TATAMOTORS.NS vs. ^NDX
Compare and contrast key facts about Tata Motors Limited (TATAMOTORS.NS) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATAMOTORS.NS or ^NDX.
Key characteristics
| TATAMOTORS.NS | ^NDX | |
|---|---|---|
| YTD Return | -0.35% | 24.19% |
| 1Y Return | 15.66% | 32.11% |
| 3Y Return (Ann) | 15.80% | 8.91% |
| 5Y Return (Ann) | 36.30% | 20.29% |
| 10Y Return (Ann) | 3.81% | 17.40% |
| Sharpe Ratio | 0.68 | 1.84 |
| Sortino Ratio | 1.07 | 2.47 |
| Omega Ratio | 1.14 | 1.33 |
| Calmar Ratio | 0.58 | 2.37 |
| Martin Ratio | 1.78 | 8.56 |
| Ulcer Index | 10.80% | 3.76% |
| Daily Std Dev | 28.35% | 17.44% |
| Max Drawdown | -90.57% | -82.90% |
| Current Drawdown | -33.36% | -1.04% |
Correlation
The correlation between TATAMOTORS.NS and ^NDX is 0.14, 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. ^NDX - Performance Comparison
In the year-to-date period, TATAMOTORS.NS achieves a -0.35% return, which is significantly lower than ^NDX's 24.19% return. Over the past 10 years, TATAMOTORS.NS has underperformed ^NDX with an annualized return of 3.81%, while ^NDX has yielded a comparatively higher 17.40% 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. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Motors Limited (TATAMOTORS.NS) and NASDAQ 100 (^NDX). 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.
Drawdowns
TATAMOTORS.NS vs. ^NDX - Drawdown Comparison
The maximum TATAMOTORS.NS drawdown since its inception was -90.57%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for TATAMOTORS.NS and ^NDX. For additional features, visit the drawdowns tool.
Volatility
TATAMOTORS.NS vs. ^NDX - Volatility Comparison
Tata Motors Limited (TATAMOTORS.NS) has a higher volatility of 7.46% compared to NASDAQ 100 (^NDX) at 4.99%. This indicates that TATAMOTORS.NS's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.