ASST vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Asset Entities Inc. Class B Common Stock (ASST) and S&P 500 Index (^GSPC).

Performance

ASST vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asset Entities Inc. Class B Common Stock (ASST) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

ASST vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ASST Asset Entities Inc. Class B Common Stock	-32.11%	50.46%	-84.65%	-82.00%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	15.31%

Returns By Period

In the year-to-date period, ASST achieves a -32.11% return, which is significantly lower than ^GSPC's -4.63% return.

ASST

• 1D: 6.94%
• 1M: 26.20%
• YTD: -32.11%
• 6M: -79.96%
• 1Y: -13.11%
• 3Y*: -57.44%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ASST vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASST

ASST Risk / Return Rank: 63
ASST Sharpe Ratio Rank: 40
ASST Sortino Ratio Rank: 98
ASST Omega Ratio Rank: 93
ASST Calmar Ratio Rank: 41
ASST Martin Ratio Rank: 41

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

ASST vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asset Entities Inc. Class B Common Stock (ASST) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ASST	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.03	0.90	-0.92
Sortino ratio Return per unit of downside risk	4.26	1.39	+2.88
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.23
Calmar ratio Return relative to maximum drawdown	-0.03	1.40	-1.43
Martin ratio Return relative to average drawdown	-0.04	6.61	-6.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASST vs. ^GSPC - Sharpe Ratio Comparison

The current ASST Sharpe Ratio is -0.03, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ASST and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ASST	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	0.90	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.46	-0.66

Correlation

The correlation between ASST and ^GSPC is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

ASST vs. ^GSPC - Drawdown Comparison

The maximum ASST drawdown since its inception was -97.98%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ASST and ^GSPC.

Drawdown Indicators

	ASST	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.98%	-56.78%	-41.20%
Max Drawdown (1Y) Largest decline over 1 year	-97.25%	-12.14%	-85.11%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-97.18%	-6.45%	-90.73%
Average Drawdown Average peak-to-trough decline	-83.44%	-10.75%	-72.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	75.30%	2.57%	+72.73%

Volatility

ASST vs. ^GSPC - Volatility Comparison

Asset Entities Inc. Class B Common Stock (ASST) has a higher volatility of 31.05% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that ASST's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASST	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.05%	5.34%	+25.71%
Volatility (6M) Calculated over the trailing 6-month period	105.49%	9.54%	+95.95%
Volatility (1Y) Calculated over the trailing 1-year period	508.95%	18.33%	+490.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	331.42%	16.91%	+314.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	331.42%	18.05%	+313.37%