SJVN.NS vs. SHREECEM.NS

Last updated Apr 3, 2026

Compare and contrast key facts about SJVN Limited (SJVN.NS) and SHREE CEMENT LIMITED (SHREECEM.NS).

Performance

SJVN.NS vs. SHREECEM.NS - Performance Comparison

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

SJVN.NS vs. SHREECEM.NS - 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%
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%

Returns By Period

In the year-to-date period, SJVN.NS achieves a -8.53% return, which is significantly higher than SHREECEM.NS's -12.98% 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*: —

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%

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

Return for Risk

SJVN.NS vs. SHREECEM.NS — 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

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

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. SHREECEM.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SJVN Limited (SJVN.NS) and SHREE CEMENT LIMITED (SHREECEM.NS). 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	SHREECEM.NS	Difference
Sharpe ratio Return per unit of total volatility	-0.78	-1.15	+0.37
Sortino ratio Return per unit of downside risk	-1.11	-1.62	+0.51
Omega ratio Gain probability vs. loss probability	0.88	0.82	+0.06
Calmar ratio Return relative to maximum drawdown	-0.65	-0.81	+0.16
Martin ratio Return relative to average drawdown	-1.28	-1.78	+0.50
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. SHREECEM.NS - Sharpe Ratio Comparison

The current SJVN.NS Sharpe Ratio is -0.78, which is higher than the SHREECEM.NS Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of SJVN.NS and SHREECEM.NS, 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	SHREECEM.NS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	-1.15	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	-0.19	+0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.88	—

Correlation

The correlation between SJVN.NS and SHREECEM.NS is 0.18, 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

SJVN.NS vs. SHREECEM.NS - Dividend Comparison

SJVN.NS's dividend yield for the trailing twelve months is around 2.17%, more than SHREECEM.NS's 0.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SJVN.NS SJVN Limited	2.17%	1.95%	1.72%	1.95%	4.96%	7.18%	8.85%	8.45%	653.65%	8.11%	3.67%	3.30%
SHREECEM.NS SHREE CEMENT LIMITED	0.61%	0.71%	0.41%	0.35%	0.39%	0.22%	0.46%	0.29%	0.29%	0.69%	0.27%	0.12%

Drawdowns

SJVN.NS vs. SHREECEM.NS - Drawdown Comparison

The maximum SJVN.NS drawdown since its inception was -276.76%, which is greater than SHREECEM.NS's maximum drawdown of -79.68%. Use the drawdown chart below to compare losses from any high point for SJVN.NS and SHREECEM.NS.

Drawdown Indicators

	SJVN.NS	SHREECEM.NS	Difference
Max Drawdown Largest peak-to-trough decline	-276.76%	-79.68%	-197.08%
Max Drawdown (1Y) Largest decline over 1 year	-38.61%	-29.54%	-9.07%
Max Drawdown (5Y) Largest decline over 5 years	-57.30%	-42.94%	-14.36%
Max Drawdown (10Y) Largest decline over 10 years	-276.76%	-42.94%	-233.82%
Current Drawdown Current decline from peak	-180.24%	-28.30%	-151.94%
Average Drawdown Average peak-to-trough decline	-84.85%	-14.74%	-70.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.57%	13.38%	+6.19%

Volatility

SJVN.NS vs. SHREECEM.NS - Volatility Comparison

SJVN Limited (SJVN.NS) has a higher volatility of 14.52% compared to SHREE CEMENT LIMITED (SHREECEM.NS) at 10.40%. This indicates that SJVN.NS's price experiences larger fluctuations and is considered to be riskier than SHREECEM.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SJVN.NS	SHREECEM.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.52%	10.40%	+4.12%
Volatility (6M) Calculated over the trailing 6-month period	25.70%	14.84%	+10.86%
Volatility (1Y) Calculated over the trailing 1-year period	34.37%	20.43%	+13.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.69%	24.53%	+17.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.14%	27.51%	+26.63%

Financials