^BSESN vs. ^BSE500
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) and S&P BSE-500 (^BSE500).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSESN or ^BSE500.
Key characteristics
| ^BSESN | ^BSE500 | |
|---|---|---|
| YTD Return | 12.30% | 19.34% |
| 1Y Return | 24.05% | 34.48% |
| 3Y Return (Ann) | 10.20% | 14.51% |
| 5Y Return (Ann) | 15.93% | 19.75% |
| 10Y Return (Ann) | 11.90% | 13.82% |
| Sharpe Ratio | 1.71 | 2.79 |
| Sortino Ratio | 2.28 | 3.31 |
| Omega Ratio | 1.35 | 1.60 |
| Calmar Ratio | 3.35 | 5.92 |
| Martin Ratio | 12.07 | 24.72 |
| Ulcer Index | 1.92% | 1.61% |
| Daily Std Dev | 13.54% | 14.44% |
| Max Drawdown | -60.91% | -38.39% |
| Current Drawdown | -5.49% | -5.07% |
Correlation
The correlation between ^BSESN and ^BSE500 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
^BSESN vs. ^BSE500 - Performance Comparison
In the year-to-date period, ^BSESN achieves a 12.30% return, which is significantly lower than ^BSE500's 19.34% return. Over the past 10 years, ^BSESN has underperformed ^BSE500 with an annualized return of 11.90%, while ^BSE500 has yielded a comparatively higher 13.82% 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
^BSESN vs. ^BSE500 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and S&P BSE-500 (^BSE500). 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
^BSESN vs. ^BSE500 - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than ^BSE500's maximum drawdown of -38.39%. Use the drawdown chart below to compare losses from any high point for ^BSESN and ^BSE500. For additional features, visit the drawdowns tool.
Volatility
^BSESN vs. ^BSE500 - Volatility Comparison
The current volatility for S&P BSE SENSEX (^BSESN) is 3.43%, while S&P BSE-500 (^BSE500) has a volatility of 3.78%. This indicates that ^BSESN experiences smaller price fluctuations and is considered to be less risky than ^BSE500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.