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^BSE100 vs. ^NIFTY500
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSE100 and ^NIFTY500 is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

^BSE100 vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE-100 (^BSE100) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

240.00%260.00%280.00%300.00%320.00%340.00%JulyAugustSeptemberOctoberNovemberDecember
241.17%
288.87%
^BSE100
^NIFTY500

Key characteristics

Sharpe Ratio

^BSE100:

0.88

^NIFTY500:

1.05

Sortino Ratio

^BSE100:

1.23

^NIFTY500:

1.39

Omega Ratio

^BSE100:

1.19

^NIFTY500:

1.22

Calmar Ratio

^BSE100:

1.14

^NIFTY500:

1.43

Martin Ratio

^BSE100:

3.52

^NIFTY500:

4.57

Ulcer Index

^BSE100:

3.53%

^NIFTY500:

3.43%

Daily Std Dev

^BSE100:

14.09%

^NIFTY500:

14.81%

Max Drawdown

^BSE100:

-38.32%

^NIFTY500:

-68.02%

Current Drawdown

^BSE100:

-9.57%

^NIFTY500:

-8.89%

Returns By Period

In the year-to-date period, ^BSE100 achieves a 11.86% return, which is significantly lower than ^NIFTY500's 14.88% return. Over the past 10 years, ^BSE100 has underperformed ^NIFTY500 with an annualized return of 11.83%, while ^NIFTY500 has yielded a comparatively higher 13.02% annualized return.


^BSE100

YTD

11.86%

1M

0.76%

6M

0.52%

1Y

14.48%

5Y*

15.37%

10Y*

11.83%

^NIFTY500

YTD

14.88%

1M

1.43%

6M

0.37%

1Y

17.83%

5Y*

17.81%

10Y*

13.02%

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Risk-Adjusted Performance

^BSE100 vs. ^NIFTY500 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) and Nifty 500 (^NIFTY500). 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.


Sharpe ratio
The chart of Sharpe ratio for ^BSE100, currently valued at 0.70, compared to the broader market0.001.002.000.700.87
The chart of Sortino ratio for ^BSE100, currently valued at 1.00, compared to the broader market-1.000.001.002.003.001.001.19
The chart of Omega ratio for ^BSE100, currently valued at 1.15, compared to the broader market0.901.001.101.201.301.401.151.18
The chart of Calmar ratio for ^BSE100, currently valued at 0.85, compared to the broader market0.001.002.003.000.851.11
The chart of Martin ratio for ^BSE100, currently valued at 2.60, compared to the broader market0.005.0010.0015.0020.002.603.48
^BSE100
^NIFTY500

The current ^BSE100 Sharpe Ratio is 0.88, which is comparable to the ^NIFTY500 Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ^BSE100 and ^NIFTY500, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.70
0.87
^BSE100
^NIFTY500

Drawdowns

^BSE100 vs. ^NIFTY500 - Drawdown Comparison

The maximum ^BSE100 drawdown since its inception was -38.32%, smaller than the maximum ^NIFTY500 drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and ^NIFTY500. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.07%
-10.41%
^BSE100
^NIFTY500

Volatility

^BSE100 vs. ^NIFTY500 - Volatility Comparison

S&P BSE-100 (^BSE100) has a higher volatility of 4.91% compared to Nifty 500 (^NIFTY500) at 4.62%. This indicates that ^BSE100's price experiences larger fluctuations and is considered to be riskier than ^NIFTY500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.91%
4.62%
^BSE100
^NIFTY500
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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