BSV-USD vs. ^GSPC
BSV-USD (BitcoinSV) is a cryptocurrency, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, BSV-USD returned -36.06%/yr vs 11.43%/yr for ^GSPC. At a 0.19 correlation, their price movements are largely independent.
Performance
BSV-USD vs. ^GSPC - Performance Comparison
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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%
BSV-USD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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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Return for Risk
BSV-USD vs. ^GSPC — Risk / Return Rank
BSV-USD
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -96.77% | -1.24% | -95.53% |
Average DrawdownAverage peak-to-trough decline | -75.29% | -10.71% | -64.58% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
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