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SENS vs. INDY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SENS vs. INDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SENS
Senseonics Holdings, Inc.
20.65%-47.27%-8.19%-44.65%-61.42%206.26%-4.83%-64.63%-2.63%-0.37%
INDY
iShares India 50 ETF
-14.30%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%36.15%

Returns By Period

In the year-to-date period, SENS achieves a 20.65% return, which is significantly higher than INDY's -14.30% return. Over the past 10 years, SENS has underperformed INDY with an annualized return of -19.52%, while INDY has yielded a comparatively higher 6.85% annualized return.


SENS

1D
7.77%
1M
-19.47%
YTD
20.65%
6M
-23.59%
1Y
-49.25%
3Y*
-22.30%
5Y*
-33.60%
10Y*
-19.52%

INDY

1D
3.10%
1M
-10.49%
YTD
-14.30%
6M
-10.15%
1Y
-9.92%
3Y*
3.84%
5Y*
2.45%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1515
Overall Rank
SENS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SENS Sortino Ratio Rank: 1414
Sortino Ratio Rank
SENS Omega Ratio Rank: 1515
Omega Ratio Rank
SENS Calmar Ratio Rank: 1414
Calmar Ratio Rank
SENS Martin Ratio Rank: 2121
Martin Ratio Rank

INDY
INDY Risk / Return Rank: 22
Overall Rank
INDY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 22
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 44
Calmar Ratio Rank
INDY Martin Ratio Rank: 11
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.


SENSINDYDifference

Sharpe ratio

Return per unit of total volatility

-0.68

-0.67

-0.01

Sortino ratio

Return per unit of downside risk

-0.81

-0.90

+0.09

Omega ratio

Gain probability vs. loss probability

0.90

0.90

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.77

-0.51

-0.26

Martin ratio

Return relative to average drawdown

-1.13

-1.73

+0.60

SENS vs. INDY - Sharpe Ratio Comparison

The current SENS Sharpe Ratio is -0.68, which is comparable to the INDY Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of SENS and INDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SENSINDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

-0.67

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.16

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

0.35

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.22

-0.44

Correlation

The correlation between SENS and INDY is 0.21, 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.


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 9.46%.


TTM20252024202320222021202020192018201720162015
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%
INDY
iShares India 50 ETF
9.46%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%

Drawdowns

SENS vs. INDY - Drawdown Comparison

The maximum SENS drawdown since its inception was -95.17%, 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

-95.17%

-44.74%

-50.43%

Max Drawdown (1Y)

Largest decline over 1 year

-65.86%

-18.95%

-46.91%

Max Drawdown (5Y)

Largest decline over 5 years

-93.86%

-22.40%

-71.46%

Max Drawdown (10Y)

Largest decline over 10 years

-95.17%

-43.50%

-51.67%

Current Drawdown

Current decline from peak

-93.68%

-19.99%

-73.69%

Average Drawdown

Average peak-to-trough decline

-63.03%

-12.16%

-50.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.91%

5.62%

+39.29%

Volatility

SENS vs. INDY - Volatility Comparison

Senseonics Holdings, Inc. (SENS) has a higher volatility of 30.19% compared to iShares India 50 ETF (INDY) at 7.32%. 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

30.19%

7.32%

+22.87%

Volatility (6M)

Calculated over the trailing 6-month period

59.39%

10.91%

+48.48%

Volatility (1Y)

Calculated over the trailing 1-year period

72.84%

14.85%

+57.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.31%

15.05%

+77.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.83%

19.62%

+73.21%