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

Correlation

The correlation between BNB-USD and ^GSPC is 0.19, 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.


-0.50.00.51.00.2

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.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.97%
10.56%
BNB-USD
^GSPC

Key characteristics

Sharpe Ratio

BNB-USD:

0.66

^GSPC:

2.34

Sortino Ratio

BNB-USD:

1.26

^GSPC:

3.15

Omega Ratio

BNB-USD:

1.13

^GSPC:

1.43

Calmar Ratio

BNB-USD:

0.35

^GSPC:

3.37

Martin Ratio

BNB-USD:

2.04

^GSPC:

14.93

Ulcer Index

BNB-USD:

17.20%

^GSPC:

1.91%

Daily Std Dev

BNB-USD:

49.58%

^GSPC:

12.20%

Max Drawdown

BNB-USD:

-80.10%

^GSPC:

-56.78%

Current Drawdown

BNB-USD:

-4.15%

^GSPC:

-0.64%

Returns By Period

In the year-to-date period, BNB-USD achieves a 130.17% return, which is significantly higher than ^GSPC's 26.86% return.


BNB-USD

YTD

130.17%

1M

16.20%

6M

17.88%

1Y

194.30%

5Y (annualized)

125.30%

10Y (annualized)

N/A

^GSPC

YTD

26.86%

1M

3.07%

6M

11.41%

1Y

28.22%

5Y (annualized)

13.69%

10Y (annualized)

11.40%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 0.66, compared to the broader market0.001.002.003.004.005.000.661.91
The chart of Sortino ratio for BNB-USD, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.005.001.262.56
The chart of Omega ratio for BNB-USD, currently valued at 1.13, compared to the broader market1.001.201.401.601.131.36
The chart of Calmar ratio for BNB-USD, currently valued at 0.35, compared to the broader market1.002.003.004.000.350.85
The chart of Martin ratio for BNB-USD, currently valued at 2.04, compared to the broader market0.0010.0020.0030.002.0411.67
BNB-USD
^GSPC

The current BNB-USD Sharpe Ratio is 0.66, which is lower than the ^GSPC Sharpe Ratio of 2.34. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.66
1.91
BNB-USD
^GSPC

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.15%
-0.64%
BNB-USD
^GSPC

Volatility

BNB-USD vs. ^GSPC - Volatility Comparison

Binance Coin (BNB-USD) has a higher volatility of 19.33% compared to S&P 500 (^GSPC) at 1.83%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
19.33%
1.83%
BNB-USD
^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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