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SENS vs. INDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SENS vs. INDY

Last updated Jun 23, 2026

SENS (Senseonics Holdings, Inc.) is a stock, while INDY (iShares India 50 ETF) is Emerging Markets Equities fund tracking the Nifty 50 Index. Over the past 10 years, SENS returned -21.93%/yr vs 7.10%/yr for INDY. At a 0.21 correlation, their price movements are largely independent.

Performance

SENS vs. INDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Senseonics Holdings, Inc. (SENS) and iShares India 50 ETF (INDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SENS achieves a 15.22% return, which is significantly higher than INDY's -11.03% return. Over the past 10 years, SENS has underperformed INDY with an annualized return of -21.93%, while INDY has yielded a comparatively higher 7.10% annualized return.

SENS

1D
-5.64%
1M
0.32%
YTD
15.22%
6M
1.27%
1Y
-37.76%
3Y*
-26.98%
5Y*
-38.42%
10Y*
-21.93%

INDY

1D
0.57%
1M
3.06%
YTD
-11.03%
6M
-11.11%
1Y
-10.26%
3Y*
2.93%
5Y*
2.63%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SENS vs. INDY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SENS
Senseonics Holdings, Inc.		15.22%-47.27%-8.19%-44.65%-61.42%206.26%-4.83%-64.63%-2.63%-0.37%
INDY
iShares India 50 ETF		-11.03%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%36.15%

Correlation

The correlation between SENS and INDY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.17

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

0.23

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2016

0.21

Compare stocks, funds, or ETFs

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Senseonics Holdings, Inc.

iShares India 50 ETF

Often compared with SENS:
SENS vs. MNTSSENS vs. KOSENS vs. VOOSENS vs. WBDSENS vs. SCHDSENS vs. OUST
Often compared with INDY:
INDY vs. INDAINDY vs. NFTYINDY vs. EPIINDY vs. FLININDY vs. VOOINDY vs. GLININDY vs. INCO

Return for Risk

SENS vs. INDY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SENS
SENS Risk / Return Rank: 2020
Overall Rank
SENS Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SENS Sortino Ratio Rank: 2323
Sortino Ratio Rank
SENS Omega Ratio Rank: 2222
Omega Ratio Rank
SENS Calmar Ratio Rank: 1717
Calmar Ratio Rank
SENS Martin Ratio Rank: 2020
Martin Ratio Rank
INDY
INDY Risk / Return Rank: 33
Overall Rank
INDY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 33
Sortino Ratio Rank
INDY Omega Ratio Rank: 33
Omega Ratio Rank
INDY Calmar Ratio Rank: 44
Calmar Ratio Rank
INDY Martin Ratio Rank: 33
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.

SENS vs. INDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Senseonics Holdings, Inc. (SENS) and iShares India 50 ETF (INDY). 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.

SENSINDYDifference
Sharpe ratioReturn per unit of total volatility
-0.52
-0.72

+0.20

Sortino ratioReturn per unit of downside risk
-0.38
-0.99

+0.61

Omega ratioGain probability vs. loss probability

0.95

0.89

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.54

-0.12

Martin ratioReturn relative to average drawdown

-1.03

-1.15

+0.13

SENS vs. INDY - Sharpe Ratio Comparison

The current SENS Sharpe Ratio is -0.52, which is comparable to the INDY Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of SENS and INDY, 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

SENS vs. INDY - Drawdown Comparison

The maximum SENS drawdown since its inception was -95.26%, which is greater than INDY's maximum drawdown of -44.74%. Use the drawdown chart below to compare losses from any high point for SENS and INDY.

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Drawdown Indicators

SENSINDYDifference

Max Drawdown

Largest peak-to-trough decline

-95.26%

-44.74%

-50.52%

Max Drawdown (1Y)

Largest decline over 1 year

-57.19%

-18.95%

-38.24%

Max Drawdown (3Y)

Largest decline over 3 years

-80.92%

-22.40%

-58.52%

Max Drawdown (5Y)

Largest decline over 5 years

-93.96%

-22.40%

-71.56%

Max Drawdown (10Y)

Largest decline over 10 years

-95.26%

-43.50%

-51.76%

Current Drawdown

Current decline from peak

-93.97%

-16.94%

-77.03%

Average Drawdown

Average peak-to-trough decline

-63.67%

-12.24%

-51.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.87%

8.93%

+27.94%

Volatility

SENS vs. INDY - Volatility Comparison

Senseonics Holdings, Inc. (SENS) has a higher volatility of 18.23% compared to iShares India 50 ETF (INDY) at 3.70%. This indicates that SENS's price experiences larger fluctuations and is considered to be riskier than INDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SENSINDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.23%

3.70%

+14.53%

Volatility (6M)

Calculated over the trailing 6-month period

56.38%

12.49%

+43.89%

Volatility (1Y)

Calculated over the trailing 1-year period

73.39%

14.31%

+59.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.35%

14.97%

+74.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.28%

19.58%

+73.70%

Dividends

SENS vs. INDY - Dividend Comparison

SENS has not paid dividends to shareholders, while INDY's dividend yield for the trailing twelve months is around 9.36%.

PositionTTM20252024202320222021202020192018201720162015
INDY
iShares India 50 ETF		9.36%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%
SENS
Senseonics Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SENS and INDY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SENS has higher volatility (18.23%) compared to INDY (3.70%). In terms of maximum drawdown, SENS dropped -95.26% vs INDY's -44.74%.

SENS currently has the higher Sharpe Ratio (-0.52 vs -0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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