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BSV-USD vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BSV-USD vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, BSV-USD achieves a -17.84% return, which is significantly lower than ^GSPC's 9.79% return.


BSV-USD

1D
7.79%
1M
18.67%
6M
-29.75%
YTD
-17.84%
1Y
-46.14%
3Y*
-27.02%
5Y*
-36.06%
10Y*

^GSPC

1D
-0.79%
1M
1.13%
6M
7.71%
YTD
9.79%
1Y
20.06%
3Y*
18.60%
5Y*
11.43%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV-USD vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSV-USD
BitcoinSV
-17.84%-65.61%-47.41%131.66%-65.89%-25.82%68.22%14.75%-4.22%
^GSPC
S&P 500 Index
9.79%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-10.69%

Correlation

The correlation between BSV-USD and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.19

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BitcoinSV

S&P 500 Index

Return for Risk

BSV-USD vs. ^GSPC — Risk / Return Rank

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

BSV-USD
BSV-USD Risk / Return Rank: 6262
Overall Rank
BSV-USD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 6161
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 6161
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 6363
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7171
Overall Rank
^GSPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7474
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSV-USD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BitcoinSV (BSV-USD) and S&P 500 Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSV-USD^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

0.91

1.29

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.71

2.21

-2.92

Martin ratioReturn relative to average drawdown

-1.11

9.61

-10.72

BSV-USD vs. ^GSPC - Sharpe Ratio Comparison

The current BSV-USD Sharpe Ratio is -0.67, which is lower than the ^GSPC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BSV-USD and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSV-USD vs. ^GSPC - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -97.53%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BSV-USD and ^GSPC.


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Drawdown Indicators


BSV-USD^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-56.78%

-40.75%

Max Drawdown (1Y)

Largest decline over 1 year

-65.37%

-9.10%

-56.27%

Max Drawdown (3Y)

Largest decline over 3 years

-90.64%

-18.90%

-71.74%

Max Drawdown (5Y)

Largest decline over 5 years

-94.42%

-25.43%

-68.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-96.77%

-1.24%

-95.53%

Average Drawdown

Average peak-to-trough decline

-75.29%

-10.71%

-64.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.31%

2.09%

+34.22%

Volatility

BSV-USD vs. ^GSPC - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 20.11% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that BSV-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.


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Volatility by Period


BSV-USD^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.11%

3.96%

+16.15%

Volatility (6M)

Calculated over the trailing 6-month period

48.65%

9.99%

+38.66%

Volatility (1Y)

Calculated over the trailing 1-year period

57.52%

12.57%

+44.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.13%

17.01%

+57.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.45%

18.05%

+90.40%

Frequently Asked Questions


BSV-USD and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV-USD has higher volatility (20.11%) compared to ^GSPC (3.96%). In terms of maximum drawdown, BSV-USD dropped -97.53% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BSV-USD and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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