DNOPY vs. ^NDX
DNOPY (Dino Polska S.A) is a stock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, DNOPY returned 4.72%/yr vs 17.29%/yr for ^NDX. At a 0.11 correlation, their price movements are largely independent.
Performance
DNOPY vs. ^NDX - 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 ^NDX's 21.07% return.
DNOPY
- 1D
- -0.36%
- 1M
- -5.93%
- YTD
- -29.00%
- 6M
- -23.54%
- 1Y
- -43.63%
- 3Y*
- -10.01%
- 5Y*
- 4.72%
- 10Y*
- —
^NDX
- 1D
- -0.29%
- 1M
- 10.56%
- YTD
- 21.07%
- 6M
- 19.39%
- 1Y
- 41.12%
- 3Y*
- 28.09%
- 5Y*
- 17.29%
- 10Y*
- 21.09%
DNOPY vs. ^NDX - 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% |
^NDX NASDAQ 100 Index | 21.07% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 43.20% |
Correlation
The correlation between DNOPY and ^NDX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
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 May 1, 2020 | 0.11 |
The correlation between DNOPY and ^NDX shifts across timeframes, from 0.11 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DNOPY vs. ^NDX — Risk / Return Rank
DNOPY
^NDX
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.
| DNOPY | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.79 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.44 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 3.41 | -4.31 |
| Martin ratioReturn relative to average drawdown | -1.69 | 13.03 | -14.72 |
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 | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | 2.57 | -3.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.77 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.57 | -0.36 |
Drawdowns
DNOPY vs. ^NDX - Drawdown Comparison
The maximum DNOPY drawdown since its inception was -48.35%, 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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.35% | -82.90% | +34.55% |
Max Drawdown (1Y)Largest decline over 1 year | -48.35% | -12.12% | -36.23% |
Max Drawdown (3Y)Largest decline over 3 years | -48.35% | -22.93% | -25.42% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -35.56% | -12.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.56% | — |
Current DrawdownCurrent decline from peak | -45.58% | -0.29% | -45.29% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -24.62% | +10.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.82% | 3.17% | +22.65% |
Volatility
DNOPY vs. ^NDX - Volatility Comparison
Dino Polska S.A (DNOPY) has a higher volatility of 11.25% compared to NASDAQ 100 Index (^NDX) at 4.52%. 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 | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.25% | 4.52% | +6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 37.09% | 12.18% | +24.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.68% | 16.08% | +27.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.30% | 22.60% | +35.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.80% | 22.53% | +37.27% |
Frequently Asked Questions
DNOPY and ^NDX have a correlation of 0.23, 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 ^NDX (4.52%). In terms of maximum drawdown, DNOPY dropped -48.35% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (2.57 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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