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

Correlation

The correlation between BLIN and ^GSPC is 0.13, 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.


-0.50.00.51.00.1

Performance

BLIN vs. ^GSPC - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-99.98%
294.51%
BLIN
^GSPC

Key characteristics

Sharpe Ratio

BLIN:

1.51

^GSPC:

2.10

Sortino Ratio

BLIN:

2.26

^GSPC:

2.80

Omega Ratio

BLIN:

1.28

^GSPC:

1.39

Calmar Ratio

BLIN:

0.91

^GSPC:

3.09

Martin Ratio

BLIN:

4.63

^GSPC:

13.49

Ulcer Index

BLIN:

19.64%

^GSPC:

1.94%

Daily Std Dev

BLIN:

60.42%

^GSPC:

12.52%

Max Drawdown

BLIN:

-99.99%

^GSPC:

-56.78%

Current Drawdown

BLIN:

-99.98%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, BLIN achieves a 71.26% return, which is significantly higher than ^GSPC's 24.34% return. Over the past 10 years, BLIN has underperformed ^GSPC with an annualized return of -46.36%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.


BLIN

YTD

71.26%

1M

36.73%

6M

46.08%

1Y

91.03%

5Y*

-0.40%

10Y*

-46.36%

^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

BLIN vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeline Digital, Inc. (BLIN) 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 BLIN, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.512.10
The chart of Sortino ratio for BLIN, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.262.80
The chart of Omega ratio for BLIN, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.39
The chart of Calmar ratio for BLIN, currently valued at 0.91, compared to the broader market0.002.004.006.000.913.09
The chart of Martin ratio for BLIN, currently valued at 4.63, compared to the broader market-5.000.005.0010.0015.0020.0025.004.6313.49
BLIN
^GSPC

The current BLIN Sharpe Ratio is 1.51, which is comparable to the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of BLIN 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
1.51
2.10
BLIN
^GSPC

Drawdowns

BLIN vs. ^GSPC - Drawdown Comparison

The maximum BLIN drawdown since its inception was -99.99%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BLIN and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.98%
-2.62%
BLIN
^GSPC

Volatility

BLIN vs. ^GSPC - Volatility Comparison

Bridgeline Digital, Inc. (BLIN) has a higher volatility of 25.40% compared to S&P 500 (^GSPC) at 3.79%. This indicates that BLIN'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%JulyAugustSeptemberOctoberNovemberDecember
25.40%
3.79%
BLIN
^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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