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^BSE500 vs. INDA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSE500 and INDA is 0.22, 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.


Performance

^BSE500 vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE-500 (^BSE500) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^BSE500:

0.52

INDA:

0.29

Sortino Ratio

^BSE500:

0.97

INDA:

0.57

Omega Ratio

^BSE500:

1.14

INDA:

1.08

Calmar Ratio

^BSE500:

0.59

INDA:

0.30

Martin Ratio

^BSE500:

1.27

INDA:

0.62

Ulcer Index

^BSE500:

8.84%

INDA:

8.96%

Daily Std Dev

^BSE500:

17.07%

INDA:

16.53%

Max Drawdown

^BSE500:

-38.39%

INDA:

-45.06%

Current Drawdown

^BSE500:

-6.89%

INDA:

-7.00%

Returns By Period

In the year-to-date period, ^BSE500 achieves a 2.18% return, which is significantly lower than INDA's 3.84% return. Over the past 10 years, ^BSE500 has outperformed INDA with an annualized return of 12.82%, while INDA has yielded a comparatively lower 7.19% annualized return.


^BSE500

YTD

2.18%

1M

5.42%

6M

3.92%

1Y

8.09%

5Y*

26.02%

10Y*

12.82%

INDA

YTD

3.84%

1M

4.59%

6M

3.84%

1Y

3.94%

5Y*

17.57%

10Y*

7.19%

*Annualized

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Risk-Adjusted Performance

^BSE500 vs. INDA — Risk-Adjusted Performance Rank

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

^BSE500
The Risk-Adjusted Performance Rank of ^BSE500 is 5353
Overall Rank
The Sharpe Ratio Rank of ^BSE500 is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE500 is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE500 is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE500 is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE500 is 3939
Martin Ratio Rank

INDA
The Risk-Adjusted Performance Rank of INDA is 3131
Overall Rank
The Sharpe Ratio Rank of INDA is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of INDA is 3232
Sortino Ratio Rank
The Omega Ratio Rank of INDA is 3232
Omega Ratio Rank
The Calmar Ratio Rank of INDA is 3636
Calmar Ratio Rank
The Martin Ratio Rank of INDA is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^BSE500 vs. INDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) and iShares MSCI India ETF (INDA). 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 ^BSE500 Sharpe Ratio is 0.52, which is higher than the INDA Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of ^BSE500 and INDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

^BSE500 vs. INDA - Drawdown Comparison

The maximum ^BSE500 drawdown since its inception was -38.39%, smaller than the maximum INDA drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and INDA. For additional features, visit the drawdowns tool.


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Volatility

^BSE500 vs. INDA - Volatility Comparison

The current volatility for S&P BSE-500 (^BSE500) is 5.31%, while iShares MSCI India ETF (INDA) has a volatility of 6.68%. This indicates that ^BSE500 experiences smaller price fluctuations and is considered to be less risky than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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