TRENT.NS vs. ^NIFTY200

Last updated Apr 2, 2026

Compare and contrast key facts about Trent Limited (TRENT.NS) and NIFTY 200 (^NIFTY200).

Performance

TRENT.NS vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Trent Limited (TRENT.NS) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

TRENT.NS vs. ^NIFTY200 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRENT.NS Trent Limited	-17.59%	-39.88%	133.33%	126.40%	27.10%	54.99%	30.66%	45.92%	7.82%	68.90%
^NIFTY200 NIFTY 200	-12.48%	8.40%	13.63%	23.49%	3.65%	27.47%	15.62%	8.68%	-1.01%	33.43%

Returns By Period

In the year-to-date period, TRENT.NS achieves a -17.59% return, which is significantly lower than ^NIFTY200's -12.48% return. Over the past 10 years, TRENT.NS has outperformed ^NIFTY200 with an annualized return of 36.49%, while ^NIFTY200 has yielded a comparatively lower 12.14% annualized return.

TRENT.NS

• 1D: 6.90%
• 1M: -8.37%
• YTD: -17.59%
• 6M: -27.02%
• 1Y: -36.71%
• 3Y*: 37.02%
• 5Y*: 36.40%
• 10Y*: 36.49%

^NIFTY200

• 1D: 1.83%
• 1M: -8.69%
• YTD: -12.48%
• 6M: -8.19%
• 1Y: -0.69%
• 3Y*: 12.19%
• 5Y*: 10.35%
• 10Y*: 12.14%

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

Return for Risk

TRENT.NS vs. ^NIFTY200 — Risk / Return Rank

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

TRENT.NS

TRENT.NS Risk / Return Rank: 11
TRENT.NS Sharpe Ratio Rank: 4
TRENT.NS Sortino Ratio Rank: 7
TRENT.NS Omega Ratio Rank: 6
TRENT.NS Calmar Ratio Rank: 19
TRENT.NS Martin Ratio Rank: 18

^NIFTY200

^NIFTY200 Risk / Return Rank: 10
^NIFTY200 Sharpe Ratio Rank: 12
^NIFTY200 Sortino Ratio Rank: 11
^NIFTY200 Omega Ratio Rank: 11
^NIFTY200 Calmar Ratio Rank: 9
^NIFTY200 Martin Ratio Rank: 7

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.

TRENT.NS vs. ^NIFTY200 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trent Limited (TRENT.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.

	TRENT.NS	^NIFTY200	Difference
Sharpe ratio Return per unit of total volatility	-1.03	-0.05	-0.98
Sortino ratio Return per unit of downside risk	-1.36	0.03	-1.39
Omega ratio Gain probability vs. loss probability	0.81	1.00	-0.19
Calmar ratio Return relative to maximum drawdown	-0.64	-0.19	-0.45
Martin ratio Return relative to average drawdown	-1.20	-0.78	-0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRENT.NS vs. ^NIFTY200 - Sharpe Ratio Comparison

The current TRENT.NS Sharpe Ratio is -1.03, which is lower than the ^NIFTY200 Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of TRENT.NS and ^NIFTY200, 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

	TRENT.NS	^NIFTY200	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.03	-0.05	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	0.74	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.04	0.76	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.58	-0.22

Correlation

The correlation between TRENT.NS and ^NIFTY200 is 0.36, 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.

Drawdowns

TRENT.NS vs. ^NIFTY200 - Drawdown Comparison

The maximum TRENT.NS drawdown since its inception was -91.01%, which is greater than ^NIFTY200's maximum drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for TRENT.NS and ^NIFTY200.

Drawdown Indicators

	TRENT.NS	^NIFTY200	Difference
Max Drawdown Largest peak-to-trough decline	-91.01%	-64.04%	-26.97%
Max Drawdown (1Y) Largest decline over 1 year	-46.99%	-14.89%	-32.10%
Max Drawdown (5Y) Largest decline over 5 years	-59.91%	-18.15%	-41.76%
Max Drawdown (10Y) Largest decline over 10 years	-59.91%	-38.22%	-21.69%
Current Drawdown Current decline from peak	-57.14%	-13.99%	-43.15%
Average Drawdown Average peak-to-trough decline	-32.47%	-10.98%	-21.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.15%	3.60%	+21.55%

Volatility

TRENT.NS vs. ^NIFTY200 - Volatility Comparison

Trent Limited (TRENT.NS) has a higher volatility of 13.22% compared to NIFTY 200 (^NIFTY200) at 7.86%. This indicates that TRENT.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.

Volatility by Period

	TRENT.NS	^NIFTY200	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.22%	7.86%	+5.36%
Volatility (6M) Calculated over the trailing 6-month period	22.83%	10.66%	+12.17%
Volatility (1Y) Calculated over the trailing 1-year period	36.58%	14.45%	+22.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.22%	14.32%	+19.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.89%	16.24%	+19.65%