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

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.

BSV-USD vs. ^GSPC

Last updated May 31, 2025

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

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSV-USD or ^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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BSV-USD:

-0.49

^GSPC:

0.66

Sortino Ratio

BSV-USD:

-0.17

^GSPC:

0.94

Omega Ratio

BSV-USD:

0.98

^GSPC:

1.14

Calmar Ratio

BSV-USD:

0.01

^GSPC:

0.60

Martin Ratio

BSV-USD:

-1.02

^GSPC:

2.28

Ulcer Index

BSV-USD:

42.90%

^GSPC:

5.01%

Daily Std Dev

BSV-USD:

79.40%

^GSPC:

19.77%

Max Drawdown

BSV-USD:

-94.54%

^GSPC:

-56.78%

Current Drawdown

BSV-USD:

-92.55%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, BSV-USD achieves a -34.68% return, which is significantly lower than ^GSPC's 0.51% return.

BSV-USD

YTD

-34.68%

1M

-13.58%

6M

-53.83%

1Y

-47.10%

3Y*

-15.35%

5Y*

-29.82%

10Y*

N/A

^GSPC

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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BitcoinSV

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BSV-USD
The Risk-Adjusted Performance Rank of BSV-USD is 2929
Overall Rank
The Sharpe Ratio Rank of BSV-USD is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV-USD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BSV-USD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BSV-USD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BSV-USD is 2020
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for BitcoinSV (BSV-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 BSV-USD Sharpe Ratio is -0.49, which is lower than the ^GSPC Sharpe Ratio of 0.66. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

BSV-USD vs. ^GSPC - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -94.54%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BSV-USD vs. ^GSPC - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 22.64% compared to S&P 500 (^GSPC) at 4.77%. 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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