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^NIFTY200 vs. INDA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NIFTY200 and INDA is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

^NIFTY200 vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NIFTY 200 (^NIFTY200) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.00%
-1.44%
^NIFTY200
INDA

Key characteristics

Sharpe Ratio

^NIFTY200:

1.11

INDA:

0.78

Sortino Ratio

^NIFTY200:

1.48

INDA:

1.09

Omega Ratio

^NIFTY200:

1.24

INDA:

1.16

Calmar Ratio

^NIFTY200:

1.45

INDA:

1.07

Martin Ratio

^NIFTY200:

4.57

INDA:

3.14

Ulcer Index

^NIFTY200:

3.56%

INDA:

3.55%

Daily Std Dev

^NIFTY200:

14.61%

INDA:

14.29%

Max Drawdown

^NIFTY200:

-64.04%

INDA:

-45.06%

Current Drawdown

^NIFTY200:

-7.81%

INDA:

-8.52%

Returns By Period

In the year-to-date period, ^NIFTY200 achieves a 15.55% return, which is significantly higher than INDA's 10.96% return. Over the past 10 years, ^NIFTY200 has outperformed INDA with an annualized return of 12.49%, while INDA has yielded a comparatively lower 7.31% annualized return.


^NIFTY200

YTD

15.55%

1M

2.94%

6M

1.70%

1Y

19.42%

5Y*

16.87%

10Y*

12.49%

INDA

YTD

10.96%

1M

1.10%

6M

-1.44%

1Y

14.26%

5Y*

10.37%

10Y*

7.31%

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Risk-Adjusted Performance

^NIFTY200 vs. INDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and iShares MSCI India ETF (INDA). 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.


Sharpe ratio
The chart of Sharpe ratio for ^NIFTY200, currently valued at 0.67, compared to the broader market-1.000.001.002.000.670.61
The chart of Sortino ratio for ^NIFTY200, currently valued at 0.95, compared to the broader market-1.000.001.002.003.000.950.88
The chart of Omega ratio for ^NIFTY200, currently valued at 1.15, compared to the broader market0.800.901.001.101.201.301.401.151.13
The chart of Calmar ratio for ^NIFTY200, currently valued at 0.81, compared to the broader market0.001.002.003.004.000.810.81
The chart of Martin ratio for ^NIFTY200, currently valued at 2.44, compared to the broader market0.005.0010.0015.002.442.32
^NIFTY200
INDA

The current ^NIFTY200 Sharpe Ratio is 1.11, which is higher than the INDA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ^NIFTY200 and INDA, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.61
^NIFTY200
INDA

Drawdowns

^NIFTY200 vs. INDA - Drawdown Comparison

The maximum ^NIFTY200 drawdown since its inception was -64.04%, which is greater than INDA's maximum drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for ^NIFTY200 and INDA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.35%
-8.52%
^NIFTY200
INDA

Volatility

^NIFTY200 vs. INDA - Volatility Comparison

NIFTY 200 (^NIFTY200) has a higher volatility of 4.25% compared to iShares MSCI India ETF (INDA) at 3.58%. This indicates that ^NIFTY200's price experiences larger fluctuations and is considered to be riskier than INDA 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%JulyAugustSeptemberOctoberNovemberDecember
4.25%
3.58%
^NIFTY200
INDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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