IDEAS home Printed from https://ideas.repec.org/a/bjb/journl/v14y2025i5p1041-1050.html
   My bibliography  Save this article

Comparative Risk-Return Analysis of Cryptocurrencies and Indian Stock Indices: Insights for Investors in Emerging and Traditional Markets

Author

Listed:
  • Dr K Sridevi

    (Associate Professor & Chairperson, BoS of Commerce, Department of Commerce, Mahatma Gandhi University, Nalgonda, Telangana.)

  • Adakankar Pashupathinath

    (Research Scholar, Department of Commerce, Mahatma Gandhi University, Nalgonda, Telangana.)

Abstract

This study examines the risk-return profile of Cryptocurrencies compared to Indian stock Indices, BSE Sensex and Nifty 50, to identify their unique investment characteristics. By analysing data from ten major Cryptocurrencies alongside Sensex and Nifty 50, the study applies statistical measures, including mean, variance, skewness, kurtosis, Jarque-Bera (JB) test, two-sample t-test, ANOVA test and Tukey HSD test. Findings reveal that Cryptocurrencies offer higher returns but are significantly more volatile, while Indian Stock Indices provide moderate, stable returns with implications for risk-seeking versus conservative investors. The Study reveals that Cryptocurrencies are suitable for investors who can tolerate high volatility for potentially higher returns, whereas Traditional Stock Indices are better suited for those prioritising stability and consistent growth.

Suggested Citation

  • Dr K Sridevi & Adakankar Pashupathinath, 2025. "Comparative Risk-Return Analysis of Cryptocurrencies and Indian Stock Indices: Insights for Investors in Emerging and Traditional Markets," International Journal of Latest Technology in Engineering, Management & Applied Science, International Journal of Latest Technology in Engineering, Management & Applied Science (IJLTEMAS), vol. 14(5), pages 1041-1050, May.
    • Handle: RePEc:bjb:journl:v:14:y:2025:i:5:p:1041-1050
    as

    Download full text from publisher

    File URL: https://www.ijltemas.in/DigitalLibrary/Vol.14Issue5/1041-1050.pdf
    Download Restriction: no
    File URL: https://www.ijltemas.in/papers/volume-14-issue-5/1041-1050.html
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bjb:journl:v:14:y:2025:i:5:p:1041-1050. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Dr. Pawan Verma (email available below). General contact details of provider: https://www.ijltemas.in/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.