SBILIFE.NS vs. ^BSE500
SBILIFE.NS (SBI Life Insurance Company Limited) is a stock, while ^BSE500 (S&P BSE-500) is an index. Over the past 5 years, SBILIFE.NS returned 12.49%/yr vs 10.53%/yr for ^BSE500. At a 0.43 correlation, their price movements are largely independent.
Performance
SBILIFE.NS vs. ^BSE500 - Performance Comparison
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Returns By Period
In the year-to-date period, SBILIFE.NS achieves a -13.15% return, which is significantly lower than ^BSE500's -6.06% return.
SBILIFE.NS
- 1D
- -1.08%
- 1M
- -5.06%
- YTD
- -13.15%
- 6M
- -12.67%
- 1Y
- -0.42%
- 3Y*
- 13.43%
- 5Y*
- 12.49%
- 10Y*
- —
^BSE500
- 1D
- 0.19%
- 1M
- -2.86%
- YTD
- -6.06%
- 6M
- -5.93%
- 1Y
- -2.25%
- 3Y*
- 11.76%
- 5Y*
- 10.53%
- 10Y*
- 12.53%
SBILIFE.NS vs. ^BSE500 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBILIFE.NS SBI Life Insurance Company Limited | -13.15% | 46.63% | -2.77% | 16.62% | 3.14% | 32.64% | -5.96% | 61.38% | -13.77% | -1.72% |
^BSE500 S&P BSE-500 | -6.06% | 6.41% | 14.55% | 24.85% | 3.34% | 30.11% | 16.80% | 7.75% | -3.08% | 9.39% |
Correlation
The correlation between SBILIFE.NS and ^BSE500 is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.43 |
The correlation between SBILIFE.NS and ^BSE500 has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.
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Return for Risk
SBILIFE.NS vs. ^BSE500 — Risk / Return Rank
SBILIFE.NS
^BSE500
SBILIFE.NS vs. ^BSE500 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SBI Life Insurance Company Limited (SBILIFE.NS) and S&P BSE-500 (^BSE500). 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.
| SBILIFE.NS | ^BSE500 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.99 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.12 | +0.09 |
| Martin ratioReturn relative to average drawdown | -0.08 | -0.38 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBILIFE.NS | ^BSE500 | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | -0.13 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.75 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.71 | -0.27 |
Drawdowns
SBILIFE.NS vs. ^BSE500 - Drawdown Comparison
The maximum SBILIFE.NS drawdown since its inception was -46.84%, which is greater than ^BSE500's maximum drawdown of -38.39%. Use the drawdown chart below to compare losses from any high point for SBILIFE.NS and ^BSE500.
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Drawdown Indicators
| SBILIFE.NS | ^BSE500 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.84% | -38.39% | -8.45% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -14.86% | -1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -28.08% | -18.96% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -18.96% | -9.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.39% | — |
Current DrawdownCurrent decline from peak | -16.22% | -8.92% | -7.30% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -5.95% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.13% | 4.53% | +1.60% |
Volatility
SBILIFE.NS vs. ^BSE500 - Volatility Comparison
SBI Life Insurance Company Limited (SBILIFE.NS) has a higher volatility of 4.99% compared to S&P BSE-500 (^BSE500) at 4.00%. This indicates that SBILIFE.NS's price experiences larger fluctuations and is considered to be riskier than ^BSE500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBILIFE.NS | ^BSE500 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.00% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 15.85% | 12.17% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 13.77% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 14.33% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.72% | 16.19% | +10.53% |
Frequently Asked Questions
SBILIFE.NS and ^BSE500 have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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