^BSE200 vs. ^GSPC

In the year-to-date period, ^BSE200 achieves a 2.79% return, which is significantly higher than ^GSPC's 0.51% return. Over the past 10 years, ^BSE200 has outperformed ^GSPC with an annualized return of 12.53%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P BSE-200 (^BSE200) and S&P 500 (^GSPC). 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.

The current ^BSE200 Sharpe Ratio is 0.48, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ^BSE200 and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^BSE200 drawdown since its inception was -38.11%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^BSE200 and ^GSPC.

S&P BSE-200 (^BSE200) has a higher volatility of 5.07% compared to S&P 500 (^GSPC) at 4.77%. This indicates that ^BSE200's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.