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BLDP vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BLDP and ^GSPC is 0.38, 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.


-0.50.00.51.00.4

Performance

BLDP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ballard Power Systems Inc. (BLDP) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-56.80%
902.32%
BLDP
^GSPC

Key characteristics

Sharpe Ratio

BLDP:

-0.86

^GSPC:

2.10

Sortino Ratio

BLDP:

-1.32

^GSPC:

2.80

Omega Ratio

BLDP:

0.86

^GSPC:

1.39

Calmar Ratio

BLDP:

-0.54

^GSPC:

3.09

Martin Ratio

BLDP:

-1.32

^GSPC:

13.49

Ulcer Index

BLDP:

40.74%

^GSPC:

1.94%

Daily Std Dev

BLDP:

62.57%

^GSPC:

12.52%

Max Drawdown

BLDP:

-99.55%

^GSPC:

-56.78%

Current Drawdown

BLDP:

-98.77%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, BLDP achieves a -56.22% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, BLDP has underperformed ^GSPC with an annualized return of -0.83%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.


BLDP

YTD

-56.22%

1M

26.56%

6M

-37.21%

1Y

-55.62%

5Y*

-24.95%

10Y*

-0.83%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

BLDP vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ballard Power Systems Inc. (BLDP) 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.


Sharpe ratio
The chart of Sharpe ratio for BLDP, currently valued at -0.86, compared to the broader market-4.00-2.000.002.00-0.862.10
The chart of Sortino ratio for BLDP, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.322.80
The chart of Omega ratio for BLDP, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.39
The chart of Calmar ratio for BLDP, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.543.09
The chart of Martin ratio for BLDP, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.3213.49
BLDP
^GSPC

The current BLDP Sharpe Ratio is -0.86, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BLDP 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.86
2.10
BLDP
^GSPC

Drawdowns

BLDP vs. ^GSPC - Drawdown Comparison

The maximum BLDP drawdown since its inception was -99.55%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BLDP and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.77%
-2.62%
BLDP
^GSPC

Volatility

BLDP vs. ^GSPC - Volatility Comparison

Ballard Power Systems Inc. (BLDP) has a higher volatility of 21.06% compared to S&P 500 (^GSPC) at 3.79%. This indicates that BLDP'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.06%
3.79%
BLDP
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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