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SUZLON.NS vs. ^NIFTY200
Performance
Return for Risk
Drawdowns
Volatility

Performance

SUZLON.NS vs. ^NIFTY200 - Performance Comparison

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

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Returns By Period

In the year-to-date period, SUZLON.NS achieves a 5.60% return, which is significantly higher than ^NIFTY200's -6.77% return. Over the past 10 years, SUZLON.NS has outperformed ^NIFTY200 with an annualized return of 13.63%, while ^NIFTY200 has yielded a comparatively lower 12.20% annualized return.


SUZLON.NS

1D
2.24%
1M
2.39%
YTD
5.60%
6M
7.50%
1Y
-16.70%
3Y*
69.61%
5Y*
49.90%
10Y*
13.63%

^NIFTY200

1D
0.16%
1M
-2.93%
YTD
-6.77%
6M
-6.82%
1Y
-2.14%
3Y*
11.52%
5Y*
10.29%
10Y*
12.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUZLON.NS vs. ^NIFTY200 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUZLON.NS
Suzlon Energy Limited
5.60%-15.35%62.88%260.38%3.92%59.38%245.95%-65.74%-65.27%12.68%
^NIFTY200
NIFTY 200
-6.77%8.40%13.63%23.49%3.65%27.47%15.62%8.68%-1.01%33.43%

Correlation

The correlation between SUZLON.NS and ^NIFTY200 is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.45

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

0.40

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2005

0.47

The correlation between SUZLON.NS and ^NIFTY200 shifts across timeframes, from 0.36 (10 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SUZLON.NS
SUZLON.NS Risk / Return Rank: 2222
Overall Rank
SUZLON.NS Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SUZLON.NS Sortino Ratio Rank: 1818
Sortino Ratio Rank
SUZLON.NS Omega Ratio Rank: 1919
Omega Ratio Rank
SUZLON.NS Calmar Ratio Rank: 2828
Calmar Ratio Rank
SUZLON.NS Martin Ratio Rank: 2828
Martin Ratio Rank

^NIFTY200
^NIFTY200 Risk / Return Rank: 77
Overall Rank
^NIFTY200 Sharpe Ratio Rank: 77
Sharpe Ratio Rank
^NIFTY200 Sortino Ratio Rank: 66
Sortino Ratio Rank
^NIFTY200 Omega Ratio Rank: 66
Omega Ratio Rank
^NIFTY200 Calmar Ratio Rank: 99
Calmar Ratio Rank
^NIFTY200 Martin Ratio Rank: 88
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.

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

This table presents a comparison of risk-adjusted performance metrics for Suzlon Energy Limited (SUZLON.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.


SUZLON.NS^NIFTY200Difference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

0.93

0.99

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.11

-0.28

Martin ratioReturn relative to average drawdown

-0.72

-0.35

-0.37

SUZLON.NS vs. ^NIFTY200 - Sharpe Ratio Comparison

The current SUZLON.NS Sharpe Ratio is -0.52, which is lower than the ^NIFTY200 Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of SUZLON.NS and ^NIFTY200, 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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Sharpe Ratios by Period


SUZLON.NS^NIFTY200Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

-0.12

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.73

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.76

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.59

-0.66

Drawdowns

SUZLON.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum SUZLON.NS drawdown since its inception was -99.61%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for SUZLON.NS and ^NIFTY200.


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Drawdown Indicators


SUZLON.NS^NIFTY200Difference

Max Drawdown

Largest peak-to-trough decline

-99.61%

-64.04%

-35.57%

Max Drawdown (1Y)

Largest decline over 1 year

-42.07%

-14.89%

-27.18%

Max Drawdown (3Y)

Largest decline over 3 years

-53.29%

-18.08%

-35.21%

Max Drawdown (5Y)

Largest decline over 5 years

-53.29%

-18.15%

-35.14%

Max Drawdown (10Y)

Largest decline over 10 years

-91.76%

-38.22%

-53.54%

Current Drawdown

Current decline from peak

-87.74%

-8.38%

-79.36%

Average Drawdown

Average peak-to-trough decline

-83.23%

-10.96%

-72.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.94%

4.62%

+18.32%

Volatility

SUZLON.NS vs. ^NIFTY200 - Volatility Comparison

Suzlon Energy Limited (SUZLON.NS) has a higher volatility of 10.74% compared to NIFTY 200 (^NIFTY200) at 4.01%. This indicates that SUZLON.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.


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Volatility by Period


SUZLON.NS^NIFTY200Difference

Volatility (1M)

Calculated over the trailing 1-month period

10.74%

4.01%

+6.73%

Volatility (6M)

Calculated over the trailing 6-month period

25.54%

12.10%

+13.44%

Volatility (1Y)

Calculated over the trailing 1-year period

31.95%

13.72%

+18.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.09%

14.32%

+36.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.56%

16.28%

+40.28%

Frequently Asked Questions


SUZLON.NS and ^NIFTY200 have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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