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TATASTEEL.NS vs. INCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TATASTEEL.NS vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Tata Steel Limited (TATASTEEL.NS) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

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TATASTEEL.NS vs. INCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATASTEEL.NS
Tata Steel Limited
7.90%33.33%1.13%27.47%6.92%76.99%40.02%-7.28%-23.86%90.31%
INCO
Columbia India Consumer ETF
-12.44%5.40%16.12%35.56%2.98%21.66%17.43%-1.79%-2.73%43.76%
Different Trading Currencies

TATASTEEL.NS is traded in INR, while INCO is traded in USD. To make them comparable, the INCO values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TATASTEEL.NS achieves a 7.90% return, which is significantly higher than INCO's -11.66% return. Over the past 10 years, TATASTEEL.NS has outperformed INCO with an annualized return of 23.46%, while INCO has yielded a comparatively lower 12.27% annualized return.


TATASTEEL.NS

1D
-0.36%
1M
-7.93%
YTD
7.90%
6M
15.86%
1Y
28.30%
3Y*
26.19%
5Y*
21.29%
10Y*
23.46%

INCO

1D
0.00%
1M
-7.96%
YTD
-11.66%
6M
-11.00%
1Y
-1.23%
3Y*
14.19%
5Y*
11.46%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TATASTEEL.NS vs. INCO — Risk / Return Rank

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

TATASTEEL.NS
TATASTEEL.NS Risk / Return Rank: 6868
Overall Rank
TATASTEEL.NS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TATASTEEL.NS Sortino Ratio Rank: 6464
Sortino Ratio Rank
TATASTEEL.NS Omega Ratio Rank: 6464
Omega Ratio Rank
TATASTEEL.NS Calmar Ratio Rank: 6868
Calmar Ratio Rank
TATASTEEL.NS Martin Ratio Rank: 7373
Martin Ratio Rank

INCO
INCO Risk / Return Rank: 44
Overall Rank
INCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 33
Sortino Ratio Rank
INCO Omega Ratio Rank: 33
Omega Ratio Rank
INCO Calmar Ratio Rank: 66
Calmar Ratio Rank
INCO Martin Ratio Rank: 22
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.

TATASTEEL.NS vs. INCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tata Steel Limited (TATASTEEL.NS) and Columbia India Consumer ETF (INCO). 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.


TATASTEEL.NSINCODifference

Sharpe ratio

Return per unit of total volatility

0.95

-0.08

+1.03

Sortino ratio

Return per unit of downside risk

1.40

-0.02

+1.42

Omega ratio

Gain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratio

Return relative to maximum drawdown

1.50

0.04

+1.46

Martin ratio

Return relative to average drawdown

4.61

0.15

+4.46

TATASTEEL.NS vs. INCO - Sharpe Ratio Comparison

The current TATASTEEL.NS Sharpe Ratio is 0.95, which is higher than the INCO Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of TATASTEEL.NS and INCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TATASTEEL.NSINCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

-0.08

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.77

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.69

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.77

-0.51

Correlation

The correlation between TATASTEEL.NS and INCO 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.


Dividends

TATASTEEL.NS vs. INCO - Dividend Comparison

TATASTEEL.NS's dividend yield for the trailing twelve months is around 1.85%, while INCO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TATASTEEL.NS
Tata Steel Limited
1.85%2.00%2.61%2.58%4.52%2.25%1.56%2.76%1.92%1.37%2.05%3.09%
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%

Drawdowns

TATASTEEL.NS vs. INCO - Drawdown Comparison

The maximum TATASTEEL.NS drawdown since its inception was -83.62%, which is greater than INCO's maximum drawdown of -39.09%. Use the drawdown chart below to compare losses from any high point for TATASTEEL.NS and INCO.


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Drawdown Indicators


TATASTEEL.NSINCODifference

Max Drawdown

Largest peak-to-trough decline

-83.62%

-47.69%

-35.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.22%

-21.37%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-41.80%

-29.98%

-11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-64.42%

-47.69%

-16.73%

Current Drawdown

Current decline from peak

-9.77%

-27.93%

+18.16%

Average Drawdown

Average peak-to-trough decline

-35.07%

-10.43%

-24.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

6.30%

-0.41%

Volatility

TATASTEEL.NS vs. INCO - Volatility Comparison

Tata Steel Limited (TATASTEEL.NS) has a higher volatility of 14.06% compared to Columbia India Consumer ETF (INCO) at 5.90%. This indicates that TATASTEEL.NS's price experiences larger fluctuations and is considered to be riskier than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TATASTEEL.NSINCODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.06%

5.90%

+8.16%

Volatility (6M)

Calculated over the trailing 6-month period

22.17%

10.39%

+11.78%

Volatility (1Y)

Calculated over the trailing 1-year period

30.48%

14.80%

+15.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.09%

14.92%

+17.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.26%

17.74%

+17.52%