SHREECEM.NS vs. ^NIFTY200

Last updated Apr 3, 2026

Compare and contrast key facts about SHREE CEMENT LIMITED (SHREECEM.NS) and NIFTY 200 (^NIFTY200).

Performance

SHREECEM.NS vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in SHREE CEMENT LIMITED (SHREECEM.NS) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

SHREECEM.NS vs. ^NIFTY200 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SHREECEM.NS SHREE CEMENT LIMITED	-12.98%	4.11%	-9.99%	23.52%	-13.35%	12.63%	18.45%	18.54%	-4.36%	23.61%
^NIFTY200 NIFTY 200	-12.42%	8.40%	13.63%	23.49%	3.65%	27.47%	15.62%	8.68%	-1.01%	33.43%

Returns By Period

The year-to-date returns for both investments are quite close, with SHREECEM.NS having a -12.98% return and ^NIFTY200 slightly higher at -12.42%. Over the past 10 years, SHREECEM.NS has underperformed ^NIFTY200 with an annualized return of 6.82%, while ^NIFTY200 has yielded a comparatively higher 12.09% annualized return.

SHREECEM.NS

• 1D: -0.60%
• 1M: -11.48%
• YTD: -12.98%
• 6M: -20.84%
• 1Y: -23.25%
• 3Y*: -3.75%
• 5Y*: -4.65%
• 10Y*: 6.82%

^NIFTY200

• 1D: 0.06%
• 1M: -8.64%
• YTD: -12.42%
• 6M: -8.13%
• 1Y: -1.55%
• 3Y*: 12.12%
• 5Y*: 10.37%
• 10Y*: 12.09%

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

Return for Risk

SHREECEM.NS vs. ^NIFTY200 — Risk / Return Rank

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

SHREECEM.NS

SHREECEM.NS Risk / Return Rank: 5
SHREECEM.NS Sharpe Ratio Rank: 2
SHREECEM.NS Sortino Ratio Rank: 4
SHREECEM.NS Omega Ratio Rank: 6
SHREECEM.NS Calmar Ratio Rank: 10
SHREECEM.NS Martin Ratio Rank: 3

^NIFTY200

^NIFTY200 Risk / Return Rank: 8
^NIFTY200 Sharpe Ratio Rank: 8
^NIFTY200 Sortino Ratio Rank: 7
^NIFTY200 Omega Ratio Rank: 7
^NIFTY200 Calmar Ratio Rank: 9
^NIFTY200 Martin Ratio Rank: 7

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.

SHREECEM.NS vs. ^NIFTY200 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SHREE CEMENT LIMITED (SHREECEM.NS) and NIFTY 200 (^NIFTY200). 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.

	SHREECEM.NS	^NIFTY200	Difference
Sharpe ratio Return per unit of total volatility	-1.15	-0.11	-1.04
Sortino ratio Return per unit of downside risk	-1.62	-0.05	-1.57
Omega ratio Gain probability vs. loss probability	0.82	0.99	-0.18
Calmar ratio Return relative to maximum drawdown	-0.81	-0.16	-0.65
Martin ratio Return relative to average drawdown	-1.78	-0.65	-1.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHREECEM.NS vs. ^NIFTY200 - Sharpe Ratio Comparison

The current SHREECEM.NS Sharpe Ratio is -1.15, which is lower than the ^NIFTY200 Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SHREECEM.NS and ^NIFTY200, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SHREECEM.NS	^NIFTY200	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.15	-0.11	-1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.74	-0.93
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	0.76	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.58	+0.30

Correlation

The correlation between SHREECEM.NS and ^NIFTY200 is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

SHREECEM.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum SHREECEM.NS drawdown since its inception was -79.68%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for SHREECEM.NS and ^NIFTY200.

Drawdown Indicators

	SHREECEM.NS	^NIFTY200	Difference
Max Drawdown Largest peak-to-trough decline	-79.68%	-64.04%	-15.64%
Max Drawdown (1Y) Largest decline over 1 year	-29.54%	-14.89%	-14.65%
Max Drawdown (5Y) Largest decline over 5 years	-42.94%	-18.15%	-24.79%
Max Drawdown (10Y) Largest decline over 10 years	-42.94%	-38.22%	-4.72%
Current Drawdown Current decline from peak	-28.30%	-13.94%	-14.36%
Average Drawdown Average peak-to-trough decline	-14.74%	-10.98%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.38%	3.70%	+9.68%

Volatility

SHREECEM.NS vs. ^NIFTY200 - Volatility Comparison

SHREE CEMENT LIMITED (SHREECEM.NS) has a higher volatility of 10.40% compared to NIFTY 200 (^NIFTY200) at 7.85%. This indicates that SHREECEM.NS's price experiences larger fluctuations and is considered to be riskier than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHREECEM.NS	^NIFTY200	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.40%	7.85%	+2.55%
Volatility (6M) Calculated over the trailing 6-month period	14.84%	10.60%	+4.24%
Volatility (1Y) Calculated over the trailing 1-year period	20.43%	14.39%	+6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.53%	14.31%	+10.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.51%	16.24%	+11.27%