TCS.NS vs. ^BSESN
TCS.NS (Tata Consultancy Services Limited) is a stock, while ^BSESN (S&P BSE SENSEX) is an index. Over the past 10 years, TCS.NS returned 7.75%/yr vs 10.75%/yr for ^BSESN. At a 0.50 correlation, their price movements are largely independent.
Performance
TCS.NS vs. ^BSESN - Performance Comparison
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Returns By Period
In the year-to-date period, TCS.NS achieves a -27.87% return, which is significantly lower than ^BSESN's -12.74% return. Over the past 10 years, TCS.NS has underperformed ^BSESN with an annualized return of 7.75%, while ^BSESN has yielded a comparatively higher 10.75% annualized return.
TCS.NS
- 1D
- -0.03%
- 1M
- -6.42%
- YTD
- -27.87%
- 6M
- -28.38%
- 1Y
- -31.11%
- 3Y*
- -9.11%
- 5Y*
- -3.94%
- 10Y*
- 7.75%
^BSESN
- 1D
- 0.02%
- 1M
- -3.45%
- YTD
- -12.74%
- 6M
- -12.79%
- 1Y
- -8.20%
- 3Y*
- 5.80%
- 5Y*
- 7.37%
- 10Y*
- 10.75%
TCS.NS vs. ^BSESN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCS.NS Tata Consultancy Services Limited | -27.87% | -18.98% | 10.01% | 20.64% | -11.68% | 32.01% | 34.97% | 18.23% | 41.33% | 14.19% |
^BSESN S&P BSE SENSEX | -12.74% | 9.06% | 8.17% | 18.74% | 4.44% | 21.99% | 15.75% | 14.38% | 5.91% | 27.91% |
Correlation
The correlation between TCS.NS and ^BSESN is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2004 | 0.50 |
The correlation between TCS.NS and ^BSESN shifts across timeframes, from 0.41 (10 years) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TCS.NS vs. ^BSESN — Risk / Return Rank
TCS.NS
^BSESN
TCS.NS vs. ^BSESN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Consultancy Services Limited (TCS.NS) and S&P BSE SENSEX (^BSESN). 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.
| TCS.NS | ^BSESN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.90 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.52 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.75 | -1.36 | -0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TCS.NS | ^BSESN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.29 | -0.64 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.54 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.67 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.47 | -0.05 |
Drawdowns
TCS.NS vs. ^BSESN - Drawdown Comparison
The maximum TCS.NS drawdown since its inception was -66.36%, which is greater than ^BSESN's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for TCS.NS and ^BSESN.
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Drawdown Indicators
| TCS.NS | ^BSESN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.36% | -60.91% | -5.45% |
Max Drawdown (1Y)Largest decline over 1 year | -34.48% | -16.11% | -18.37% |
Max Drawdown (3Y)Largest decline over 3 years | -47.91% | -16.18% | -31.73% |
Max Drawdown (5Y)Largest decline over 5 years | -47.91% | -16.85% | -31.06% |
Max Drawdown (10Y)Largest decline over 10 years | -47.91% | -38.07% | -9.84% |
Current DrawdownCurrent decline from peak | -47.32% | -13.37% | -33.95% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -13.75% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.80% | 6.09% | +11.71% |
Volatility
TCS.NS vs. ^BSESN - Volatility Comparison
Tata Consultancy Services Limited (TCS.NS) has a higher volatility of 12.42% compared to S&P BSE SENSEX (^BSESN) at 3.67%. This indicates that TCS.NS's price experiences larger fluctuations and is considered to be riskier than ^BSESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCS.NS | ^BSESN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.42% | 3.67% | +8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 11.59% | +9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.20% | 13.10% | +11.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 13.82% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 16.34% | +7.58% |
Frequently Asked Questions
TCS.NS and ^BSESN have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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