TCS.NS vs. ^BSESN
Compare and contrast key facts about Tata Consultancy Services Limited (TCS.NS) and S&P BSE SENSEX (^BSESN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCS.NS or ^BSESN.
Key characteristics
| TCS.NS | ^BSESN | |
|---|---|---|
| YTD Return | 16.21% | 15.53% |
| 1Y Return | 22.56% | 23.47% |
| 3Y Return (Ann) | 6.73% | 12.37% |
| 5Y Return (Ann) | 19.08% | 17.27% |
| 10Y Return (Ann) | 14.96% | 12.13% |
| Sharpe Ratio | 1.34 | 1.78 |
| Daily Std Dev | 20.80% | 13.32% |
| Max Drawdown | -65.15% | -60.91% |
| Current Drawdown | -4.56% | 0.00% |
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.
Performance
TCS.NS vs. ^BSESN - Performance Comparison
The year-to-date returns for both stocks are quite close, with TCS.NS having a 16.21% return and ^BSESN slightly lower at 15.53%. Over the past 10 years, TCS.NS has outperformed ^BSESN with an annualized return of 14.96%, while ^BSESN has yielded a comparatively lower 12.13% 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
TCS.NS vs. ^BSESN - Risk-Adjusted Performance 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.
Drawdowns
TCS.NS vs. ^BSESN - Drawdown Comparison
The maximum TCS.NS drawdown since its inception was -65.15%, 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. For additional features, visit the drawdowns tool.
Volatility
TCS.NS vs. ^BSESN - Volatility Comparison
Tata Consultancy Services Limited (TCS.NS) has a higher volatility of 3.94% compared to S&P BSE SENSEX (^BSESN) at 2.59%. 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.