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

Correlation

The correlation between ^XMI and ^NIFTY500 is 0.14, 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

^XMI vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Arca Major Market Index (^XMI) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


^XMI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^NIFTY500

YTD

1.91%

1M

3.62%

6M

0.51%

1Y

8.05%

3Y*

17.32%

5Y*

23.86%

10Y*

12.86%

*Annualized

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NYSE Arca Major Market Index

Nifty 500

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

Risk-Adjusted Performance

^XMI vs. ^NIFTY500 — Risk-Adjusted Performance Rank

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

^XMI
The Risk-Adjusted Performance Rank of ^XMI is 9898
Overall Rank
The Sharpe Ratio Rank of ^XMI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XMI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^XMI is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^XMI is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ^XMI is 9797
Martin Ratio Rank

^NIFTY500
The Risk-Adjusted Performance Rank of ^NIFTY500 is 6464
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Major Market Index (^XMI) and Nifty 500 (^NIFTY500). 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

^XMI vs. ^NIFTY500 - Drawdown Comparison


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

Volatility

^XMI vs. ^NIFTY500 - Volatility Comparison


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