PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
ASST vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ASST and ^GSPC is 0.10, 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.

ASST vs. ^GSPC

Last updated May 31, 2025

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

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASST or ^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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ASST:

0.35

^GSPC:

0.66

Sortino Ratio

ASST:

5.88

^GSPC:

0.94

Omega Ratio

ASST:

1.63

^GSPC:

1.14

Calmar Ratio

ASST:

2.15

^GSPC:

0.60

Martin Ratio

ASST:

3.28

^GSPC:

2.28

Ulcer Index

ASST:

64.01%

^GSPC:

5.01%

Daily Std Dev

ASST:

524.08%

^GSPC:

19.77%

Max Drawdown

ASST:

-97.95%

^GSPC:

-56.78%

Current Drawdown

ASST:

-60.51%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, ASST achieves a 1,329.15% return, which is significantly higher than ^GSPC's 0.51% return.

ASST

YTD

1,329.15%

1M

1,091.57%

6M

1,423.91%

1Y

181.98%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Asset Entities Inc. Class B Common Stock

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ASST vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASST
The Risk-Adjusted Performance Rank of ASST is 8787
Overall Rank
The Sharpe Ratio Rank of ASST is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ASST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ASST is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ASST is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ASST is 8080
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASST vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asset Entities Inc. Class B Common Stock (ASST) and S&P 500 (^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.

The current ASST Sharpe Ratio is 0.35, which is lower than the ^GSPC Sharpe Ratio of 0.66. 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.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ASST vs. ^GSPC - Drawdown Comparison

The maximum ASST drawdown since its inception was -97.95%, 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.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ASST vs. ^GSPC - Volatility Comparison

Asset Entities Inc. Class B Common Stock (ASST) has a higher volatility of 204.76% compared to S&P 500 (^GSPC) at 4.77%. 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.

Loading data...