Energy Basket vs Allcap
Side-by-side comparison of two RupeeCase strategies. All numbers from a 5-year backtest with all charges deducted. Past performance is not a guarantee.
Thematic satellite · CAGR 34.4%
Energy Basket
10 stocks from CNX Energy. Weekly rotation. CAGR 34.41%. Sharpe 1.12. The thematic satellite.
vs
Full-equity core · CAGR 48.5%
Allcap
50 stocks. Fortnightly rotation. CAGR 48.46%. Highest Sharpe on the lineup at 1.78.
| Metric | Energy Basket | Allcap | Nifty 50 TRI | |
|---|---|---|---|---|
| CAGR (5Y) | 34.41% | → | 48.46% | 9.80% |
| Sharpe ratio | 1.12 | → | 1.78 | 0.73 |
| Sortino ratio | 1.19 | → | 1.70 | 0.70 |
| Calmar ratio | 0.87 | → | 2.13 | 0.58 |
| Max drawdown | 39.48% | → | 22.71% | -16.92% |
| Volatility | 30.47% | → | 23.76% | 14.04% |
| Net return (5Y) | 338.94% | → | 621.85% | 59.62% |
| Min capital | ₹64836 | ← | ₹229500 | — |
| Stocks held | 10 | 50 | 50 | |
| Rebalance cadence | 1 week | 2 weeks | n/a | |
| Universe | THEMATIC | ALLCAP | Nifty 50 | |
| Risk band | Very High | Moderately High | Moderate | |
| Tier | Thematic satellite | Full-equity core | Index benchmark |
The trade-off
- Higher growth: Allcap (CAGR 48.46% vs 34.41%)
- Better risk-adjusted return: Allcap (Sharpe 1.78 vs 1.12)
- Shallower drawdown: Allcap (Max DD 22.71% vs 39.48%)
- Lower entry: Energy Basket (₹64836 vs ₹229500)
Holdings overlap
7 stocks held by both · 14% overlap by name count
Shared: BHELADANIPOWERADANIGREENADANIENSOLSUZLONGVT&DTHERMAX
Only in Energy Basket: JPPOWERTORNTPOWERABB
Only in Allcap: HFCLSTLTECHWEBELSOLARCUPIDQPOWERAPOLLOWELCORPJAYNECOINDGALLANTTTDPOWERSYSKRNAZADLLOYDSMELLOYDSENTACUTAASATHERENERGLLOYDSENGGKIRLOSENGCOHANCEHCC +23 more