TATAMOTORS.NS vs. NFTY
Compare and contrast key facts about Tata Motors Limited (TATAMOTORS.NS) and First Trust India NIFTY 50 Equal Weight ETF (NFTY).
NFTY is a passively managed fund by First Trust that tracks the performance of the NIFTY 50 Equal Weight Index. It was launched on Feb 14, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATAMOTORS.NS or NFTY.
Key characteristics
| TATAMOTORS.NS | NFTY | |
|---|---|---|
| YTD Return | 3.56% | 10.67% |
| 1Y Return | 23.54% | 22.59% |
| 3Y Return (Ann) | 17.16% | 8.22% |
| 5Y Return (Ann) | 37.19% | 13.71% |
| 10Y Return (Ann) | 4.68% | 7.55% |
| Sharpe Ratio | 0.90 | 1.54 |
| Sortino Ratio | 1.33 | 2.08 |
| Omega Ratio | 1.18 | 1.29 |
| Calmar Ratio | 0.82 | 2.62 |
| Martin Ratio | 2.47 | 8.87 |
| Ulcer Index | 10.20% | 2.68% |
| Daily Std Dev | 28.24% | 15.50% |
| Max Drawdown | -90.57% | -47.67% |
| Current Drawdown | -30.75% | -8.80% |
Correlation
The correlation between TATAMOTORS.NS and NFTY is 0.29, 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.
Performance
TATAMOTORS.NS vs. NFTY - Performance Comparison
In the year-to-date period, TATAMOTORS.NS achieves a 3.56% return, which is significantly lower than NFTY's 10.67% return. Over the past 10 years, TATAMOTORS.NS has underperformed NFTY with an annualized return of 4.68%, while NFTY has yielded a comparatively higher 7.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TATAMOTORS.NS vs. NFTY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Motors Limited (TATAMOTORS.NS) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.
Dividends
TATAMOTORS.NS vs. NFTY - Dividend Comparison
TATAMOTORS.NS's dividend yield for the trailing twelve months is around 0.37%, more than NFTY's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATAMOTORS.NS Tata Motors Limited | 0.37% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.40% | 0.53% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | 0.23% | 0.13% | 5.89% | 1.53% | 0.61% | 0.97% | 0.00% | 4.10% | 3.28% | 4.40% | 0.52% | 1.72% |
Drawdowns
TATAMOTORS.NS vs. NFTY - Drawdown Comparison
The maximum TATAMOTORS.NS drawdown since its inception was -90.57%, which is greater than NFTY's maximum drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for TATAMOTORS.NS and NFTY. For additional features, visit the drawdowns tool.
Volatility
TATAMOTORS.NS vs. NFTY - Volatility Comparison
Tata Motors Limited (TATAMOTORS.NS) has a higher volatility of 7.04% compared to First Trust India NIFTY 50 Equal Weight ETF (NFTY) at 3.73%. This indicates that TATAMOTORS.NS's price experiences larger fluctuations and is considered to be riskier than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.