DNOPY vs. ^GSPC
DNOPY (Dino Polska S.A) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, DNOPY returned 4.72%/yr vs 12.30%/yr for ^GSPC. At a 0.12 correlation, their price movements are largely independent.
Performance
DNOPY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, DNOPY achieves a -29.00% return, which is significantly lower than ^GSPC's 10.35% return.
DNOPY
- 1D
- -0.36%
- 1M
- -5.93%
- YTD
- -29.00%
- 6M
- -23.54%
- 1Y
- -43.63%
- 3Y*
- -10.01%
- 5Y*
- 4.72%
- 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%
DNOPY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DNOPY Dino Polska S.A | -29.00% | 19.79% | -16.65% | 30.68% | 2.43% | 10.75% | 89.61% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 28.97% |
Correlation
The correlation between DNOPY and ^GSPC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
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 May 1, 2020 | 0.12 |
The correlation between DNOPY and ^GSPC shifts across timeframes, from 0.12 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DNOPY vs. ^GSPC — Risk / Return Rank
DNOPY
^GSPC
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 ratioReturn per unit of total volatility | -1.00 | 2.24 | -3.24 |
Sortino ratioReturn per unit of downside risk | -1.42 | 3.07 | -4.49 |
Omega ratioGain probability vs. loss probability | 0.82 | 1.41 | -0.59 |
Calmar ratioReturn relative to maximum drawdown | -0.91 | 2.93 | -3.83 |
Martin ratioReturn relative to average drawdown | -1.69 | 13.52 | -15.21 |
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
| DNOPY | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | 2.24 | -3.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.73 | -0.65 |
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 | -0.26 |
Drawdowns
DNOPY vs. ^GSPC - Drawdown Comparison
The maximum DNOPY drawdown since its inception was -48.35%, 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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.35% | -56.78% | +8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -48.35% | -9.10% | -39.25% |
Max Drawdown (3Y)Largest decline over 3 years | -48.35% | -18.90% | -29.45% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -25.43% | -22.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -45.58% | -0.74% | -44.84% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -10.72% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.82% | 1.97% | +23.85% |
Volatility
DNOPY vs. ^GSPC - Volatility Comparison
Dino Polska S.A (DNOPY) has a higher volatility of 11.25% compared to S&P 500 Index (^GSPC) at 2.93%. 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 | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.25% | 2.93% | +8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 37.09% | 8.99% | +28.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.68% | 11.89% | +31.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.30% | 16.90% | +41.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.80% | 18.06% | +41.74% |
Frequently Asked Questions
DNOPY and ^GSPC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DNOPY has higher volatility (11.25%) compared to ^GSPC (2.93%). In terms of maximum drawdown, DNOPY dropped -48.35% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.24 vs -1.00), 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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