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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.


-0.50.00.51.00.2

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.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-14.29%
10.29%
BSV-USD
^GSPC

Key characteristics

Sharpe Ratio

BSV-USD:

-0.43

^GSPC:

1.74

Sortino Ratio

BSV-USD:

-0.16

^GSPC:

2.35

Omega Ratio

BSV-USD:

0.98

^GSPC:

1.32

Calmar Ratio

BSV-USD:

0.00

^GSPC:

2.61

Martin Ratio

BSV-USD:

-1.59

^GSPC:

10.66

Ulcer Index

BSV-USD:

24.08%

^GSPC:

2.08%

Daily Std Dev

BSV-USD:

80.81%

^GSPC:

12.77%

Max Drawdown

BSV-USD:

-94.66%

^GSPC:

-56.78%

Current Drawdown

BSV-USD:

-91.62%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, BSV-USD achieves a -24.75% return, which is significantly lower than ^GSPC's 4.46% return.


BSV-USD

YTD

-24.75%

1M

-27.68%

6M

-14.65%

1Y

-50.55%

5Y*

-33.42%

10Y*

N/A

^GSPC

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

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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 2525
Overall Rank
The Sharpe Ratio Rank of BSV-USD is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV-USD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of BSV-USD is 2828
Omega Ratio Rank
The Calmar Ratio Rank of BSV-USD is 2525
Calmar Ratio Rank
The Martin Ratio Rank of BSV-USD is 1616
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.


Sharpe ratio
The chart of Sharpe ratio for BSV-USD, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.431.48
The chart of Sortino ratio for BSV-USD, currently valued at -0.16, compared to the broader market-1.000.001.002.003.004.005.00-0.161.99
The chart of Omega ratio for BSV-USD, currently valued at 0.98, compared to the broader market0.901.001.101.201.301.401.500.981.28
The chart of Calmar ratio for BSV-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.64
The chart of Martin ratio for BSV-USD, currently valued at -1.59, compared to the broader market0.0010.0020.0030.0040.0050.00-1.599.21
BSV-USD
^GSPC

The current BSV-USD Sharpe Ratio is -0.43, which is lower than the ^GSPC Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.43
1.48
BSV-USD
^GSPC

Drawdowns

BSV-USD vs. ^GSPC - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -94.66%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.62%
0
BSV-USD
^GSPC

Volatility

BSV-USD vs. ^GSPC - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 19.61% compared to S&P 500 (^GSPC) at 3.06%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
19.61%
3.06%
BSV-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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