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DNOPY vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

DNOPY vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dino Polska S.A (DNOPY) and NASDAQ 100 Index (^NDX). 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 -32.79% return, which is significantly lower than ^NDX's 14.95% return.


DNOPY

1D
2.84%
1M
-3.70%
6M
-29.77%
YTD
-32.79%
1Y
-44.23%
3Y*
-12.96%
5Y*
-0.12%
10Y*

^NDX

1D
-1.62%
1M
-3.14%
6M
13.62%
YTD
14.95%
1Y
26.71%
3Y*
22.70%
5Y*
14.60%
10Y*
20.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNOPY vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DNOPY
Dino Polska S.A
-32.79%19.79%-16.65%30.68%2.43%10.75%89.61%
^NDX
NASDAQ 100 Index
14.95%20.17%24.88%53.81%-32.97%26.63%43.48%

Correlation

The correlation between DNOPY and ^NDX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.18

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

0.13

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

0.11

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Return for Risk

DNOPY vs. ^NDX — Risk / Return Rank

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

DNOPY
DNOPY Risk / Return Rank: 66
Overall Rank
DNOPY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DNOPY Sortino Ratio Rank: 77
Sortino Ratio Rank
DNOPY Omega Ratio Rank: 77
Omega Ratio Rank
DNOPY Calmar Ratio Rank: 88
Calmar Ratio Rank
DNOPY Martin Ratio Rank: 44
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 5252
Overall Rank
^NDX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
^NDX Omega Ratio Rank: 4848
Omega Ratio Rank
^NDX Calmar Ratio Rank: 5959
Calmar Ratio Rank
^NDX Martin Ratio Rank: 6464
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. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dino Polska S.A (DNOPY) and NASDAQ 100 Index (^NDX). 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^NDXDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.42

Omega ratioGain probability vs. loss probability

0.82

1.25

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.89

2.21

-3.10

Martin ratioReturn relative to average drawdown

-1.60

7.83

-9.42

DNOPY vs. ^NDX - Sharpe Ratio Comparison

The current DNOPY Sharpe Ratio is -1.02, which is lower than the ^NDX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DNOPY and ^NDX, 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. ^NDX - Drawdown Comparison

The maximum DNOPY drawdown since its inception was -52.11%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for DNOPY and ^NDX.


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Drawdown Indicators


DNOPY^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-82.90%

+30.79%

Max Drawdown (1Y)

Largest decline over 1 year

-49.78%

-12.12%

-37.66%

Max Drawdown (3Y)

Largest decline over 3 years

-52.11%

-22.93%

-29.18%

Max Drawdown (5Y)

Largest decline over 5 years

-52.11%

-35.56%

-16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

Current Drawdown

Current decline from peak

-48.48%

-5.33%

-43.15%

Average Drawdown

Average peak-to-trough decline

-14.97%

-24.57%

+9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.73%

3.42%

+24.31%

Volatility

DNOPY vs. ^NDX - Volatility Comparison

Dino Polska S.A (DNOPY) has a higher volatility of 11.40% compared to NASDAQ 100 Index (^NDX) at 7.28%. This indicates that DNOPY's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNOPY^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

7.28%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

36.50%

15.39%

+21.11%

Volatility (1Y)

Calculated over the trailing 1-year period

43.76%

18.66%

+25.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.27%

23.00%

+35.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.42%

22.67%

+36.75%

Frequently Asked Questions


DNOPY and ^NDX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNOPY has higher volatility (11.40%) compared to ^NDX (7.28%). In terms of maximum drawdown, DNOPY dropped -52.11% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.44 vs -1.02), 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 ^NDX

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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