44

4.52

-4.08

OIL.NS vs. ^FVX - Sharpe Ratio Comparison

The current OIL.NS Sharpe Ratio is 0.13, which is lower than the ^FVX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of OIL.NS and ^FVX, 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

OIL.NS vs. ^FVX - Drawdown Comparison

The maximum OIL.NS drawdown since its inception was -64.67%, 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.


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Drawdown Indicators


OIL.NS^FVXDifference

Max Drawdown

Largest peak-to-trough decline

-64.67%

-93.59%

+28.92%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

-10.36%

-11.15%

Max Drawdown (3Y)

Largest decline over 3 years

-52.77%

-30.75%

-22.02%

Max Drawdown (5Y)

Largest decline over 5 years

-52.77%

-30.75%

-22.02%

Max Drawdown (10Y)

Largest decline over 10 years

-64.67%

-93.59%

+28.92%

Current Drawdown

Current decline from peak

-35.59%

-0.14%

-35.45%

Average Drawdown

Average peak-to-trough decline

-18.92%

-41.04%

+22.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

4.95%

+4.26%

Volatility

OIL.NS vs. ^FVX - Volatility Comparison

Oil India Limited (OIL.NS) has a higher volatility of 7.19% compared to Treasury Yield 5 Years (^FVX) at 5.24%. This indicates that OIL.NS's price experiences larger fluctuations and is considered to be riskier than ^FVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIL.NS^FVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

5.24%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

26.86%

15.54%

+11.32%

Volatility (1Y)

Calculated over the trailing 1-year period

31.02%

19.87%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.14%

37.70%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.85%

58.32%

-14.47%

Frequently Asked Questions


OIL.NS and ^FVX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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