DNOPY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Dino Polska S.A (DNOPY) and S&P 500 Index (^GSPC).

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.

DNOPY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DNOPY Dino Polska S.A	-22.38%	19.79%	-16.65%	30.68%	2.43%	10.75%	89.61%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	28.97%

Returns By Period

In the year-to-date period, DNOPY achieves a -22.38% return, which is significantly lower than ^GSPC's -3.95% return.

DNOPY

• 1D: -2.28%
• 1M: -19.46%
• YTD: -22.38%
• 6M: -24.20%
• 1Y: -22.27%
• 3Y*: -1.22%
• 5Y*: 2.82%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

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: 20
DNOPY Sharpe Ratio Rank: 18
DNOPY Sortino Ratio Rank: 19
DNOPY Omega Ratio Rank: 19
DNOPY Calmar Ratio Rank: 24
DNOPY Martin Ratio Rank: 20

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

	DNOPY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.51	0.92	-1.43
Sortino ratio Return per unit of downside risk	-0.47	1.41	-1.88
Omega ratio Gain probability vs. loss probability	0.94	1.21	-0.28
Calmar ratio Return relative to maximum drawdown	-0.51	1.41	-1.93
Martin ratio Return relative to average drawdown	-1.12	6.61	-7.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DNOPY vs. ^GSPC - Sharpe Ratio Comparison

The current DNOPY Sharpe Ratio is -0.51, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DNOPY 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

	DNOPY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	0.92	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.61	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.46	-0.22

Correlation

The correlation between DNOPY and ^GSPC is 0.11, 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

DNOPY vs. ^GSPC - Drawdown Comparison

The maximum DNOPY drawdown since its inception was -47.79%, 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.

Drawdown Indicators

	DNOPY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-47.79%	-56.78%	+8.99%
Max Drawdown (1Y) Largest decline over 1 year	-42.61%	-12.14%	-30.47%
Max Drawdown (5Y) Largest decline over 5 years	-47.79%	-25.43%	-22.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-40.50%	-5.78%	-34.72%
Average Drawdown Average peak-to-trough decline	-13.51%	-10.75%	-2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.44%	2.60%	+16.84%

Volatility

DNOPY vs. ^GSPC - Volatility Comparison

Dino Polska S.A (DNOPY) has a higher volatility of 28.05% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	DNOPY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.05%	5.37%	+22.68%
Volatility (6M) Calculated over the trailing 6-month period	37.26%	9.55%	+27.71%
Volatility (1Y) Calculated over the trailing 1-year period	43.93%	18.33%	+25.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.31%	16.90%	+41.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.32%	18.05%	+42.27%