PRESTIGE.NS vs. BPCL.NS

Last updated Jun 4, 2026

PRESTIGE.NS (Prestige Estates Projects Limited) and BPCL.NS (Bharat Petroleum Corporation Limited) are both stocks. PRESTIGE.NS operates in Real Estate - Diversified (Real Estate), while BPCL.NS operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, PRESTIGE.NS returned 22.39%/yr vs 12.29%/yr for BPCL.NS. At a 0.21 correlation, their price movements are largely independent.

Performance

PRESTIGE.NS vs. BPCL.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Prestige Estates Projects Limited (PRESTIGE.NS) and Bharat Petroleum Corporation Limited (BPCL.NS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRESTIGE.NS achieves a -15.63% return, which is significantly higher than BPCL.NS's -21.64% return. Over the past 10 years, PRESTIGE.NS has outperformed BPCL.NS with an annualized return of 22.39%, while BPCL.NS has yielded a comparatively lower 12.29% annualized return.

PRESTIGE.NS

• 1D: -3.54%
• 1M: -7.48%
• YTD: -15.63%
• 6M: -18.06%
• 1Y: -14.98%
• 3Y*: 40.23%
• 5Y*: 36.31%
• 10Y*: 22.39%

BPCL.NS

• 1D: -0.88%
• 1M: -3.18%
• YTD: -21.64%
• 6M: -16.18%
• 1Y: 0.74%
• 3Y*: 24.47%
• 5Y*: 11.39%
• 10Y*: 12.29%

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

PRESTIGE.NS vs. BPCL.NS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRESTIGE.NS Prestige Estates Projects Limited	-15.63%	-5.75%	43.83%	154.94%	-2.04%	79.04%	-20.65%	54.64%	-30.52%	87.99%
BPCL.NS Bharat Petroleum Corporation Limited	-21.64%	38.70%	33.68%	44.27%	-11.45%	21.92%	-18.16%	43.26%	-26.17%	28.43%

Correlation

The correlation between PRESTIGE.NS and BPCL.NS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Oct 28, 2010	0.21

The correlation between PRESTIGE.NS and BPCL.NS shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PRESTIGE.NS vs. BPCL.NS — Risk / Return Rank

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

PRESTIGE.NS

PRESTIGE.NS Risk / Return Rank: 22
PRESTIGE.NS Sharpe Ratio Rank: 20
PRESTIGE.NS Sortino Ratio Rank: 19
PRESTIGE.NS Omega Ratio Rank: 20
PRESTIGE.NS Calmar Ratio Rank: 28
PRESTIGE.NS Martin Ratio Rank: 23

BPCL.NS

BPCL.NS Risk / Return Rank: 39
BPCL.NS Sharpe Ratio Rank: 41
BPCL.NS Sortino Ratio Rank: 36
BPCL.NS Omega Ratio Rank: 35
BPCL.NS Calmar Ratio Rank: 41
BPCL.NS Martin Ratio Rank: 41

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.

PRESTIGE.NS vs. BPCL.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prestige Estates Projects Limited (PRESTIGE.NS) and Bharat Petroleum Corporation Limited (BPCL.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.

	PRESTIGE.NS	BPCL.NS	Difference
Sharpe ratio: Return per unit of total volatility	-0.49	0.03	-0.51
Sortino ratio: Return per unit of downside risk	-0.53	0.26	-0.78
Omega ratio: Gain probability vs. loss probability	0.94	1.03	-0.09
Calmar ratio: Return relative to maximum drawdown	-0.40	0.02	-0.42
Martin ratio: Return relative to average drawdown	-0.92	0.06	-0.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRESTIGE.NS vs. BPCL.NS - Sharpe Ratio Comparison

The current PRESTIGE.NS Sharpe Ratio is -0.49, which is lower than the BPCL.NS Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of PRESTIGE.NS and BPCL.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.

Sharpe Ratios by Period

	PRESTIGE.NS	BPCL.NS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	0.03	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.41	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.38	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.33	-0.02

Drawdowns

PRESTIGE.NS vs. BPCL.NS - Drawdown Comparison

The maximum PRESTIGE.NS drawdown since its inception was -72.03%, roughly equal to the maximum BPCL.NS drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for PRESTIGE.NS and BPCL.NS.

Drawdown Indicators

	PRESTIGE.NS	BPCL.NS	Difference
Max Drawdown Largest peak-to-trough decline	-72.03%	-71.21%	-0.82%
Max Drawdown (1Y) Largest decline over 1 year	-37.56%	-30.13%	-7.43%
Max Drawdown (3Y) Largest decline over 3 years	-48.40%	-34.32%	-14.08%
Max Drawdown (5Y) Largest decline over 5 years	-48.40%	-34.36%	-14.04%
Max Drawdown (10Y) Largest decline over 10 years	-67.21%	-50.37%	-16.84%
Current Drawdown Current decline from peak	-34.44%	-24.77%	-9.67%
Average Drawdown Average peak-to-trough decline	-25.18%	-20.36%	-4.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.31%	11.98%	+4.33%

Volatility

PRESTIGE.NS vs. BPCL.NS - Volatility Comparison

The current volatility for Prestige Estates Projects Limited (PRESTIGE.NS) is 9.55%, while Bharat Petroleum Corporation Limited (BPCL.NS) has a volatility of 10.81%. This indicates that PRESTIGE.NS experiences smaller price fluctuations and is considered to be less risky than BPCL.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRESTIGE.NS	BPCL.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.55%	10.81%	-1.26%
Volatility (6M) Calculated over the trailing 6-month period	24.08%	24.05%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	30.81%	29.56%	+1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.62%	28.18%	+12.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.68%	33.16%	+11.52%

Dividends

PRESTIGE.NS vs. BPCL.NS - Dividend Comparison

PRESTIGE.NS's dividend yield for the trailing twelve months is around 0.13%, less than BPCL.NS's 7.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPCL.NS Bharat Petroleum Corporation Limited	7.70%	4.56%	3.59%	5.54%	3.32%	21.79%	4.32%	3.87%	5.79%	4.19%	2.44%	2.52%
PRESTIGE.NS Prestige Estates Projects Limited	0.13%	0.11%	0.11%	0.13%	0.32%	0.32%	0.56%	0.44%	0.55%	0.38%	0.71%	0.78%

Financials

Frequently Asked Questions

Can I hold both PRESTIGE.NS and BPCL.NS in my portfolio?

PRESTIGE.NS and BPCL.NS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.