BSV-USD vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about BitcoinSV (BSV-USD) and S&P 500 Index (^GSPC).

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.

BSV-USD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BSV-USD BitcoinSV	-19.29%	-65.61%	-47.41%	131.66%	-65.89%	-25.82%	68.22%	14.75%	23.01%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-9.86%

Returns By Period

In the year-to-date period, BSV-USD achieves a -19.29% return, which is significantly lower than ^GSPC's -3.95% return.

BSV-USD

• 1D: 0.85%
• 1M: -6.47%
• YTD: -19.29%
• 6M: -47.54%
• 1Y: -56.80%
• 3Y*: -26.80%
• 5Y*: -43.70%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 28
BSV-USD Sharpe Ratio Rank: 35
BSV-USD Sortino Ratio Rank: 35
BSV-USD Omega Ratio Rank: 31
BSV-USD Calmar Ratio Rank: 35
BSV-USD Martin Ratio Rank: 6

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

	BSV-USD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.66	0.92	-1.58
Sortino ratio Return per unit of downside risk	-0.90	1.41	-2.31
Omega ratio Gain probability vs. loss probability	0.90	1.21	-0.31
Calmar ratio Return relative to maximum drawdown	-1.09	1.41	-2.51
Martin ratio Return relative to average drawdown	-1.88	6.61	-8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSV-USD vs. ^GSPC - Sharpe Ratio Comparison

The current BSV-USD Sharpe Ratio is -0.66, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BSV-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.

Sharpe Ratios by Period

	BSV-USD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	0.92	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.45	0.61	-1.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.46	-0.60

Correlation

The correlation between BSV-USD and ^GSPC is 0.20, 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.

Drawdowns

BSV-USD vs. ^GSPC - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -97.17%, 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.

Drawdown Indicators

	BSV-USD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.17%	-56.78%	-40.39%
Max Drawdown (1Y) Largest decline over 1 year	-71.77%	-12.14%	-59.63%
Max Drawdown (5Y) Largest decline over 5 years	-97.17%	-25.43%	-71.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-96.82%	-5.78%	-91.04%
Average Drawdown Average peak-to-trough decline	-74.50%	-10.75%	-63.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.21%	2.60%	+31.61%

Volatility

BSV-USD vs. ^GSPC - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 18.94% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	BSV-USD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.94%	5.37%	+13.57%
Volatility (6M) Calculated over the trailing 6-month period	53.80%	9.55%	+44.25%
Volatility (1Y) Calculated over the trailing 1-year period	71.19%	18.33%	+52.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.78%	16.90%	+63.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	109.86%	18.05%	+91.81%