RupeeCase
Education . Factor Models . 2 of 4
Sorted NIFTY 100 by 12 month realised volatility . bottom 30 vs top 30
Bottom 30 by vol
The boring side
HINDUNILVR NESTLEIND ITC BRITANNIA DABUR ASIANPAINT MARICO COLPAL HDFCLIFE SBILIFE
Median beta
0.71
5Y max DD
14.2pct
Top 30 by vol
The exciting side
ADANIENT ADANIPORTS VEDL JSWSTEEL TATASTEEL HINDALCO COALINDIA BPCL ONGC IOC
Median beta
1.41
5Y max DD
32.6pct
Same NIFTY 100. Same five years. Same regime. One cohort lost 14 pct at the worst. The other lost 33 pct. More than twice the hole to climb out of.
Cohorts formed by ranking NIFTY 100 constituents on trailing 12 month realised volatility on rolling basis. 10 representative tickers per cohort shown for visual reference. Beta vs NIFTY 100 . max drawdown computed on cohort equal-weight composite over 5 years to Apr 2026. Backtest only . past performance not a guarantee.