TCS.NS vs. ^NIFTY200
Compare and contrast key facts about Tata Consultancy Services Limited (TCS.NS) and NIFTY 200 (^NIFTY200).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCS.NS or ^NIFTY200.
Key characteristics
| TCS.NS | ^NIFTY200 | |
|---|---|---|
| YTD Return | 16.21% | 21.88% |
| 1Y Return | 22.56% | 33.98% |
| 3Y Return (Ann) | 6.73% | 15.69% |
| 5Y Return (Ann) | 19.08% | 19.96% |
| 10Y Return (Ann) | 14.96% | 13.47% |
| Sharpe Ratio | 1.34 | 2.61 |
| Daily Std Dev | 20.80% | 14.10% |
| Max Drawdown | -65.15% | -64.04% |
| Current Drawdown | -4.56% | -0.28% |
Correlation
The correlation between TCS.NS and ^NIFTY200 is 0.47, 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. ^NIFTY200 - Performance Comparison
In the year-to-date period, TCS.NS achieves a 16.21% return, which is significantly lower than ^NIFTY200's 21.88% return. Over the past 10 years, TCS.NS has outperformed ^NIFTY200 with an annualized return of 14.96%, while ^NIFTY200 has yielded a comparatively lower 13.47% 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. ^NIFTY200 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Consultancy Services Limited (TCS.NS) and NIFTY 200 (^NIFTY200). 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. ^NIFTY200 - Drawdown Comparison
The maximum TCS.NS drawdown since its inception was -65.15%, roughly equal to the maximum ^NIFTY200 drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for TCS.NS and ^NIFTY200. For additional features, visit the drawdowns tool.
Volatility
TCS.NS vs. ^NIFTY200 - Volatility Comparison
Tata Consultancy Services Limited (TCS.NS) has a higher volatility of 4.02% compared to NIFTY 200 (^NIFTY200) at 2.45%. This indicates that TCS.NS's price experiences larger fluctuations and is considered to be riskier than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.