^NIFTY200 vs. ^SP500TR
Compare and contrast key facts about NIFTY 200 (^NIFTY200) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NIFTY200 or ^SP500TR.
Key characteristics
| ^NIFTY200 | ^SP500TR | |
|---|---|---|
| YTD Return | 19.43% | 23.85% |
| 1Y Return | 32.93% | 35.55% |
| 3Y Return (Ann) | 13.11% | 11.07% |
| 5Y Return (Ann) | 18.76% | 16.27% |
| 10Y Return (Ann) | 13.75% | 14.07% |
| Sharpe Ratio | 2.60 | 2.84 |
| Sortino Ratio | 3.14 | 3.78 |
| Omega Ratio | 1.56 | 1.52 |
| Calmar Ratio | 5.48 | 3.07 |
| Martin Ratio | 23.74 | 17.65 |
| Ulcer Index | 1.57% | 2.01% |
| Daily Std Dev | 14.36% | 12.51% |
| Max Drawdown | -64.04% | -55.25% |
| Current Drawdown | -4.72% | -0.29% |
Correlation
The correlation between ^NIFTY200 and ^SP500TR 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. ^SP500TR - Performance Comparison
In the year-to-date period, ^NIFTY200 achieves a 19.43% return, which is significantly lower than ^SP500TR's 23.85% return. Both investments have delivered pretty close results over the past 10 years, with ^NIFTY200 having a 13.75% annualized return and ^SP500TR not far ahead at 14.07%. 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. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and S&P 500 Total Return (^SP500TR). 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. ^SP500TR - Drawdown Comparison
The maximum ^NIFTY200 drawdown since its inception was -64.04%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^NIFTY200 and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
^NIFTY200 vs. ^SP500TR - Volatility Comparison
NIFTY 200 (^NIFTY200) has a higher volatility of 4.01% compared to S&P 500 Total Return (^SP500TR) at 3.00%. This indicates that ^NIFTY200's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.