OIL.NS vs. ^FVX
Compare and contrast key facts about Oil India Limited (OIL.NS) and Treasury Yield 5 Years (^FVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OIL.NS or ^FVX.
Key characteristics
| OIL.NS | ^FVX | |
|---|---|---|
| YTD Return | 152.78% | -11.33% |
| 1Y Return | 232.88% | -23.69% |
| 3Y Return (Ann) | 79.14% | 57.64% |
| 5Y Return (Ann) | 55.20% | 15.61% |
| 10Y Return (Ann) | 18.30% | 6.48% |
| Sharpe Ratio | 5.12 | -1.00 |
| Daily Std Dev | 47.25% | 26.13% |
| Max Drawdown | -71.23% | -97.53% |
| Current Drawdown | -16.94% | -56.88% |
Correlation
The correlation between OIL.NS and ^FVX is 0.03, 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.
Performance
OIL.NS vs. ^FVX - Performance Comparison
In the year-to-date period, OIL.NS achieves a 152.78% return, which is significantly higher than ^FVX's -11.33% return. Over the past 10 years, OIL.NS has outperformed ^FVX with an annualized return of 18.30%, while ^FVX has yielded a comparatively lower 6.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OIL.NS vs. ^FVX - Risk-Adjusted Performance 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.
Drawdowns
OIL.NS vs. ^FVX - Drawdown Comparison
The maximum OIL.NS drawdown since its inception was -71.23%, smaller than the maximum ^FVX drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for OIL.NS and ^FVX. For additional features, visit the drawdowns tool.
Volatility
OIL.NS vs. ^FVX - Volatility Comparison
Oil India Limited (OIL.NS) has a higher volatility of 13.02% compared to Treasury Yield 5 Years (^FVX) at 5.54%. 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.