DAIO vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Data I/O Corporation (DAIO) and S&P 500 Index (^GSPC).

Performance

DAIO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Data I/O Corporation (DAIO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DAIO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DAIO Data I/O Corporation	-20.19%	14.44%	-5.78%	-25.94%	-13.88%	11.89%	-2.99%	-15.06%	-58.47%	188.04%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, DAIO achieves a -20.19% return, which is significantly lower than ^GSPC's -4.63% return. Over the past 10 years, DAIO has underperformed ^GSPC with an annualized return of 0.20%, while ^GSPC has yielded a comparatively higher 12.16% annualized return.

DAIO

• 1D: 0.80%
• 1M: -8.66%
• YTD: -20.19%
• 6M: -24.25%
• 1Y: 3.27%
• 3Y*: -20.15%
• 5Y*: -14.60%
• 10Y*: 0.20%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

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

Return for Risk

DAIO vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAIO

DAIO Risk / Return Rank: 41
DAIO Sharpe Ratio Rank: 44
DAIO Sortino Ratio Rank: 40
DAIO Omega Ratio Rank: 39
DAIO Calmar Ratio Rank: 42
DAIO Martin Ratio Rank: 42

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

DAIO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Data I/O Corporation (DAIO) 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.

	DAIO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.08	0.90	-0.82
Sortino ratio Return per unit of downside risk	0.43	1.39	-0.96
Omega ratio Gain probability vs. loss probability	1.05	1.21	-0.16
Calmar ratio Return relative to maximum drawdown	0.03	1.40	-1.37
Martin ratio Return relative to average drawdown	0.06	6.61	-6.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAIO vs. ^GSPC - Sharpe Ratio Comparison

The current DAIO Sharpe Ratio is 0.08, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DAIO 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

	DAIO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.08	0.90	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.31	0.61	-0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	0.68	-0.67
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.46	-0.47

Correlation

The correlation between DAIO and ^GSPC is 0.14, 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

DAIO vs. ^GSPC - Drawdown Comparison

The maximum DAIO drawdown since its inception was -95.67%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DAIO and ^GSPC.

Drawdown Indicators

	DAIO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-95.67%	-56.78%	-38.89%
Max Drawdown (1Y) Largest decline over 1 year	-31.14%	-12.14%	-19.00%
Max Drawdown (5Y) Largest decline over 5 years	-73.36%	-25.43%	-47.93%
Max Drawdown (10Y) Largest decline over 10 years	-87.77%	-33.92%	-53.85%
Current Drawdown Current decline from peak	-84.13%	-6.45%	-77.68%
Average Drawdown Average peak-to-trough decline	-65.58%	-10.75%	-54.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.74%	2.57%	+10.17%

Volatility

DAIO vs. ^GSPC - Volatility Comparison

Data I/O Corporation (DAIO) has a higher volatility of 13.61% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that DAIO'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

	DAIO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.61%	5.34%	+8.27%
Volatility (6M) Calculated over the trailing 6-month period	31.00%	9.54%	+21.46%
Volatility (1Y) Calculated over the trailing 1-year period	43.76%	18.33%	+25.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.50%	16.91%	+30.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.72%	18.05%	+34.67%