^BSESN vs. SPY
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSESN or SPY.
Correlation
The correlation between ^BSESN and SPY is 0.17, 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
^BSESN vs. SPY - Performance Comparison
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Key characteristics
^BSESN:
0.78
SPY:
0.69
^BSESN:
1.33
SPY:
1.17
^BSESN:
1.19
SPY:
1.18
^BSESN:
0.92
SPY:
0.80
^BSESN:
1.89
SPY:
3.08
^BSESN:
7.25%
SPY:
4.88%
^BSESN:
15.41%
SPY:
20.26%
^BSESN:
-60.91%
SPY:
-55.19%
^BSESN:
-4.08%
SPY:
-2.76%
Returns By Period
In the year-to-date period, ^BSESN achieves a 5.36% return, which is significantly higher than SPY's 1.69% return. Over the past 10 years, ^BSESN has underperformed SPY with an annualized return of 11.72%, while SPY has yielded a comparatively higher 12.78% annualized return.
^BSESN
5.36%
4.81%
6.12%
11.38%
22.79%
11.72%
SPY
1.69%
12.88%
2.09%
13.66%
16.78%
12.78%
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Risk-Adjusted Performance
^BSESN vs. SPY — Risk-Adjusted Performance Rank
^BSESN
SPY
^BSESN vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and SPDR S&P 500 ETF (SPY). 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.
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Drawdowns
^BSESN vs. SPY - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^BSESN and SPY. For additional features, visit the drawdowns tool.
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Volatility
^BSESN vs. SPY - Volatility Comparison
The current volatility for S&P BSE SENSEX (^BSESN) is 5.18%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.51%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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