TCS.NS vs. ^BSESN

Last updated Apr 2, 2026

Compare and contrast key facts about Tata Consultancy Services Limited (TCS.NS) and S&P BSE SENSEX (^BSESN).

Performance

TCS.NS vs. ^BSESN - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Tata Consultancy Services Limited (TCS.NS) and S&P BSE SENSEX (^BSESN). The values are adjusted to include any dividend payments, if applicable.

TCS.NS vs. ^BSESN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TCS.NS Tata Consultancy Services Limited	-23.52%	-18.98%	10.01%	20.64%	-11.68%	32.01%	34.97%	18.23%	41.33%	14.19%
^BSESN S&P BSE SENSEX	-14.18%	9.06%	8.17%	18.74%	4.44%	21.99%	15.75%	14.38%	5.91%	27.91%

Returns By Period

In the year-to-date period, TCS.NS achieves a -23.52% return, which is significantly lower than ^BSESN's -14.18% return. Over the past 10 years, TCS.NS has underperformed ^BSESN with an annualized return of 9.06%, while ^BSESN has yielded a comparatively higher 11.21% annualized return.

TCS.NS

• 1D: 2.09%
• 1M: -7.86%
• YTD: -23.52%
• 6M: -15.55%
• 1Y: -29.83%
• 3Y*: -6.52%
• 5Y*: -2.85%
• 10Y*: 9.06%

^BSESN

• 1D: 1.65%
• 1M: -8.85%
• YTD: -14.18%
• 6M: -9.69%
• 1Y: -3.80%
• 3Y*: 7.43%
• 5Y*: 7.89%
• 10Y*: 11.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TCS.NS vs. ^BSESN — Risk / Return Rank

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

TCS.NS

TCS.NS Risk / Return Rank: 2
TCS.NS Sharpe Ratio Rank: 1
TCS.NS Sortino Ratio Rank: 2
TCS.NS Omega Ratio Rank: 3
TCS.NS Calmar Ratio Rank: 3
TCS.NS Martin Ratio Rank: 1

^BSESN

^BSESN Risk / Return Rank: 5
^BSESN Sharpe Ratio Rank: 6
^BSESN Sortino Ratio Rank: 6
^BSESN Omega Ratio Rank: 6
^BSESN Calmar Ratio Rank: 6
^BSESN Martin Ratio Rank: 3

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.

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 ratio Return per unit of total volatility	-1.40	-0.29	-1.12
Sortino ratio Return per unit of downside risk	-1.97	-0.31	-1.67
Omega ratio Gain probability vs. loss probability	0.76	0.96	-0.21
Calmar ratio Return relative to maximum drawdown	-0.97	-0.28	-0.69
Martin ratio Return relative to average drawdown	-2.22	-1.13	-1.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TCS.NS vs. ^BSESN - Sharpe Ratio Comparison

The current TCS.NS Sharpe Ratio is -1.40, which is lower than the ^BSESN Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of TCS.NS and ^BSESN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TCS.NS	^BSESN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.40	-0.29	-1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.58	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.70	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.47	-0.04

Correlation

The correlation between TCS.NS and ^BSESN is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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.

Drawdown Indicators

	TCS.NS	^BSESN	Difference
Max Drawdown Largest peak-to-trough decline	-66.36%	-60.91%	-5.45%
Max Drawdown (1Y) Largest decline over 1 year	-32.68%	-16.11%	-16.57%
Max Drawdown (5Y) Largest decline over 5 years	-45.36%	-16.85%	-28.51%
Max Drawdown (10Y) Largest decline over 10 years	-45.36%	-38.07%	-7.29%
Current Drawdown Current decline from peak	-44.15%	-14.80%	-29.35%
Average Drawdown Average peak-to-trough decline	-13.30%	-13.76%	+0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.33%	4.04%	+10.29%

Volatility

TCS.NS vs. ^BSESN - Volatility Comparison

The current volatility for Tata Consultancy Services Limited (TCS.NS) is 5.92%, while S&P BSE SENSEX (^BSESN) has a volatility of 7.42%. This indicates that TCS.NS experiences smaller price fluctuations and is considered to be less risky than ^BSESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCS.NS	^BSESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	7.42%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	16.42%	9.89%	+6.53%
Volatility (1Y) Calculated over the trailing 1-year period	21.42%	13.39%	+8.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.95%	13.79%	+7.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.61%	16.29%	+7.32%