DATS vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about DatChat, Inc. (DATS) and S&P 500 Index (^GSPC).

Performance

DATS vs. ^GSPC - Performance Comparison

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

DATS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DATS DatChat, Inc.	-8.19%	-3.93%	-37.98%	16.24%	-91.85%	-11.40%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	6.67%

Returns By Period

In the year-to-date period, DATS achieves a -8.19% return, which is significantly lower than ^GSPC's -4.63% return.

DATS

• 1D: 1.95%
• 1M: -14.67%
• YTD: -8.19%
• 6M: -30.53%
• 1Y: -59.33%
• 3Y*: -34.97%
• 5Y*: —
• 10Y*: —

^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

DATS vs. ^GSPC — Risk / Return Rank

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

DATS

DATS Risk / Return Rank: 13
DATS Sharpe Ratio Rank: 12
DATS Sortino Ratio Rank: 13
DATS Omega Ratio Rank: 15
DATS Calmar Ratio Rank: 7
DATS Martin Ratio Rank: 16

^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.

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 ratio Return per unit of total volatility	-0.69	0.90	-1.58
Sortino ratio Return per unit of downside risk	-0.88	1.39	-2.27
Omega ratio Gain probability vs. loss probability	0.90	1.21	-0.31
Calmar ratio Return relative to maximum drawdown	-0.91	1.40	-2.31
Martin ratio Return relative to average drawdown	-1.29	6.61	-7.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DATS vs. ^GSPC - Sharpe Ratio Comparison

The current DATS Sharpe Ratio is -0.69, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DATS 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

	DATS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	0.90	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.46	-0.68

Correlation

The correlation between DATS and ^GSPC is 0.29, 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

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.

Drawdown Indicators

	DATS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.31%	-56.78%	-42.53%
Max Drawdown (1Y) Largest decline over 1 year	-52.47%	-12.14%	-40.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-98.95%	-6.45%	-92.50%
Average Drawdown Average peak-to-trough decline	-91.85%	-10.75%	-81.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.18%	2.57%	+39.61%

Volatility

DATS vs. ^GSPC - Volatility Comparison

DatChat, Inc. (DATS) has a higher volatility of 17.40% compared to S&P 500 Index (^GSPC) at 5.34%. 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.

Volatility by Period

	DATS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.40%	5.34%	+12.06%
Volatility (6M) Calculated over the trailing 6-month period	63.93%	9.54%	+54.39%
Volatility (1Y) Calculated over the trailing 1-year period	87.41%	18.33%	+69.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	220.10%	16.91%	+203.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	220.10%	18.05%	+202.05%