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^BSESN vs. QQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSESN and QQQ is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

^BSESN vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE SENSEX (^BSESN) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
226.94%
886.83%
^BSESN
QQQ

Key characteristics

Sharpe Ratio

^BSESN:

0.62

QQQ:

0.63

Sortino Ratio

^BSESN:

0.94

QQQ:

1.03

Omega Ratio

^BSESN:

1.13

QQQ:

1.14

Calmar Ratio

^BSESN:

0.61

QQQ:

0.70

Martin Ratio

^BSESN:

1.28

QQQ:

2.32

Ulcer Index

^BSESN:

7.20%

QQQ:

6.82%

Daily Std Dev

^BSESN:

14.80%

QQQ:

25.22%

Max Drawdown

^BSESN:

-60.91%

QQQ:

-82.98%

Current Drawdown

^BSESN:

-6.21%

QQQ:

-9.26%

Returns By Period

In the year-to-date period, ^BSESN achieves a 3.02% return, which is significantly higher than QQQ's -4.24% return. Over the past 10 years, ^BSESN has underperformed QQQ with an annualized return of 11.56%, while QQQ has yielded a comparatively higher 17.31% annualized return.


^BSESN

YTD

3.02%

1M

5.07%

6M

0.98%

1Y

7.90%

5Y*

19.23%

10Y*

11.56%

QQQ

YTD

-4.24%

1M

2.66%

6M

0.60%

1Y

15.21%

5Y*

18.90%

10Y*

17.31%

*Annualized

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Risk-Adjusted Performance

^BSESN vs. QQQ — Risk-Adjusted Performance Rank

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

^BSESN
The Risk-Adjusted Performance Rank of ^BSESN is 7070
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 5252
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6464
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.

^BSESN vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Invesco QQQ (QQQ). 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 chart of Sharpe ratio for ^BSESN, currently valued at 0.52, compared to the broader market-0.500.000.501.001.50
^BSESN: 0.52
QQQ: 0.34
The chart of Sortino ratio for ^BSESN, currently valued at 0.81, compared to the broader market-1.00-0.500.000.501.001.502.00
^BSESN: 0.81
QQQ: 0.65
The chart of Omega ratio for ^BSESN, currently valued at 1.12, compared to the broader market0.901.001.101.201.30
^BSESN: 1.12
QQQ: 1.09
The chart of Calmar ratio for ^BSESN, currently valued at 0.45, compared to the broader market-0.500.000.501.001.50
^BSESN: 0.45
QQQ: 0.38
The chart of Martin ratio for ^BSESN, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
^BSESN: 0.91
QQQ: 1.26

The current ^BSESN Sharpe Ratio is 0.62, which is comparable to the QQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ^BSESN and QQQ, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.52
0.34
^BSESN
QQQ

Drawdowns

^BSESN vs. QQQ - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ^BSESN and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.78%
-9.26%
^BSESN
QQQ

Volatility

^BSESN vs. QQQ - Volatility Comparison

The current volatility for S&P BSE SENSEX (^BSESN) is 6.73%, while Invesco QQQ (QQQ) has a volatility of 16.72%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
6.73%
16.72%
^BSESN
QQQ