SJVN.NS vs. ^NIFTY200

Last updated Apr 3, 2026

Compare and contrast key facts about SJVN Limited (SJVN.NS) and NIFTY 200 (^NIFTY200).

Performance

SJVN.NS vs. ^NIFTY200 - Performance Comparison

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

SJVN.NS vs. ^NIFTY200 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SJVN.NS SJVN Limited	-8.53%	-27.27%	16.46%	177.25%	18.15%	33.79%	6.82%	8.62%	-123.13%	22.24%
^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

In the year-to-date period, SJVN.NS achieves a -8.53% return, which is significantly higher than ^NIFTY200's -12.42% return.

SJVN.NS

• 1D: 0.12%
• 1M: -4.13%
• YTD: -8.53%
• 6M: -24.81%
• 1Y: -26.48%
• 3Y*: 29.03%
• 5Y*: 24.78%
• 10Y*: —

^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

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

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

SJVN.NS

SJVN.NS Risk / Return Rank: 12
SJVN.NS Sharpe Ratio Rank: 9
SJVN.NS Sortino Ratio Rank: 9
SJVN.NS Omega Ratio Rank: 11
SJVN.NS Calmar Ratio Rank: 18
SJVN.NS Martin Ratio Rank: 14

^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.

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

This table presents a comparison of risk-adjusted performance metrics for SJVN Limited (SJVN.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.

	SJVN.NS	^NIFTY200	Difference
Sharpe ratio Return per unit of total volatility	-0.78	-0.11	-0.67
Sortino ratio Return per unit of downside risk	-1.11	-0.05	-1.06
Omega ratio Gain probability vs. loss probability	0.88	0.99	-0.12
Calmar ratio Return relative to maximum drawdown	-0.65	-0.16	-0.49
Martin ratio Return relative to average drawdown	-1.28	-0.65	-0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SJVN.NS vs. ^NIFTY200 - Sharpe Ratio Comparison

The current SJVN.NS Sharpe Ratio is -0.78, which is lower than the ^NIFTY200 Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SJVN.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

	SJVN.NS	^NIFTY200	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	-0.11	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.74	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.58	—

Correlation

The correlation between SJVN.NS and ^NIFTY200 is 0.35, 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.

Drawdowns

SJVN.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum SJVN.NS drawdown since its inception was -276.76%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for SJVN.NS and ^NIFTY200.

Drawdown Indicators

	SJVN.NS	^NIFTY200	Difference
Max Drawdown Largest peak-to-trough decline	-276.76%	-64.04%	-212.72%
Max Drawdown (1Y) Largest decline over 1 year	-38.61%	-14.89%	-23.72%
Max Drawdown (5Y) Largest decline over 5 years	-57.30%	-18.15%	-39.15%
Max Drawdown (10Y) Largest decline over 10 years	-276.76%	-38.22%	-238.54%
Current Drawdown Current decline from peak	-180.24%	-13.94%	-166.30%
Average Drawdown Average peak-to-trough decline	-84.85%	-10.98%	-73.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.57%	3.70%	+15.87%

Volatility

SJVN.NS vs. ^NIFTY200 - Volatility Comparison

SJVN Limited (SJVN.NS) has a higher volatility of 14.52% compared to NIFTY 200 (^NIFTY200) at 7.85%. This indicates that SJVN.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

	SJVN.NS	^NIFTY200	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.52%	7.85%	+6.67%
Volatility (6M) Calculated over the trailing 6-month period	25.70%	10.60%	+15.10%
Volatility (1Y) Calculated over the trailing 1-year period	34.37%	14.39%	+19.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.69%	14.31%	+27.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.14%	16.24%	+37.90%