The pandemic, Covid-19, has impacted almost all arenas of the human life. It created enormous market volatility and turnover in the stock market as well. The various policy changes and sectoral reforms in relation to the pandemic would all have impacted the indices differently. However, by analyzing only the broad market index, Nifty 50, which represents all sectors, the overall impact could have got nullified, the prime impact of the pandemic might possibly not be captured. Hence, this study considers examining the impact of the pandemic individually on all the 14 sectoral indices of NSE. The impact of the pandemic has been observed using the non-parametric test, Wilcoxon matched pairs test, on each of the sectoral indices in 3 event windows of short-term, medium-term and long-term. Significant positive impact has been observed in Pharma, Health Care and FMCG sectors, while significant negative impact was observed in all other sectors.