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DNOPY vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

DNOPY vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, DNOPY achieves a -35.03% return, which is significantly lower than ^GSPC's 8.94% return.


DNOPY

1D
-3.33%
1M
-4.19%
6M
-32.41%
YTD
-35.03%
1Y
-46.02%
3Y*
-14.54%
5Y*
-0.80%
10Y*

^GSPC

1D
-1.01%
1M
0.51%
6M
7.46%
YTD
8.94%
1Y
18.43%
3Y*
17.86%
5Y*
11.50%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNOPY vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DNOPY
Dino Polska S.A
-35.03%19.79%-16.65%30.68%2.43%10.75%89.61%
^GSPC
S&P 500 Index
8.94%16.39%23.31%24.23%-19.44%26.89%27.78%

Correlation

The correlation between DNOPY and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.12

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Return for Risk

DNOPY vs. ^GSPC — Risk / Return Rank

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

DNOPY
DNOPY Risk / Return Rank: 55
Overall Rank
DNOPY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DNOPY Sortino Ratio Rank: 66
Sortino Ratio Rank
DNOPY Omega Ratio Rank: 77
Omega Ratio Rank
DNOPY Calmar Ratio Rank: 66
Calmar Ratio Rank
DNOPY Martin Ratio Rank: 44
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5454
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5656
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
Martin Ratio Rank
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.

DNOPY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dino Polska S.A (DNOPY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DNOPY^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.59

Omega ratioGain probability vs. loss probability

0.81

1.27

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.93

2.03

-2.96

Martin ratioReturn relative to average drawdown

-1.65

8.80

-10.45

DNOPY vs. ^GSPC - Sharpe Ratio Comparison

The current DNOPY Sharpe Ratio is -1.05, which is lower than the ^GSPC Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DNOPY and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DNOPY vs. ^GSPC - Drawdown Comparison

The maximum DNOPY drawdown since its inception was -52.11%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DNOPY and ^GSPC.


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Drawdown Indicators


DNOPY^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-56.78%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-49.78%

-9.10%

-40.68%

Max Drawdown (3Y)

Largest decline over 3 years

-52.11%

-18.90%

-33.21%

Max Drawdown (5Y)

Largest decline over 5 years

-52.11%

-25.43%

-26.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-50.20%

-2.00%

-48.20%

Average Drawdown

Average peak-to-trough decline

-15.00%

-10.70%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.89%

2.10%

+25.79%

Volatility

DNOPY vs. ^GSPC - Volatility Comparison

Dino Polska S.A (DNOPY) has a higher volatility of 11.74% compared to S&P 500 Index (^GSPC) at 3.36%. This indicates that DNOPY'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


DNOPY^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.74%

3.36%

+8.38%

Volatility (6M)

Calculated over the trailing 6-month period

36.45%

10.04%

+26.41%

Volatility (1Y)

Calculated over the trailing 1-year period

43.76%

12.60%

+31.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.26%

17.00%

+41.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.41%

18.05%

+41.36%

Frequently Asked Questions


DNOPY and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNOPY has higher volatility (11.74%) compared to ^GSPC (3.36%). In terms of maximum drawdown, DNOPY dropped -52.11% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.47 vs -1.05), 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.

Portfolio Optimizer

Find the right allocation for DNOPY and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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