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Put up to four stocks or indices on one rebased chart, then read their returns next to their volatility, their worst fall and how closely they move together. The last of those is the one most portfolios get wrong.
Compare up to four at once. Everything is rebased to 100 on the first session they all share.
Same window, same sessions, so these numbers are directly comparable.
| Stock | Period | CAGR | Volatility | Worst fall | Sharpe | Up days |
|---|---|---|---|---|---|---|
| NIFTY 50 | -9.9% | -10.0% | 13.4% | -15.2% | -1.22 | 49% |
| Reliance Industries Limited | -14.4% | -14.4% | 21.0% | -26.7% | -0.96 | 48% |
| Tata Consultancy Services Limited | -28.5% | -28.6% | 28.5% | -40.4% | -1.29 | 45% |
The highest return in this table is rarely the one to copy. Read it with the volatility and worst-fall columns: a stock that returned more while falling further asked you to hold through something you may not have held through.
Correlation of daily returns. 1.00 means they move in lockstep; near 0 means they are largely independent. Holding five things that all score above 0.8 is holding one thing five times.
| NIFTY 50 | Reliance Industries Limited | Tata Consultancy Services Limited | |
|---|---|---|---|
| NIFTY 50 | 1.00 | 0.60 | 0.36 |
| RELIANCE | 0.60 | 1.00 | 0.15 |
| TCS | 0.36 | 0.15 | 1.00 |
The same four windows for each. Leaders rotate — that is the point.
Learn what these numbers mean: correlation between positions, concentration risk and risk of ruin. Then run one stock in detail on the chart workbench.