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

Correlation

The correlation between ^NIFTY500 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.


-0.50.00.51.00.2

Performance

^NIFTY500 vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nifty 500 (^NIFTY500) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

280.00%300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
288.87%
371.60%
^NIFTY500
^GSPC

Key characteristics

Sharpe Ratio

^NIFTY500:

1.05

^GSPC:

2.10

Sortino Ratio

^NIFTY500:

1.39

^GSPC:

2.80

Omega Ratio

^NIFTY500:

1.22

^GSPC:

1.39

Calmar Ratio

^NIFTY500:

1.43

^GSPC:

3.09

Martin Ratio

^NIFTY500:

4.57

^GSPC:

13.49

Ulcer Index

^NIFTY500:

3.43%

^GSPC:

1.94%

Daily Std Dev

^NIFTY500:

14.81%

^GSPC:

12.52%

Max Drawdown

^NIFTY500:

-68.02%

^GSPC:

-56.78%

Current Drawdown

^NIFTY500:

-8.89%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, ^NIFTY500 achieves a 14.88% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, ^NIFTY500 has outperformed ^GSPC with an annualized return of 13.02%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.


^NIFTY500

YTD

14.88%

1M

1.43%

6M

0.37%

1Y

17.83%

5Y*

17.81%

10Y*

13.02%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

^NIFTY500 vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) 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.


Sharpe ratio
The chart of Sharpe ratio for ^NIFTY500, currently valued at 0.61, compared to the broader market0.001.002.000.611.94
The chart of Sortino ratio for ^NIFTY500, currently valued at 0.87, compared to the broader market-1.000.001.002.003.000.872.60
The chart of Omega ratio for ^NIFTY500, currently valued at 1.13, compared to the broader market0.901.001.101.201.301.401.131.37
The chart of Calmar ratio for ^NIFTY500, currently valued at 0.76, compared to the broader market0.001.002.003.000.762.83
The chart of Martin ratio for ^NIFTY500, currently valued at 2.32, compared to the broader market0.005.0010.0015.0020.002.3211.87
^NIFTY500
^GSPC

The current ^NIFTY500 Sharpe Ratio is 1.05, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ^NIFTY500 and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.61
1.94
^NIFTY500
^GSPC

Drawdowns

^NIFTY500 vs. ^GSPC - Drawdown Comparison

The maximum ^NIFTY500 drawdown since its inception was -68.02%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.41%
-2.62%
^NIFTY500
^GSPC

Volatility

^NIFTY500 vs. ^GSPC - Volatility Comparison

Nifty 500 (^NIFTY500) has a higher volatility of 4.62% compared to S&P 500 (^GSPC) at 3.75%. This indicates that ^NIFTY500'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.62%
3.75%
^NIFTY500
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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