DATS vs. ^GSPC
DATS (DatChat, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, DATS returned -28.07%/yr vs 20.83%/yr for ^GSPC. At a 0.29 correlation, their price movements are largely independent.
Performance
DATS vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, DATS achieves a -6.43% return, which is significantly lower than ^GSPC's 10.35% return.
DATS
- 1D
- -2.44%
- 1M
- -24.88%
- YTD
- -6.43%
- 6M
- -25.23%
- 1Y
- -39.96%
- 3Y*
- -28.07%
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
DATS vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DATS DatChat, Inc. | -6.43% | -3.93% | -37.98% | 16.24% | -91.85% | -11.40% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 6.67% |
Correlation
The correlation between DATS and ^GSPC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2021 | 0.29 |
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Return for Risk
DATS vs. ^GSPC — Risk / Return Rank
DATS
^GSPC
DATS vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DatChat, Inc. (DATS) 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.
| DATS | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 2.93 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.09 | 13.52 | -14.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DATS | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.24 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.47 | -0.68 |
Drawdowns
DATS vs. ^GSPC - Drawdown Comparison
The maximum DATS drawdown since its inception was -99.31%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DATS and ^GSPC.
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Drawdown Indicators
| DATS | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.31% | -56.78% | -42.53% |
Max Drawdown (1Y)Largest decline over 1 year | -58.95% | -9.10% | -49.85% |
Max Drawdown (3Y)Largest decline over 3 years | -87.32% | -18.90% | -68.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -98.93% | -0.74% | -98.19% |
Average DrawdownAverage peak-to-trough decline | -92.10% | -10.72% | -81.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.65% | 1.97% | +34.68% |
Volatility
DATS vs. ^GSPC - Volatility Comparison
DatChat, Inc. (DATS) has a higher volatility of 19.28% compared to S&P 500 Index (^GSPC) at 2.93%. This indicates that DATS'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
| DATS | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.28% | 2.93% | +16.35% |
Volatility (6M)Calculated over the trailing 6-month period | 105.99% | 8.99% | +97.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 158.94% | 11.89% | +147.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 224.99% | 16.90% | +208.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 224.99% | 18.06% | +206.93% |
Frequently Asked Questions
DATS and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DATS has higher volatility (19.28%) compared to ^GSPC (2.93%). In terms of maximum drawdown, DATS dropped -99.31% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.24 vs -0.25), 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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