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BUZZ vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BUZZ and ^GSPC is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BUZZ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Social Sentiment ETF (BUZZ) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.62%
10.26%
BUZZ
^GSPC

Key characteristics

Sharpe Ratio

BUZZ:

1.64

^GSPC:

2.16

Sortino Ratio

BUZZ:

2.19

^GSPC:

2.87

Omega Ratio

BUZZ:

1.27

^GSPC:

1.40

Calmar Ratio

BUZZ:

1.15

^GSPC:

3.19

Martin Ratio

BUZZ:

6.73

^GSPC:

13.87

Ulcer Index

BUZZ:

6.06%

^GSPC:

1.95%

Daily Std Dev

BUZZ:

24.85%

^GSPC:

12.54%

Max Drawdown

BUZZ:

-56.87%

^GSPC:

-56.78%

Current Drawdown

BUZZ:

-3.03%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, BUZZ achieves a 40.49% return, which is significantly higher than ^GSPC's 26.63% return.


BUZZ

YTD

40.49%

1M

4.69%

6M

26.06%

1Y

40.79%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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Risk-Adjusted Performance

BUZZ vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Social Sentiment ETF (BUZZ) 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 BUZZ, currently valued at 1.64, compared to the broader market0.002.004.001.642.16
The chart of Sortino ratio for BUZZ, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.002.192.87
The chart of Omega ratio for BUZZ, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.40
The chart of Calmar ratio for BUZZ, currently valued at 1.15, compared to the broader market0.005.0010.0015.001.153.19
The chart of Martin ratio for BUZZ, currently valued at 6.73, compared to the broader market0.0020.0040.0060.0080.00100.006.7313.87
BUZZ
^GSPC

The current BUZZ Sharpe Ratio is 1.64, which is comparable to the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BUZZ 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.64
2.16
BUZZ
^GSPC

Drawdowns

BUZZ vs. ^GSPC - Drawdown Comparison

The maximum BUZZ drawdown since its inception was -56.87%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BUZZ and ^GSPC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.03%
-0.82%
BUZZ
^GSPC

Volatility

BUZZ vs. ^GSPC - Volatility Comparison

VanEck Social Sentiment ETF (BUZZ) has a higher volatility of 8.54% compared to S&P 500 (^GSPC) at 3.96%. This indicates that BUZZ'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.54%
3.96%
BUZZ
^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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