^BSE500 vs. ^BSESN
Compare and contrast key facts about S&P BSE-500 (^BSE500) and S&P BSE SENSEX (^BSESN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSE500 or ^BSESN.
Key characteristics
| ^BSE500 | ^BSESN | |
|---|---|---|
| YTD Return | 22.62% | 15.53% |
| 1Y Return | 34.92% | 23.47% |
| 3Y Return (Ann) | 16.47% | 12.37% |
| 5Y Return (Ann) | 21.06% | 17.27% |
| 10Y Return (Ann) | 13.98% | 12.13% |
| Sharpe Ratio | 2.66 | 1.78 |
| Daily Std Dev | 14.15% | 13.32% |
| Max Drawdown | -38.39% | -60.91% |
| Current Drawdown | -0.37% | 0.00% |
Correlation
The correlation between ^BSE500 and ^BSESN is 0.97, 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.
Performance
^BSE500 vs. ^BSESN - Performance Comparison
In the year-to-date period, ^BSE500 achieves a 22.62% return, which is significantly higher than ^BSESN's 15.53% return. Over the past 10 years, ^BSE500 has outperformed ^BSESN with an annualized return of 13.98%, while ^BSESN has yielded a comparatively lower 12.13% 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
^BSE500 vs. ^BSESN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-500 (^BSE500) and S&P BSE SENSEX (^BSESN). 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
^BSE500 vs. ^BSESN - Drawdown Comparison
The maximum ^BSE500 drawdown since its inception was -38.39%, smaller than the maximum ^BSESN drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for ^BSE500 and ^BSESN. For additional features, visit the drawdowns tool.
Volatility
^BSE500 vs. ^BSESN - Volatility Comparison
The current volatility for S&P BSE-500 (^BSE500) is 2.28%, while S&P BSE SENSEX (^BSESN) has a volatility of 2.59%. This indicates that ^BSE500 experiences smaller price fluctuations and is considered to be less risky than ^BSESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.