^NIFTY200 vs. ^GSPC
Compare and contrast key facts about NIFTY 200 (^NIFTY200) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NIFTY200 or ^GSPC.
Key characteristics
| ^NIFTY200 | ^GSPC | |
|---|---|---|
| YTD Return | 18.40% | 22.73% |
| 1Y Return | 33.87% | 38.58% |
| 3Y Return (Ann) | 13.65% | 8.85% |
| 5Y Return (Ann) | 18.63% | 14.32% |
| 10Y Return (Ann) | 13.29% | 11.57% |
| Sharpe Ratio | 2.73 | 2.98 |
| Sortino Ratio | 3.28 | 3.95 |
| Omega Ratio | 1.60 | 1.55 |
| Calmar Ratio | 5.74 | 2.60 |
| Martin Ratio | 23.77 | 19.43 |
| Ulcer Index | 1.64% | 1.90% |
| Daily Std Dev | 14.40% | 12.32% |
| Max Drawdown | -64.04% | -56.78% |
| Current Drawdown | -5.54% | -0.18% |
Correlation
The correlation between ^NIFTY200 and ^GSPC 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.
Performance
^NIFTY200 vs. ^GSPC - Performance Comparison
In the year-to-date period, ^NIFTY200 achieves a 18.40% return, which is significantly lower than ^GSPC's 22.73% return. Over the past 10 years, ^NIFTY200 has outperformed ^GSPC with an annualized return of 13.29%, while ^GSPC has yielded a comparatively lower 11.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^NIFTY200 vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and S&P 500 (^GSPC). 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
^NIFTY200 vs. ^GSPC - Drawdown Comparison
The maximum ^NIFTY200 drawdown since its inception was -64.04%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^NIFTY200 and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^NIFTY200 vs. ^GSPC - Volatility Comparison
NIFTY 200 (^NIFTY200) has a higher volatility of 3.77% compared to S&P 500 (^GSPC) at 2.56%. This indicates that ^NIFTY200's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.