^NIFTY500 vs. EPI
Compare and contrast key facts about Nifty 500 (^NIFTY500) and WisdomTree India Earnings Fund (EPI).
EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NIFTY500 or EPI.
Key characteristics
| ^NIFTY500 | EPI | |
|---|---|---|
| YTD Return | 20.87% | 19.88% |
| 1Y Return | 34.45% | 31.84% |
| 3Y Return (Ann) | 14.28% | 10.50% |
| 5Y Return (Ann) | 20.10% | 17.41% |
| 10Y Return (Ann) | 14.41% | 10.09% |
| Sharpe Ratio | 2.73 | 1.95 |
| Sortino Ratio | 3.23 | 2.35 |
| Omega Ratio | 1.59 | 1.39 |
| Calmar Ratio | 5.78 | 4.28 |
| Martin Ratio | 25.13 | 15.00 |
| Ulcer Index | 1.55% | 2.13% |
| Daily Std Dev | 14.40% | 16.34% |
| Max Drawdown | -68.02% | -66.21% |
| Current Drawdown | -4.13% | -3.29% |
Correlation
The correlation between ^NIFTY500 and EPI 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.
Performance
^NIFTY500 vs. EPI - Performance Comparison
The year-to-date returns for both stocks are quite close, with ^NIFTY500 having a 20.87% return and EPI slightly lower at 19.88%. Over the past 10 years, ^NIFTY500 has outperformed EPI with an annualized return of 14.41%, while EPI has yielded a comparatively lower 10.09% 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
^NIFTY500 vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) and WisdomTree India Earnings Fund (EPI). 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
^NIFTY500 vs. EPI - Drawdown Comparison
The maximum ^NIFTY500 drawdown since its inception was -68.02%, roughly equal to the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and EPI. For additional features, visit the drawdowns tool.
Volatility
^NIFTY500 vs. EPI - Volatility Comparison
Nifty 500 (^NIFTY500) and WisdomTree India Earnings Fund (EPI) have volatilities of 4.00% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.