PortfoliosLab logo
BNB-USD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BNB-USD and ^GSPC is 0.18, 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.


Performance

BNB-USD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Binance Coin (BNB-USD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

BNB-USD:

0.21

^GSPC:

0.61

Sortino Ratio

BNB-USD:

1.36

^GSPC:

1.03

Omega Ratio

BNB-USD:

1.14

^GSPC:

1.15

Calmar Ratio

BNB-USD:

0.44

^GSPC:

0.67

Martin Ratio

BNB-USD:

3.00

^GSPC:

2.57

Ulcer Index

BNB-USD:

12.96%

^GSPC:

4.93%

Daily Std Dev

BNB-USD:

43.64%

^GSPC:

19.67%

Max Drawdown

BNB-USD:

-80.10%

^GSPC:

-56.78%

Current Drawdown

BNB-USD:

-11.97%

^GSPC:

-4.88%

Returns By Period

In the year-to-date period, BNB-USD achieves a -5.78% return, which is significantly lower than ^GSPC's -0.64% return.


BNB-USD

YTD

-5.78%

1M

10.61%

6M

-0.21%

1Y

11.11%

5Y*

110.09%

10Y*

N/A

^GSPC

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BNB-USD vs. ^GSPC — Risk-Adjusted Performance Rank

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

BNB-USD
The Risk-Adjusted Performance Rank of BNB-USD is 6767
Overall Rank
The Sharpe Ratio Rank of BNB-USD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BNB-USD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BNB-USD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BNB-USD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BNB-USD is 7272
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7878
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.

BNB-USD vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Binance Coin (BNB-USD) 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 BNB-USD Sharpe Ratio is 0.21, which is lower than the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BNB-USD 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...

Drawdowns

BNB-USD vs. ^GSPC - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -80.10%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BNB-USD and ^GSPC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BNB-USD vs. ^GSPC - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 9.82% compared to S&P 500 (^GSPC) at 6.29%. This indicates that BNB-USD'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...