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BUY NOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BUY NOW, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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The earliest data available for this chart is May 18, 2021, corresponding to the inception date of ESIN.DE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.56%-2.80%-2.10%-0.42%8.95%14.67%10.82%12.14%
Portfolio
BUY NOW
-0.52%-1.90%12.36%19.90%28.08%17.11%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
-1.73%-8.94%7.02%32.67%57.23%30.61%18.57%13.91%
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
-1.58%1.16%7.36%19.71%40.62%26.89%16.46%12.90%
VXUS
Vanguard Total International Stock ETF
-0.23%-1.88%4.67%8.26%20.17%13.25%7.87%8.87%
XLE
State Street Energy Select Sector SPDR ETF
0.93%6.20%35.80%38.17%21.95%12.55%23.67%11.22%
VAPX.AS
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF
-1.60%-3.18%14.78%23.00%44.58%14.43%7.07%8.99%
ESIN.DE
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)
-0.97%-4.24%1.37%1.08%16.88%18.22%
SCHD
Schwab U.S. Dividend Equity ETF
0.00%-2.23%13.90%15.18%6.44%9.45%8.71%12.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 19, 2021, BUY NOW's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jan 2026 with a return of +8.9%, while the worst month was Jun 2022 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BUY NOW closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +3.2%, while the worst single day was Apr 4, 2025 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.86%8.33%-5.27%0.57%12.36%
20253.69%1.17%-2.40%-5.77%3.46%0.61%3.43%1.82%2.94%3.33%1.58%2.36%16.95%
20240.69%2.66%5.33%-0.96%1.44%0.97%1.97%-0.56%1.27%0.90%4.16%-2.99%15.62%
20233.87%-2.14%-0.04%-0.25%-0.99%2.07%3.41%-1.36%-0.73%-2.77%3.57%3.24%7.82%
2022-0.22%1.06%3.72%-0.04%0.43%-6.63%6.84%-1.65%-5.45%6.18%3.94%-4.26%2.92%
20210.92%1.52%-1.14%0.82%-0.97%3.91%-2.10%4.69%7.70%

Benchmark Metrics

BUY NOW has an annualized alpha of 6.82%, beta of 0.50, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since May 19, 2021.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.65%) than losses (41.75%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 6.82% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.50 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
6.82%
Beta
0.50
0.51
Upside Capture
63.65%
Downside Capture
41.75%

Expense Ratio

BUY NOW has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

BUY NOW ranks 90 for risk / return — in the top 90% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BUY NOW Risk / Return Rank: 9090
Overall Rank
BUY NOW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BUY NOW Sortino Ratio Rank: 8080
Sortino Ratio Rank
BUY NOW Omega Ratio Rank: 8989
Omega Ratio Rank
BUY NOW Calmar Ratio Rank: 9797
Calmar Ratio Rank
BUY NOW Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.92

0.43

+1.48

Sortino ratio

Return per unit of downside risk

2.37

0.73

+1.63

Omega ratio

Gain probability vs. loss probability

1.40

1.12

+0.28

Calmar ratio

Return relative to maximum drawdown

6.03

0.65

+5.38

Martin ratio

Return relative to average drawdown

26.82

2.68

+24.14


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
721.631.911.342.107.12
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
901.802.471.355.1718.17
VXUS
Vanguard Total International Stock ETF
621.191.671.261.667.08
XLE
State Street Energy Select Sector SPDR ETF
340.801.151.171.041.86
VAPX.AS
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF
942.192.781.435.0120.42
ESIN.DE
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)
460.831.231.171.606.44
SCHD
Schwab U.S. Dividend Equity ETF
190.360.611.090.390.78

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BUY NOW Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.92
  • All Time: 1.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of BUY NOW compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

BUY NOW provided a 2.01% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.01%2.28%2.39%2.37%2.47%2.18%2.05%2.47%2.21%1.92%1.92%2.13%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJPE.L
iShares MSCI Japan EUR Hedged UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.95%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
XLE
State Street Energy Select Sector SPDR ETF
2.52%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%
VAPX.AS
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF
2.03%2.41%3.16%3.28%4.23%2.95%1.80%2.96%3.03%2.78%2.57%3.20%
ESIN.DE
iShares MSCI Europe Industrials Sector UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BUY NOW. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BUY NOW was 14.74%, occurring on Apr 8, 2025. Recovery took 106 trading sessions.

The current BUY NOW drawdown is 4.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.74%Feb 20, 202534Apr 8, 2025106Sep 4, 2025140
-9.73%Aug 26, 202226Sep 30, 2022212Jul 27, 2023238
-9.36%Apr 21, 202246Jun 23, 202238Aug 16, 202284
-7.7%Jul 17, 202414Aug 5, 202438Sep 26, 202452
-7.23%Mar 3, 202614Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 5.93, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkGLTRXLEIJPE.LESIN.DESCHDVAPX.ASVXUSPortfolio
Benchmark1.000.070.340.350.380.710.370.730.64
GLTR0.071.000.180.080.110.070.290.250.47
XLE0.340.181.000.160.100.560.230.340.62
IJPE.L0.350.080.161.000.610.230.530.520.54
ESIN.DE0.380.110.100.611.000.260.620.600.58
SCHD0.710.070.560.230.261.000.280.570.69
VAPX.AS0.370.290.230.530.620.281.000.640.70
VXUS0.730.250.340.520.600.570.641.000.82
Portfolio0.640.470.620.540.580.690.700.821.00
The correlation results are calculated based on daily price changes starting from May 19, 2021