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^NIFTY500 vs. VGT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NIFTY500 and VGT 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.


Performance

^NIFTY500 vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nifty 500 (^NIFTY500) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^NIFTY500:

0.49

VGT:

0.47

Sortino Ratio

^NIFTY500:

1.20

VGT:

0.71

Omega Ratio

^NIFTY500:

1.16

VGT:

1.10

Calmar Ratio

^NIFTY500:

0.65

VGT:

0.40

Martin Ratio

^NIFTY500:

1.38

VGT:

1.29

Ulcer Index

^NIFTY500:

8.83%

VGT:

8.45%

Daily Std Dev

^NIFTY500:

16.94%

VGT:

30.25%

Max Drawdown

^NIFTY500:

-68.02%

VGT:

-54.63%

Current Drawdown

^NIFTY500:

-6.92%

VGT:

-6.19%

Returns By Period

In the year-to-date period, ^NIFTY500 achieves a 1.91% return, which is significantly higher than VGT's -2.36% return. Over the past 10 years, ^NIFTY500 has underperformed VGT with an annualized return of 12.86%, while VGT has yielded a comparatively higher 19.78% annualized return.


^NIFTY500

YTD

1.91%

1M

3.50%

6M

0.51%

1Y

8.05%

3Y*

17.32%

5Y*

23.86%

10Y*

12.86%

VGT

YTD

-2.36%

1M

8.44%

6M

-2.31%

1Y

14.03%

3Y*

19.73%

5Y*

19.26%

10Y*

19.78%

*Annualized

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Nifty 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^NIFTY500 vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NIFTY500
The Risk-Adjusted Performance Rank of ^NIFTY500 is 6565
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 4646
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4040
Overall Rank
The Sharpe Ratio Rank of VGT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^NIFTY500 vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) and Vanguard Information Technology ETF (VGT). 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.


The current ^NIFTY500 Sharpe Ratio is 0.49, which is comparable to the VGT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ^NIFTY500 and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^NIFTY500 vs. VGT - Drawdown Comparison

The maximum ^NIFTY500 drawdown since its inception was -68.02%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and VGT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^NIFTY500 vs. VGT - Volatility Comparison

The current volatility for Nifty 500 (^NIFTY500) is 5.02%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.70%. This indicates that ^NIFTY500 experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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