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

Correlation

The correlation between ^BSESN and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE SENSEX (^BSESN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
218.97%
461.81%
^BSESN
VOO

Key characteristics

Sharpe Ratio

^BSESN:

0.51

VOO:

0.54

Sortino Ratio

^BSESN:

0.79

VOO:

0.88

Omega Ratio

^BSESN:

1.11

VOO:

1.13

Calmar Ratio

^BSESN:

0.50

VOO:

0.55

Martin Ratio

^BSESN:

1.06

VOO:

2.27

Ulcer Index

^BSESN:

7.16%

VOO:

4.55%

Daily Std Dev

^BSESN:

14.84%

VOO:

19.19%

Max Drawdown

^BSESN:

-60.91%

VOO:

-33.99%

Current Drawdown

^BSESN:

-7.72%

VOO:

-9.90%

Returns By Period

In the year-to-date period, ^BSESN achieves a 1.37% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, ^BSESN has underperformed VOO with an annualized return of 11.47%, while VOO has yielded a comparatively higher 12.12% annualized return.


^BSESN

YTD

1.37%

1M

2.07%

6M

-0.24%

1Y

7.44%

5Y*

20.32%

10Y*

11.47%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

^BSESN vs. VOO — 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 6565
Overall Rank
The Sharpe Ratio Rank of ^BSESN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSESN is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^BSESN is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^BSESN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^BSESN is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Vanguard S&P 500 ETF (VOO). 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 0.31, compared to the broader market-0.500.000.501.001.50
^BSESN: 0.31
VOO: 0.42
The chart of Sortino ratio for ^BSESN, currently valued at 0.54, compared to the broader market-1.00-0.500.000.501.001.502.00
^BSESN: 0.54
VOO: 0.71
The chart of Omega ratio for ^BSESN, currently valued at 1.08, compared to the broader market0.901.001.101.201.30
^BSESN: 1.08
VOO: 1.11
The chart of Calmar ratio for ^BSESN, currently valued at 0.27, compared to the broader market-0.500.000.501.00
^BSESN: 0.27
VOO: 0.42
The chart of Martin ratio for ^BSESN, currently valued at 0.55, compared to the broader market0.002.004.006.00
^BSESN: 0.55
VOO: 1.73

The current ^BSESN Sharpe Ratio is 0.51, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ^BSESN and VOO, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.31
0.42
^BSESN
VOO

Drawdowns

^BSESN vs. VOO - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^BSESN and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.02%
-9.90%
^BSESN
VOO

Volatility

^BSESN vs. VOO - Volatility Comparison

The current volatility for S&P BSE SENSEX (^BSESN) is 6.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
6.97%
13.96%
^BSESN
VOO