Correlation
The correlation between ^NIFTY200 and ^SP500TR is 0.21, 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.
^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.
Performance
^NIFTY200 vs. ^SP500TR - Performance Comparison
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Key characteristics
^NIFTY200:
0.52
^SP500TR:
0.74
^NIFTY200:
0.61
^SP500TR:
1.05
^NIFTY200:
1.09
^SP500TR:
1.15
^NIFTY200:
0.35
^SP500TR:
0.69
^NIFTY200:
0.73
^SP500TR:
2.63
^NIFTY200:
8.67%
^SP500TR:
4.92%
^NIFTY200:
16.93%
^SP500TR:
19.77%
^NIFTY200:
-64.04%
^SP500TR:
-55.25%
^NIFTY200:
-6.70%
^SP500TR:
-3.41%
Returns By Period
In the year-to-date period, ^NIFTY200 achieves a 2.92% return, which is significantly higher than ^SP500TR's 1.06% return. Both investments have delivered pretty close results over the past 10 years, with ^NIFTY200 having a 12.38% annualized return and ^SP500TR not far ahead at 12.85%.
^NIFTY200
2.92%
2.68%
1.26%
8.28%
16.42%
22.69%
12.38%
^SP500TR
1.06%
5.63%
-1.35%
13.52%
14.41%
15.94%
12.85%
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Risk-Adjusted Performance
^NIFTY200 vs. ^SP500TR — Risk-Adjusted Performance Rank
^NIFTY200
^SP500TR
^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.
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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.
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Volatility
^NIFTY200 vs. ^SP500TR - Volatility Comparison
NIFTY 200 (^NIFTY200) has a higher volatility of 5.13% compared to S&P 500 Total Return (^SP500TR) at 4.77%. 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.
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